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Search: Posts Made By: Snoop

Forum: Traders Hideout

September 5th, 2010, 07:02 PM

Replies: 54

Pivot Point Calculation

Views: 36,557

Posted By Snoop

Close field does = settlement for me. I trust...

Close field does = settlement for me. I trust you are looking at CLOSE and not LAST?

For example, let's pick 3 contracts: 1. ESU0 2. CLV0 3. ZCZ0
Straight from IB (API or TWS), the close are 1....

Forum: Traders Hideout

September 5th, 2010, 08:31 AM

Replies: 54

Pivot Point Calculation

Views: 36,557

Posted By Snoop

FYI, IB does set the close field to equal the...

FYI, IB does set the close field to equal the settlement price. This applies to all the CRB components which I do calculate pivots for. I haven't confirmed iqfeed - not using their dde.

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