Support Board
Date/Time: Wed, 19 Mar 2025 04:33:30 +0000
ES Futures Settlement Price
View Count: 820
| [2022-10-11 01:12:31] |
| chart_warrior - Posts: 96 |
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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? |
| [2022-10-11 07:29:33] |
| Sierra_Chart Engineering - Posts: 18837 |
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You need to ask the exchange this question. You are comparing two completely different prices.
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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2022-10-11 07:29:42
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| [2022-10-11 12:43:51] |
| Sawtooth - Posts: 4186 |
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What is the reason behind it?
Historical Chart Prices: 12.10 - Close Price is Official Settlement Price for Historical Daily Chart BarsIntraday data (*.scid) and Daily data (*.dly) are from two different feeds. Intraday data does not contain the daily Settlement price. The CME Settlement price will match the close price on an Historical - Daily chart bar. Date Time Of Last Edit: 2022-10-11 12:57:33
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