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Can I get official session close price?

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  • cassb
    replied
    OK, thank you Cody!

    Leave a comment:


  • NinjaTrader_CodyB
    replied
    Hello,
    There is not a way to query the exchange. Calling Close[0] on a daily bar or at the time of the close will provide you with the close provided by the data provider. Depending on how the data provider handles the close this may or may not be the settlement price.

    Leave a comment:


  • cassb
    replied
    OK thank you. So you're saying that there is no method or function or property within NT8 to query the exchange or data provider directly to specifically get the official settlement price? Like a GetSettlementPrice() call, or Instrument.MasterInstrument.SettlementPrice(Date) or something like that?

    Thanks!
    Bryan

    Leave a comment:


  • NinjaTrader_CodyB
    replied
    Hello,
    You would need to discuss this with your Data Provider. Depending on the data provider the Close for the end of the day bar may be the settlement price or could be a different price depending on what time the close of the bar is.

    Leave a comment:


  • cassb
    replied
    Originally posted by NinjaTrader_PatrickH View Post
    cassb,

    You were referring to the official settlement price, correct?
    The data provider that you connect to supplies the Close[0]/last price of the day (if a day bar). If they use the settlement or not is entirely their discretion.
    So you're saying that whatever the Close[0] is on the last bar of the session is the "official close price" from the exchange? Or is that 'official' settlement price not available to retail traders?

    Thanks!
    Bryan

    Leave a comment:


  • NinjaTrader_PatrickH
    replied
    cassb,

    You were referring to the official settlement price, correct?
    The data provider that you connect to supplies the Close[0]/last price of the day (if a day bar). If they use the settlement or not is entirely their discretion.

    Leave a comment:


  • cassb
    replied
    What do you mean by "the last price of the day"? Isn't this the Close price for that session?

    Bryan

    Leave a comment:


  • NinjaTrader_PatrickH
    replied
    Hello cassb,

    Thank you for your post.

    There is no means to pull this from a data provider as they will provide the last price of the day. If you had an external file with the value in it you could use the System.IO methods to pull from that file. For information on System.IO in NinjaTrader 7 please visit the following link: http://ninjatrader.com/support/forum...ead.php?t=3477

    Leave a comment:


  • cassb
    started a topic Can I get official session close price?

    Can I get official session close price?

    Is there a way in NT to query and receive the official closing price of any instrument (using MasterInstrument.Instrument?) from the exchange? For example, I want to know the 'official' (not the broker's) closing price of the ES instrument as of the close of the US trading session, as of the close of the Tokyo trading session, as of the close of the London trading session, etc. Is this information available to an indicator or strategy?

    See http://www.cmegroup.com/trading/equity-index/us-index/emini-sandp500_contract_specifications.html

    Thanks!
    Bryan

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