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

arvnar2407
arvnar2407 Newcomer
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.

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    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.

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