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Date/Time: Mon, 29 Apr 2024 11:22:25 +0000



Post From: Can the SC data feeds include ES & NQ fixing price symbols

[2020-03-21 05:08:20]
ochocinco - Posts: 29
Can the SC data feeds include symbols for the ES & NQ "CME fixing prices"?

Equity Index Special Fixing Prices For End-of-Month Options, Weekly Options, and Daily Limit Calculations
https://www.cmegroup.com/trading/fixing-price.html

It appears these symbols are disseminated immediately following the calculation time.
My personal interest is ES, NQ.

dtn iqfeed example:
SYMBOL  DESCRIPTION
ESF.X  S&P 500 SPECIAL FIXING PRICE
NQF.X  NASDAQ 100 SPECIAL FIXING PRICE