[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: Today's eMini Close



PureBytes Links

Trading Reference Links

: Same thing happened in the NQ's/ND's.  I'm also stumped.

Could be the end of the month phenomenon, where the exchanges re-calculates
the price limits, based on fair value of the indices.

: > Can anyone explain how this settlement price was arrived at?
: >
: > Time And SalesDateTimePriceSizeExgBATEIndcInfo
: >
: >       11/30/200116:15:001135.7500001gTrade
: >       11/30/200116:15:001136.00000061gBest ask
: >       11/30/200116:15:001135.50000048gTrade
: >       11/30/200116:15:000.00000048gBest bid
: >       11/30/200116:15:001135.25000016gBest bid
: >       11/30/200116:15:001136.0000001gTrade
: >       11/30/200116:15:000.00000061gBest ask
: >       11/30/200116:15:001136.00000060gBest ask
: >       11/30/200116:15:001135.25000017gTrade
: >       11/30/200116:15:000.00000016gBest bid
: >       11/30/200116:15:011135.2500001gTrade
: >       11/30/200116:27:281140.0000001cSettlementTrade
: >       11/30/200116:27:281140.0000001gSettlementTrade
: >
: > Regards,
: > Mike
: >
: >
:
: