Hi Everyone,
I found quite a few articles talking about how to add a prior day close horizontal line using MPD; however, I can't find anything on how to have the prior day Settlement price. Tried using AI but to no avail.
Any thoughts?
Cheers
Hi Everyone,
I found quite a few articles talking about how to add a prior day close horizontal line using MPD; however, I can't find anything on how to have the prior day Settlement price. Tried using AI but to no avail.
Any thoughts?
Cheers
Hi,
please have a look at this page
https://www.linnsoft.com/support/settlement-prices-future-contracts
This discusses how to access historical daily settlement price using the MPD indicator associated with the "Daily" periodicity
Indeed, for an US future contract, the Close price of the "Daily" bar data reflects the Settlment price of that contract (and not the last transaction of the full globex session)
Eddy