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Old 02-27-2018, 11:40 AM   #6
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Hello zacwhitesi,

The market data in Market Replay data is recorded from a live connection.

This is not calculated, but is instead playback when it would have been recorded for a live connection.

Typically the LastClose will come out after the close of a session.

(I'm seeing the ES typically produces a LastClose around 4:30 PM Central in Playback.)
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