Market analyzer net change

[derivtrader]

Hi,
The net change % column seems to be using the rth close of present-day to calculate net change after the rth close instead of continuously using yesterday's settlement throughout today's eth trading.
See attached specifically CL.
Thanks

[NinjaTrader_Jim]

Hello derivtrader,

Thanks for your post.

The NetChange column will use Settlement if it is available otherwise LastClose will be used.

Below is the line of code from the Market Analyzer Column that uses Settlement if it is available. LastClose is used otherwise.

double    settlementOrLastClose    = marketDataUpdate.Instrument.MarketData.Settlement != null ? marketDataUpdate.Instrument.MarketData.Settlement.Price : marketDataUpdate.Instrument.MarketData.LastClose.Price;

You can also add the Settlement Price and Last Close columns to your Market Analyzer if it helps to break down what you are seeing.

Let us know if you have any questions.

[derivtrader]

Thanks Jim for that but I might not have explained the issue well. As you can see in the attached image CL "Y close" column (last close) was 41.28 and"last " (last price) column was 31.33 or down 9.95. But "chg" column was showing +.20. Same with the "chg %' column. The image was taken around 3:05pm so after CL rth session which closed at 2:30 pm. Looking at rth close for cl it was 31.09ish. So the "chg" column is recalculating now using this rth close. Ive never seen that behavior before,,maybe latest NT8 version changed that?

[derivtrader]

Ive just taken a screenshot at 4"31pm of my market analyzer. Do you see that the ES "Net Chg" column is showing up a tick and "Chg %" flat? Its using the 4:15 pm rth session close to recalulate this column instead of using last close form previous session. Is there a session template for market analyzer?In case it mattered I just checked and my ES instrument session default is ETH session, same with CL.

[NinjaTrader_Jim]

Hello derivtrader,

Thanks for clarifying.

We have observed the discrepancy and will be reverting the changes to show Settlement or LastClose. Moving forward, LastClose will be used instead of Settlement to prevent an update to Settlement at session close causing incorrect values with Net Change.

Settlement and LastClose are fundamental data points that are not received from typical market data. As such, these values are not filtered by a Trading Hours template. Trading Hours templates will apply to Data Series based columns, like the Indicator Market Analyzer Column.

Let us know if we can be of further assistance.