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Keith,
> I have posted similar questions here in the past and I am hoping to get
> a better response this time. Very often Qcom and TS and the cme website
> have different closing quotes for the SP00Z. I have TS which is being
> fed by QCOM and I get different closes between the two. Take yesterday
> for example. Ts had a close of 1515.00, QCOM Q charts 1514.50, CME
> 1514.50 with a settle of 1514. I have seen all three different many
> times. Can anyone tell me what's going on here.
I think I answered this one other time. The different "closes" are generally
the last tick recorded from your data vendor. What you want is the
settlement price, which is simply a split of the "closing range." Monday's
closing range was 151300-151500, making settlement 151400.
> A few months ago I also asked how the floor pivots were calculated
> (close or settle). I was told the settle. If this is the case and I
> have an ela in TS to calculate these pivots, what is TS calculating
> from? Does this program have the ability to record the settle? When I
> do the calculations manually they seem to be off of the close.
This IS the case, however I suspect that the .ela calculates the pivots
using last tick from your data vendor.
best,
Mike
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