How to identify official close price for European Options and Futures?

arvnar2407
arvnar2407
in Elektron

We currently refer to OFF_CLOSE field to identify the official closing price once the market close.

However, for Options and Futures, we have noticed that the OFF_CLOSE field is populated even when the markets are open and trading. Once the markets close, the OFF_CLOSE remains same as populated and the last traded price is also different from the OFF_CLOSE price.

Example: Euro stoxx - RIC Code - STXEZ1

Could you please help us understand this pattern of OFF_CLOSE field for this security.

I also noticed another field SETTLE with the same price as OFF_CLOSE.

What does the SETTLE field indicate?

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Best Answer

  • Jirapongse
    Jirapongse
    Answer ✓

    @arvnar2407

    This forum is dedicated to software developers using Refinitiv APIs.

    The moderators on this forum do not have deep expertise in every bit of content available through Refinitiv products, which is required to answer content questions such as this one.

    The best resource for content questions is the Refinitiv Helpdesk, which can be reached by either calling the Helpdesk number in your country or submitting a new ticket to the Refinitiv Real-Time support team via MyRefinitiv.

    The Helpdesk will either have the required content expertise ready available or can reach out to relevant content experts to get the answer for you.

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