Support Board

Date/Time: Thu, 19 Sep 2024 01:05:36 +0000

Post From: Previous OHLC-Variable Period Study not working?

[2014-07-10 04:46:29] Link To Thread - Link To Post [Go To First Post]
jsoviero - Posts: 84
I use the Daily OHLC Sierra Study on the NQ Futures, however I can not get the Sierra market Close number to match the CME "Last" number on the CME Settlements page. For example regarding todays, WED July 9 NQU4-CME Future the Sierra close price is stated at 3886.00 using the Sierra Daily OHLC Study and the CME Group states the last traded price is at 3887.25 The CME page is here http://www.cmegroup.com/trading/equity-index/us-index/e-mini-nasdaq-100_quotes_settlements_futures.html Please explain why there is a disparity between the two, ie Sierra Close at 3886.00 and CME Last at 3887.25? Thanks in advance.