Posted: Aug 02, 2010 @ 03:57 AM             Msg. 1 of 4

Price Class miss previous day close price. Any way to get it from API?
What exectly contains Price.Settlement Property? How it should be used?

Regards,
Anatoly

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Anatoly Gutnick

Posted: Aug 02, 2010 @ 11:21 AM             Msg. 2 of 4

According http://financial-dictionary.thefreedictionary.com/Settlement+Price: "In futures trading, an official price established at the end of each trading day by using the range of closing prices for a particular contract. This price, similar to the closing price for stock, is used to determine margin requirements and the following day's price limits."

If you still need to get previous close price, please let me know.

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Victor Vins
Software Developer

Posted: Aug 02, 2010 @ 11:02 PM             Msg. 3 of 4

I'd like to get the previous day's settlement price (via the API COM library). I see that if I use RequestBars() to request a bar for the entire previous day, I get a single bar that goes from market open to market close. Is that bar's Close member the official settlement price?

If so, how long do I need to wait until after the market closes to request that bar, to know that I'm getting the official settlement price?

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Randy Alsip

Posted: Aug 10, 2010 @ 09:13 AM             Msg. 4 of 4

Close price of bars is not the official settlement price.

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Victor Vins
Software Developer