IB mark to market on CME futures

[Subdude]

WTF is wrong with IB showing bogus market value for agri futures? As I'm typing this, my acct window is showing Sept '09 ZC at 319.5, yet the official settlement is 322! The CSR said nothing can be done to fix it until the next session - nice work, guys!

 

[heech]

Quote from Subdude:

WTF is wrong with IB showing bogus market value for agri futures? As I'm typing this, my acct window is showing Sept '09 ZC at 319.5, yet the official settlement is 322! The CSR said nothing can be done to fix it until the next session - nice work, guys!

Any chance final settlement values aren't plugged in until statements are generated, truly end of day?

I clear through RCG. I don't get a "real" settlement statement until around 9 PM PST (midnight EST). Anything before then often has slight deviations from settlement values.

Although, RCG passport *is* correctly showing corn at 322 for me...

 

[Subdude]

Quote from heech:

Any chance final settlement values aren't plugged in until statements are generated, truly end of day?

I clear through RCG. I don't get a "real" settlement statement until around 9 PM PST (midnight EST). Anything before then often has slight deviations from settlement values.

Although, RCG passport *is* correctly showing corn at 322 for me...

It actually closed a bit lower than 322, but nonetheless the deviation is not negligible. I wouldn't care so much except for the fact it flipped to 319.5 right after 2:15 EDT (close of trading for corn) and has stayed there since. As I am long the contract, this obviously has a negative impact on real-time margin calculations.