Last Settlement Price?

funk101

Junior Member

Join Date: Jan 2006

Posts: 586
#1

Last Settlement Price?

01-02-2013, 07:47 PM

I would like to display the prior day's settlement price. Can someone steer me in the right direction?
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NinjaTrader_Bertrand

NinjaTrader Customer Service

Join Date: Sep 2008

Posts: 26253
#2

01-03-2013, 03:14 AM

funk101, which broker or datafeed are you using? For example with Kinetick the daily bar closing price would be the settlement price.

BertrandNinjaTrader Customer Service
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funk101

Junior Member

Join Date: Jan 2006

Posts: 586
#3

01-03-2013, 08:17 AM

I'm using AMP/CQG. Isn't the settlement determined by the activity in the last minutes of trading? And I think it varies from instrument to instrument.
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NinjaTrader_Bertrand

NinjaTrader Customer Service

Join Date: Sep 2008

Posts: 26253
#4

01-03-2013, 08:32 AM

Thanks, correct usually it's calculated as custom vwap by the exchange. The CQG daily bars you're using would not have it factored in though.

BertrandNinjaTrader Customer Service
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