You may have noticed that at times there is a difference between the "Previous Close" price compared to the close price in the Historical Data table.
In the example below the "Prev. Close" for the Dec 15 contract (on Sep 23, 2015) was 2.296.
However, the close price in the Historical Data table (on Sep 23, 2015) was 2.305.
Why?
- Our real-time data of futures contracts is CFD data for all timeframes. The Historical Data table shows the official exchange data for daily, weekly and monthly timeframes.
- We roll-over every futures contract during the weekend before the contract expires and is rolled-over by the official exchange.
- During this period - between our roll-over and the exchange's roll-over - our "Prev. Close" represents the new contract's (CFD) close price.
The close price in the Historical Data table, however, represents the close price of the current futures contract, as provided by the official exchange.
In the example below, the Copper Futures contract for Dec 15 is a real-time CFD, whose previous close price (on Sep 23, 2015) was 2.296.
However, the Copper Futures contract in the official exchange is still the Sep 15 contract (until Sep 28, 2015), and therefore the Historical Data table shows the close price of Sep 15 contract, which was 2.305 on Sep 23, 2015.
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