Looking for daily settlement procedure volumes

pvilleneuve

Hi,

I'm looking to extract historical daily settlement procedure trading volumes for many instruments and contract months. Is there any functionality in Eikon that tracks the volume traded in the settlement procedure window - similarly to how we can use TR.SettlementPrice to get the daily settlement price?

Alex Putkov.1

@pvilleneuve
This forum is dedicated to the software developers using Eikon Data APIs. The moderators on this forum do not have the deep expertise in every type of content available through Eikon that is required to answer content search and explanation questions such as this one. The best resource for these types of questions is Refinitiv Helpdesk, which you can reach by either calling the Helpdesk number in your country or by using Contact Us capability in your Eikon application. I raised a case for your question with Refinitiv Helpdesk on your behalf. You will be contacted by the Helpdesk. For your reference the case number is 08070635.

pimchaya.wongrukun01

According to the resolution in the case:

"We have confirmed with our Product Specialist that we do not have settle volume and note that the exchange does not send volume in such manner. The settlement happen at the end of the day, and volume updated will be the total traded volume for the day.

Note that there's also no field to show the same hence the best way to see is per instrument using the TAS app. We only have total volume for the trade, to see volume at settle, then you nee to extract the data during the settlement price. One option you have is to snapped the data on Excel. however settle time is not the same for all contracts. If you are using a specific contract we can try to check the time so you can snap it once it's available. "