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Can anyone explain me why sometimes there is a difference between the
high or low calculated out of Cme's Time and Sales (SPU1 rth) data and
the high or low of Cme's daily settlement data?
Lately I noted a discrepancy for the low of the day.
For instance yesterday(SPU1 , 7/12) Time and Sales' low=1196.5,
settlement data's low=1186.2 .
Am I missing something obvious?
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Best Regards
Massimo Ciarafoni
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