TR.SETTLEMENTPRICE no difference between Last Trading Day - 0D and Current (Today) - 1D after midday

zoltan.denes

Hi,

I have noticed that the data item 'TR.SETTLEMENTPRICE' always return the data from the last trading day, and it does not change even if the 'SDate' parameter is changed to '0D' - Last Trading Day or '1D' - Current (Today).

In the picture below I have tried to retrieve the value for the EURO STOXX 50 with both parameters, first with 1D, the second with 0D. Settlement prices should be updated after 12:00 (midday) CET on every trading day, however both values are pointing to the value calculated on Friday.

In parallel, with the Eikon excel add-in the values for the current day can be retrieved after midday, but via API the values only updated overnight.

So the first part of the code with parameter '1D', the expected value at this moment for 05.12.2022 should be 3797.81 (from excel add-in).

Do I miss an additional parameter here?

Thank you.

Zoltan

nick.zincone

Hi @zoltan.denes

Within Excel, I tried the following:

=@RDP.Data(".STOXX50E","TR.SETTLEMENTPRICE","CH=Fd RH=IN")

Which returned 3966.92.

Using the following Eikon function produced the same result.

I could not try at the same time of day as you, but if you are seeing inconsistency, this may be a data issue that you can raise within "Help & Support" using the hotkey F1. They can bring in a content expert who can confirm specific details around when this value should be updated.

zoltan.denes

So helpdesk advised that the TR.SETTLEMENTPRICE is not realtime. The field 'SETTLE' should be used in case we would like to retrieve the latest value.

Just for completeness the code looks like this, the second one is the current settlement value: