NinjaTrader 

Any daily bar that is historical bars will be retrieved from our servers which are marked to settlement prices. Market Replay is re-creating the current bar from recorded real-time data thus its not historical. You could base some programming logic on that.

Thanks, but you said above that daily bars would have the Closing price until CME provided the settlement. So what I want to know is whether there's any way to know whether the historical daily bar has been updated with the settlement price at the time that my script retrieves it, or whether I will need to simply keep updating the price to ensure I get the settlement when available.

futuretrader 

Thanks, but you said above that daily bars would have the Closing price until CME provided the settlement. So what I want to know is whether there's any way to know whether the historical daily bar has been updated with the settlement price at the time that my script retrieves it, or whether I will need to simply keep updating the price to ensure I get the settlement when available.

For the current day, their is no way to know. Usually, we receive the settlement a minute or two after the close however, the exchanges disclaim that they reserve the right to delay this for whatever reason.

Not to hijack the thread, but on a related note, how can I get a weekly and monthly chart to use only RTH data (I use CQG). Is there a way to accomplish this?

Appreciate any input.