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Date/Time: Wed, 19 Mar 2025 08:52:04 +0000



Post From: ES Futures Settlement Price

[2022-10-11 01:12:31]
chart_warrior - Posts: 96
I noticed that the official CME settlement price does not match with what I and a few others have with Sierra/Denali.
As of last Friday October 7 my "last" price based on an intraday 1 minute chart is showing 3651.25 with a timestamp of 15:59:59.588000.
The official CME settlement price on their website says 3653.25 (https://www.cmegroup.com/markets/equities/sp/e-mini-sandp500.settlements.html#tradeDate=10%2F07%2F2022).
My chart times are 09:30:00 - 15:59:59 EST.
Last price of the session does match, which is at 16:59:49.548000 and shows 3650.75, same as on the CME website.

This is not just on my charts, I have confirmed this with someone who used the same data. What is the reason behind it?