Daily Close How to change from Settlement to Last price

[NinjaTrader_PaulH]

Hello Alligator,

The feature request already exists, a vote has been added to SFT-1226, "Provide an option to switch between settlement-adjusted Daily bars and last-tick-based Daily bars".

[yeshe]

Hello Venom,

Thanks for your reply.

Yes, you can change the rollover dates, however, the next time you connect the dates will automatically be updated to what is downloaded from the server.


Hello Paul,

are you saying here that when you change the rolloverdates, it will have no effect after you disconnect they will be restored again?
does not make sense.

[NinjaTrader_PaulH]

Hello yeshe,

Thanks for your post.

It would be changed if you selected the option "Futures expiries" under "Update instruments" under Tools>Database management and click the update button.

I will amend my original post on the subject to clarify.

[mkaraa]

Hi Paul, have you guys added this close price to daily candle yet, this thread is 3 years old. My daily chart on NT8 is often different from other platforms such TS, TOS, MW.

[NinjaTrader_Jim]

Hello mkaraa,

We do not yet have an option to switch between Last Close and Settlement prices on a daily bar.

You could consider using 1440 minute bars with the Trading Hours template of your choosing to build daily bars which do not have a settlement adjusted close.

If you can set up similar on other platforms, this can help for consistency, but you may still see some variances in other platforms depending on the data they use, the asset type, etc.

[MarianApalaghiei]

Switching to 1440 minutes might be a workaround for the daily time frame, but if I want to do the same for the weekly and monthly time frames, it's the same problem. And no, switching to 1440 * 5 (trading days) or 1440 * 7 (days in a week) does not work either, especially when bank holidays are involved etc. It would have been nice to be able to switch to the last closing price even on higher time frames.

The lack of a switch from daily settlement price to last closing price is a big issue, and clearly I'm not the only one.