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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?

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Old 09-29-2017, 05:49 PM   #2
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Harry explains here.
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Old 10-01-2017, 04:05 PM   #3
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Hello zacharydw00,

The LastClose as well as all market data and fundamental data does come directly from the exchange and would not be affected by any applied session template.

(This would be the same as the LastClose column in the Market Analyzer.)

Instead you would want to use a 1440 minute secondary series which can have the template applied.
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Old 02-09-2018, 05:49 PM   #4
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How does the Market Replay connection calculate/receive the MarketDataType.LastClose data?

I've noticed that data does not seen to be available right away. It seems to become available after the first day of RTH data has closed. And, moving the M/R slider causes that price data to disappear.

Edit 2/23/18: Hi guys. This question is over a week old. Any one there to answer?
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