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Closing Price of ES
Updated March 22, 2023
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#1 (permalink
Hong Kong
Experience: Intermediate
Platform: Interactive Brokers
Trading: Futures, Stocks
Posts: 6 since Feb 2023
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Hi guys,Nasdaq website for historical closing prices of ES. The value they present is NOT the closing price at 5pm EST every day, nor 4:15pm nor 6pm.
Can you help answer these questions
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#2 (permalink
Bremen, Germany
Experience: Intermediate
Platform: Sierra Chart
Broker: AMP/CQG
Trading: ES/MES
Posts: 24 since Jan 2023
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patrick88
Hi guys,
How is the closing price of ES futures measured every day?
I have just looked at the
Nasdaq website for historical closing prices of ES. The value they present is NOT the closing price at 5pm
EST every day, nor 4:15pm nor 6pm.
Can somebody please advise?
Thank you,
Patrick
CME Futures Settlement Action and understand the logic behind it.https://www.cmegroup.com/markets/equities/sp/e-mini-sandp500.settlements.html https://www.cmegroup.com/trading/about-settlements.html
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#3 (permalink
Market Wizard
Europe
Experience: Advanced
Platform: TradeNavigator, BookMap
Trading: ES, CL, 6E, 6B
Posts: 671 since Jan 2017
Thanks: 201 given,
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patrick88
Hi guys,
How is the closing price of ES futures measured every day?
I have just looked at the
Nasdaq website for historical closing prices of ES. The value they present is NOT the closing price at 5pm
EST every day, nor 4:15pm nor 6pm.
Can somebody please advise?
Thank you,
Patrick
VWAP of the last minute before cash-close (4 pm ET) in the past it was calculated the last minute before the 15 min break of ES (at 4:15 pm ET), but since this break is not available anymore they switched to 4 pm ET
The following 6 users say Thank You to tr8er for this post:
Last Updated on March 22, 2023
