intraday

Settlement Prices of Future Contracts

Reminder: What are the futures contract settlement prices ?

On futures markets, settlement prices are the official closing prices for futures and options contracts, reflecting the fair market value at a specific point in time, typically the end of the trading day. These prices are used for daily marking-to-market to calculate profits and losses, as well as to determine final contract values and margin requirements. 

Continuous Futures Contracts

This support page, starting with a quick reminder of key notions about individual future contract specifications, discusses the different types of continuous contracts and how they are built and accessible within Investor/RT.

Part 1 - Futures 101: contract symbols, “front month” and rollover calendar notions

Here are a few reminders about futures contract specifications 

1.1) Future Contract symbol

Sessions 101

This support page discusses how “Full Session” and “Day Session” are being defined in the instrument setup window, which is important to know when later used within specific indicators (Session statistics, Session Prices, Mixed Periodicity Data etc) for generating key market levels and statistics. Sessions are also used as key input for selecting chart display viewing periods.

Day Session Daily Bars for Intraday Data

Day Session Daily Bars for Intraday Data

This video demonstrates how to create daily bars from intraday data, and in the process, limit the data considered for the daily bar to a specific session. The video also demonstrates how to create multi-session, weekly, monthly, quarterly, and yearly bars from intraday data and limited to a specific session.

Tips - Not Marked Intraday

mfiShortcut

When the text "NOT MARKED INTRADAY" is printed in the title of an intraday chart, it means that the symbol charted is not marked for intraday monitoring.

What does it mean to mark a symbol for intraday monitoring?

When a symbol is marked for intraday monitoring, Investor/RT will ALWAYS monitor that symbol tick by tick, and retain the collected data (along with any other downloaded intraday data) as you are connected to your main source of live data (IQ Feed, Rithmic account, etc).