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» ES emini S&P settlement price.
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| Author | Topic: ES emini S&P settlement price. (7 messages, Page 1 of 1) |
 thariman -Interested User- Posts: 16 Joined: Jan 23, 2010 |
Posted: Jan 23, 2010 08:00 AM
Msg. 1 of 7
Hi,
I'm using iqfeed through Investor/RT and Multicharts. Does iqfeed data feed send settlement price through the data feed ? Usually settlement tick show up between 15:15 to 15:30 CT. Thank you |
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DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004 
DTN IQFeed/DTN.IQ/DTN NxCore |
Posted: Jan 23, 2010 11:51 AM
Msg. 2 of 7
yes. We send the official exchange settlement in the feed. There is a separate field in our stream for the settlement. We don't post the settlement in our Intraday historical chart data, but the settlement is recorded/included on daily historical bars.
Jay Froscheiser DTN |
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thariman -Interested User- Posts: 16 Joined: Jan 23, 2010 |
Posted: Jan 23, 2010 06:57 PM
Msg. 3 of 7
Hi Jay,
How do I access the settlement data on daily historical bars ? or Does this replace the closing price on daily historical bars ? What time does the settlement data availaible on daily historical data for @ES# ? I'm using Investor/RT and Multicharts Thank you Tony Edited by thariman on Jan 23, 2010 at 07:09 PM |
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DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore |
Posted: Jan 23, 2010 08:09 PM
Msg. 4 of 7
The daily bar close value reflects the settlement. We post this whenever the close is received from the exchange, which is normally between 4:15pm and 4:30pm ET.
Jay Froscheiser DTN |
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thariman -Interested User- Posts: 16 Joined: Jan 23, 2010 |
Posted: Jan 23, 2010 08:22 PM
Msg. 5 of 7
So each daily bar have the range from 4:30pm to 4:15pm ET ?
If I want to get the 4:15pm close price instead of settlement do I need to use intraday ? Thank you |
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DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore |
Posted: Jan 25, 2010 06:56 PM
Msg. 6 of 7
Tony, sorry I missed this last post. Yes. Daily bars are for the full exchange session closing at 4:15et. Intraday would be used to see the last trade price.
Jay Froscheiser DTN |
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thariman -Interested User- Posts: 16 Joined: Jan 23, 2010 |
Posted: Jan 31, 2010 09:27 AM
Msg. 7 of 7
I tried using 15 min intraday bar to get the 4:15pm closing but can only go back as far to 1/30/2008. Is there other symbol that I can use to get the closing price all the way back to 9/25/1997 which the regular daily bar can go ?
Thank you |
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