Support Board
Date/Time: Fri, 29 Nov 2024 14:42:00 +0000
Post From: Settlement price on TPO
| [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 |