How obtain the price of a future option when market is closed

everon
everon
in EMA

Hi,

There's the possibility to obtain the price of a future option of a certain RIC when the market is closed?

Thanks.

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Best Answer

  • Gurpreet
    Gurpreet
    Answer ✓

    No modifications are required; the API is agnostic of market hours. If you run the example code after market close, you will get the closing run prices and possibly the fields like BID/ASK etc will be cleared.

Answers

  • Gurpreet
    Gurpreet

    Hello @everon, The price of any instrument can be requested from Elektron infrastructure at any time, and the response message will contain the last cached data and fields which have been blanked (zero'd out) by the listing market. Additionally for equities, the request can be sent to the non-primary markets like ATS, which trade in off hours as well.

    For your particular instrument and the market close behavior, please raise a Content query from MyRefinitiv which will allow you direct communication with a Content expert.

    Select 'I need help understanding content within the product' and appropriate product e.g. 'Thomson Reuters Elektron Real-Time'.

  • everon
    everon

    Thanks for your help.

    But, I'm following the example200__MarketPrice__Streaming example and I would like to know what modifications I must to apply to this source code to get the future prices when the market is closed.

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