Modulus Financial Engineering
NAQ Professional Data Feed API (Level I and Level II)

FuturesClose

The FuturesClose event (requested by the Watch method) fires once at the end of a futures trading session.

Ignore this message if you are using the supplied grid Level I interface, as the grid control automatically recognizes this message.

FuturesClose (BSTR Symbol, double Close1, double Close2)

Remarks

The Close 1 and Close 2 are the final session closing prices for a futures contract.