Support Board
Date/Time: Wed, 26 Nov 2025 22:49:45 +0000
Post From: Settlement price
| [2025-11-26 20:53:40] |
| John - SC Support - Posts: 43196 |
|
The following is the information for how the Settlement Price is established by the CME Group for the E-Mini S&P: https://cmegroupclientsite.atlassian.net/wiki/spaces/EPICSANDBOX/pages/885751809/E-mini+S+P+BMV+IPC+Equity+Futures Note that it is the VWAP of the last 5 minutes, assuming there is trading during that time. Regardless, the Closing price of the Daily Historical Data is updated to be the Settlement price in that evening. So if you are looking at the Historical Daily Data for the previous day, the Close of that day will be the Settlement Price. This is sent to us by the Exchange. It is not something we determine on our own. For instance, in Sierra Chart, if you open a Daily chart for the Z 2025 contract for ES, and look at the closing price for November 24, 2025, the value is 6781.5. Which matches your original statement. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |