Daily End of Day Futures settlement price and Buyside/sellside imbalance is an important data point for traders (CME Exchange). Currently, this information is not available on ATAS.
Below is relevant information
What Is the Difference in Settlement and Closing Price? (zacks.com)
Regarding EOD settlement price, ATAS programmers can check if the extension of VWAP to next date in current VWAP indicator does the job. Here is some additional information
Settlement price - Support Board - Sierra Chart
Now on MOC Imbalance data -
This data is daily published by the exchange and ATAS can direct pull it as indicator. Might be part of some datafeeds as well.
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In review
💡 Feature Request
Over 2 years ago
Prashant Jain
Get notified by email when there are changes.
In review
💡 Feature Request
Over 2 years ago
Prashant Jain
Get notified by email when there are changes.