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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.
Can you help answer these questions from other members on NexusFi?
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.
Disclosure: This communication is sent to you by NinjaTrader, LLC, a software development company which owns and supports all proprietary technology relating to and including the NinjaTrader trading platform.
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?