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**NinjaTrader_Bertrand** · 01-03-2013, 03:14 AM

funk101, which broker or datafeed are you using? For example with Kinetick the daily bar closing price would be the settlement price.

**funk101** · 01-03-2013, 08:17 AM

I'm using AMP/CQG. Isn't the settlement determined by the activity in the last minutes of trading? And I think it varies from instrument to instrument.

**NinjaTrader_Bertrand** · 01-03-2013, 08:32 AM

Thanks, correct usually it's calculated as custom vwap by the exchange. The CQG daily bars you're using would not have it factored in though.

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