Hi,
I would like Close[0] on the eurex bund to pick up the closing price from the last trade of the session (10pm frankfurt time), instead of the settlement price (fixed at 5.30pm fkft time).
My data is coming from esignal on the FGBL 06-11 contract.
On esignal charts you have the charting option 'Use daily settlement for charts'.
I do not want the settlement price so have unchecked that option and so I have the actual 10pm closing price on my daily charts historically. Yesterday the bund closed at 10pm at 125.00, whereas the settlement price hours earlier was at 124.73.
Currently the series 'Close[0]' is pointing to the settlement price of 124.73.
Is there a way (options/defaults/instrument manager/other?) to point it to the last trade of the day price, or to ensure esignal is feeding only the non-settlement price? many thanks
I would like Close[0] on the eurex bund to pick up the closing price from the last trade of the session (10pm frankfurt time), instead of the settlement price (fixed at 5.30pm fkft time).
My data is coming from esignal on the FGBL 06-11 contract.
On esignal charts you have the charting option 'Use daily settlement for charts'.
I do not want the settlement price so have unchecked that option and so I have the actual 10pm closing price on my daily charts historically. Yesterday the bund closed at 10pm at 125.00, whereas the settlement price hours earlier was at 124.73.
Currently the series 'Close[0]' is pointing to the settlement price of 124.73.
Is there a way (options/defaults/instrument manager/other?) to point it to the last trade of the day price, or to ensure esignal is feeding only the non-settlement price? many thanks
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