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Date/Time: Tue, 11 Mar 2025 01:23:39 +0000



Incorrect Daily Change % and Daily Change Values

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[2022-04-22 22:33:38]
AndyBisulca - Posts: 21
Hello

Today, 04/22/2022, at approximately 16:00 PM EST, I noticed on my ESM22-CME chart and Quote Board the Daily Change % and Daily Change fields reset to zero and continued their updating until the market close at 17:00 PM EST.

The final closing values on my ESM22-CME chart and Quote Board are as follows:
Daily Change %   -0.37%
Daily Change   -16.00

The final closing values from https://www.cmegroup.com/markets/equities/sp/e-mini-sandp500.contractSpecs.html for 04/22/2022 are as follows:
Daily Change %   -3.17%
Daily Change   -139.25

The Symbol Settings for ES?##-CME are as follows:
Time Zone: New York (-5 EST / -4 EDT)
Session Start Time: 09:30:00
Session End Time: 17:00:00
Evening Start Time: 18:00:00
Evening End Time: 09:29:59

The Chart Settings for ESM22-CME are identical to the above symbol settings values.

Are there any other parameters I may have missed which would cause this anomaly?

Thank you in advance for your support.

Warmest Regards

Andy
imageESM22 04-22-2022 Closing Values Sierra Chart.PNG / V - Attached On 2022-04-22 22:31:45 UTC - Size: 7.48 KB - 145 views
imageESM22 04-22-2022 Closing Values CME.PNG / V - Attached On 2022-04-22 22:31:59 UTC - Size: 19.62 KB - 138 views
Attachment Deleted.
[2022-04-23 07:08:03]
Sierra Chart Engineering - Posts: 104368
There is nothing wrong here. Refer to the field descriptions here:
Getting Quotes: Field Descriptions

Refer to the description for Daily Change:
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-04-23 18:24:25]
AndyBisulca - Posts: 21
Thank you for your reply which helped me to better understand final settlement prices which I was not aware of.

What is strange is the Daily Change % and Daily Change fields reset to zero approximately 1 hour prior to the daily close.

So would I be correct in understanding the CME sent a preliminary settlement price 1 hour prior to the daily close? That would seem strange to me.

Thank you again for your support.

Warmest Regards

Andy
[2022-04-23 22:55:17]
Sierra Chart Engineering - Posts: 104368
Yes they absolutely do:
So would I be correct in understanding the CME sent a preliminary settlement price 1 hour prior to the daily close?

The fact that you see what you do absolutely proves that. Sierra Chart does not set any settlements or generate them. These are transmitted through as they are received.

The are multiple prices that come through. Sometimes three or four at different times.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2022-04-23 22:55:55

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