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Date/Time: Sat, 05 Oct 2024 09:14:06 +0000



Post From: Settlement price

[2021-10-08 07:53:04]
User499894 - Posts: 45
Ok, it could be done as you say, but the official settle price (see: https://www.cmegroup.com/markets/equities/sp/e-mini-sandp500.settlements.html - SC quoteboard shows the same figure) does not seem to be the exact close of daily bar...
And how can I use your suggested way to show the VWAP value of yesterday at close time?
Date Time Of Last Edit: 2021-10-08 07:53:37