tips

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.

Point and Figure Highs and Lows - Missing Volume

Point and Figure Highs and Lows - Missing Volume

This video explains how point and figure bars are formed and why volume is often missing at the high or low prices of PNF bars (ghost or phantom prices). It also explains how to set a configuration variable, PnfConventionalHighLows, to FALSE, to avoid this situation.

Using Zig Zag Oscillator in RTL

Zig Zag Oscillator in RTL

This video demonstrates how to manage the usage of the forward-looking Zig Zag Oscillator within a Custom Indicator or Signal Marker.  The Zig Zag Oscillator is unique in that it is a forward looking indicator, and as such, past values can change based on future price movement.  Due to this forward-looking nature, when the ZZO token is used within RTL, special consideration must be made to accommodate the addition of any Custom Indicators or Signals that contain ZZO when adding to a chart.  This video describes how to setup such Custom Indicators or Signal.

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