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Date/Time: Fri, 29 Nov 2024 14:44:31 +0000



Settlement price on TPO

View Count: 611

[2023-02-03 15:51:16]
Trader & Sierra++ developer - Posts: 109
Hi Sierra,

How can I set the TPO close marker to display the daily settlement price instead of an intraday price ?
[2023-02-03 18:15:37]
John - SC Support - Posts: 36350
You can not do this. The Settlement price is only available from the Daily Historical data. You could then overlay the price from a Daily chart to the TPO.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-02-04 08:35:12]
Trader & Sierra++ developer - Posts: 109
Do you mean a price line (that would just display the last/current day settlement price) or something else that would add the correct close marker on each TPO ?
[2023-02-04 17:28:20]
Sierra_Chart Engineering - Posts: 17228
You could use this Overlay study:
Overlay - Single Line
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2023-02-04 17:29:22
[2023-02-05 10:05:19]
Trader & Sierra++ developer - Posts: 109
I don’t want to display the last price.

I just need correct TPO’s.
[2023-02-05 17:05:19]
user_xyz - Posts: 416
Settlement price is tricky. Depending on what you are trading many CME futures products are based on final 30 seconds vwap. The TPO close marker is last price so you could change your chart session time to end when your product closes but that won't be exact.

You could also create a simple 'Product Close' chart that is only calculating 30 sec vwap and you will immediately have closing price. Then Overlay a marker, turn off TPO close and you will get what you need.

https://www.cmegroup.com/confluence/display/EPICSANDBOX/E-Mini+Standard+and+Poors+500+Futures
[2023-02-06 09:41:57]
Trader & Sierra++ developer - Posts: 109
Thanks user_xyz.

The settlement price is not tricky, it is available as-is in daily charts.

The tricky part is that it is not available in intraday charts, as crazy as it sounds.

I don’t want to lose half days fixing inconsistencies, I just want reliable indicators to trade.

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