I noticed that the close price on daily chart is actually the settlement price of the contract, instead of the close price of the day.
Is there a way to change daily bar's close price to the real close price of the day?
I searched and read some previous posts. They suggested using 1440 minutes chart. But I don't think it will be accurate, because futures actually trade less than 24 hours per day, and when there is a holiday, trading hours vary.
Thank you very much!
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