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Old 09-29-2017, 04:22 PM   #1
zacharydw00
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Question MarketDataType.LastClose

Is the price that MarketDataType.LastClose returns affected by the Session template's End Time? E.G. If the Session template for the ES (CMS US Index Futures ETH) is modified so the session End Time is changed from 4:15pm CT to 3:00pm CT would that change the time at which the ES closing price is captured, thus returning the closing price at 3pm instead of 4:15pm?

Or, is the .LastClose price determined by the exchanges?

Thanks.
Last edited by zacharydw00; 09-29-2017 at 04:53 PM.
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