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How is NetChange calculated?
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How is NetChange calculated?
How is the Market Analyzer NetChange calculated? I'm using NT 7 and ZenFire. When I compare the difference of NQ, YM, ES previous days CME settlement price to the MA LastPrice, the NetChange is slightly different. What is NT using for the previous day's closing price. It doesn't seem to be the settlement price. I thought maybe the NetChange was a value supplied by the ZenFire data feed, but it appears to be a NT calculation. Thanks.Tags: None
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Hello higler,
The NetChange will display the difference between LastClose and LastPrice. The LastClose is derived from the close price of historical daily data loaded from Zen-Fire.
I displayed a NetChange of 11 points as per the ES 06-11, while LastPrice was 1279.50. The LastClose would be 1268.50. If you create an ES 06-11 daily chart while connected to Zen-Fire, you will see a close price of 1268.50 as per yesterday's daily bar.
Historical daily data while connected to Zen-Fire uses the regular trading hours.JasonNinjaTrader Customer Service
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Jason
Thank you for the explanation. Zen-Fire's LastClose would be 1268.50 as you indicated. CME's "Settlement Price" for that day was 1268.75 so that explains the discrepancy. Looks like the Zen-Fire's last close is not always going to sync up perfectly with CME's settlement price which is OK. They are usually pretty close. I just wanted to know what was going on. Thanks.
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