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Getting "Last" in historical futures data


Anders
 

Hi,

I've been looking to download historical futures data. I really want the "Close' field to be the last traded price and not the settlement price. However, I've just noticed this in the :

The daily bar size has several unique characteristics. This is true both in TWS and the API:

  • For futures, the close price of daily bars can be the settlement price if provided by the exchange.
Does anyone know if it's possible to specify that I want last traded price rather than settlement price? I'm pretty sure the answer is "no" but I just want to confirm.

Anders.