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Date/Time: Thu, 16 May 2024 06:49:33 +0000

Post From: Bund future "wrong" closing prices

[2016-08-18 07:45:09] Link To Thread - Link To Post [Go To First Post]
rshimmin - Posts: 42
Thanks for the reply. The price differences on the daily chart and intraday chart closes are too large to be explained by the close + settlement price difference. The close + settlement price in the Bund will be a couple of price ticks. Here are a couple of examples. Every day it is out by more than a couple of ticks. I picked these examples as the first is the greatest difference and the second is yesterdays which shows it isn't some kind of roll effect: 24/06/2016 21.00 (UK) 30 min Bund close 165.59 Daily chart close: 165.99 17/08/2016 21.00 (UK) 30 min Bund close 167.15 Daily chart close: 166.94 Help is much appreciated.