Support Board

Date/Time: Mon, 06 May 2024 18:21:07 +0000

Post From: Feature request - Halt Limits

[2020-03-21 05:13:46] Link To Thread - Link To Post [Go To First Post]
ochocinco - Posts: 29
I wasnt able to consistently reproduce the CME fixing price calculations either. Maybe for the ES & NQ thats not needed as CME has symbols for the fixing prices. I've made a support request. We shall see... Can the SC data feeds include ES & NQ fixing price symbols 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