Xetra close price and volume distorted by after-hours data

Viewing 4 posts - 1 through 4 (of 4 total)
  • Author
    Posts
  • 02/17/2026 at 9:10 PM #258221 quote
    Fernando
    Participant
    New

    Hi, from December 1st, 2025 ProRealTime is feeding Xetra (Germany) stock prices and volume with aftermarket data, so, from that date “close” is not really the 17.35 Berlin “auction’s”, but 22hs institutional “last trade”.


    All indicators are showing corrupt values since Valume and Price are calculated with 22hs info.


    please fix that as a configuration st like prices with/without aftermarket data


    Thanks

    02/18/2026 at 12:48 PM #258252 quote
    Nicolas
    Keymaster
    Master

    It appears that these after-hours trading sessions are not used by the official stock exchange.

    I am informed that the historical data will be reworked in order to filter out this after-hours data.

    Thank you in advance for your patience.

    02/18/2026 at 6:29 PM #258287 quote
    Wim
    Participant
    Average

    Maybe have a peek at this subject on “Settlement prices” from Eurex (around 17:35). It also sheds light on differences between ProBuilder, ProBacktest and ProOrder on handling daily closes (17:30, 17:35, 22:00 or whatever.). The layout of the second post here is horrible, but it contains my question to PRT on these issues, followed by their answer and future updates here.

    DCLOSE() on futures (IB) repaints, beware !


    02/24/2026 at 1:32 PM #258447 quote
    Fernando
    Participant
    New

    Hi Nicolas, thanks for the good news, glad to hear that PRT is actually working on a fix.

    In the meantime, I’m getting real closes with this code

    A = 255
B = 255
C = 255


TIMEFRAME(1 Day)
i0 = Close
TIMEFRAME(DEFAULT)


i5m = 0
IF Month = 12 AND Day = 30 AND time = 141000 THEN
i5m = Open
ELSIF time = 173500 THEN
i5m = Open
ELSIF IsLastBarUpdate = 1 AND time = 173459 THEN
i5m = Open
ELSIF IsLastBarUpdate = 1 AND time < 173459 THEN
i5m = i0
ENDIF


TIMEFRAME(1 Day)
i0 = Close
TIMEFRAME(DEFAULT)


IF i5m > 0 THEN
IF i0 <> i5m THEN
A = 255
B = 0
C = 0
ELSE
A = 0
B = 0
C = 0
ENDIF
ENDIF


RETURN i5m AS "Close" COLOURED(A,B,C)
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Xetra close price and volume distorted by after-hours data


Platform Support: Charts, Data & Broker Setup

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Author
author-avatar
Fernando @fernando_ruiz_de_garibay Participant
Summary

This topic contains 3 replies,
has 3 voices, and was last updated by Fernando
1 month, 1 week ago.

Topic Details
Forum: Platform Support: Charts, Data & Broker Setup
Language: English
Started: 02/17/2026
Status: Active
Attachments: No files
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