Support Board
Date/Time: Tue, 25 Feb 2025 16:15:15 +0000
Why are DAX settlement prices a daily surprise ?
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| [2021-04-14 08:08:46] |
| User877753 - Posts: 152 |
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Hello, Today I have these settlements prices for DAX contracts (see screenshot attached): a/ from quote board : DAX-25 : 15263 DAX-5 : 12570 b/from the Previous close study DAX-25 : 12563 \ "Use Previous Close from Quote Data = NO" DAX-25 : 12563 \ "Use Previous Close from Quote Data = YES" DAX-5 : 12562 \ "Use Previous Close from Quote Data = NO" DAX-5 : 12570 \ "Use Previous Close from Quote Data = YES" c/ from Daily historical chart \ "Allowing real time updating of historical chart" unchecked DAX-25 : 15259 DAX-5 : 15259 Only the last values from c/ are correct : 15259 is the actual settlement price for the 2 contracts : see https://www.eurex.com/ex-en/markets/idx/dax/DAX-Futures-139902 https://www.eurex.com/ex-en/markets/idx/dax/Mini-DAX-Futures-139894 How can the quote field "Settlement" and the "Previous Close Line" study be so wrong ? There no issues with CME feed : the Quote Field for settlement is correct (same settlement price as exchange site) and the Previous Close Lines works fine. Obviously we get settlement price from Eurex as the close from historical daily chart. Can you fix that for Eurex ? Thanks in advance JM |
Attachment Deleted.  dax setttlements prices.png / V - Attached On 2021-04-14 08:08:32 UTC - Size: 142.58 KB - 208 views |
| [2021-04-15 16:35:16] |
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The EUREX data feed that we have does not provide the settlement prices, as they are updated. They are only provided during the initial feed startup which occurs after the evening break. We just simply use the value provided. We have to see whether this is the settlement or the closing price.
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