Support Board
Date/Time: Fri, 10 Jan 2025 09:56:22 +0000
Post From: Bund future "wrong" closing prices
| [2016-08-18 07:45:09] |
| rshimmin - Posts: 42 |
|
Thanks for the reply. The price differences on the daily chart and intraday chart closes are too large to be explained by the close + settlement price difference. The close + settlement price in the Bund will be a couple of price ticks. Here are a couple of examples. Every day it is out by more than a couple of ticks. I picked these examples as the first is the greatest difference and the second is yesterdays which shows it isn't some kind of roll effect: 24/06/2016 21.00 (UK) 30 min Bund close 165.59 Daily chart close: 165.99 17/08/2016 21.00 (UK) 30 min Bund close 167.15 Daily chart close: 166.94 Help is much appreciated. |