On August 26,2020 9:25AM eastern time just before market open, we subscribe EWA and gets HST_CLOSE in refresh event with August 24's close price, later subscription shows correct HST_CLOSE=20.73.
So we suspect previous night's closing run is not done properly, and after 9:25AM there is an update on HST_CLOSE. I would like to know on which kind of event this update would come so we can catch this change. We currently only only check this FID in refresh and status update event. I wonder if this update could come in a trade update or even quote update event.
I am not a content expert, however, my understanding is that whilst closing run is done overnight, the HST_CLOsE can be overwritten before the market opens in the morning by the settlement value.
It can be received as part of an update e.g. as a INSTRUMENT_UPDATE_CLOSING_RUN or INSTRUMENT_UPDATE_CORRECTION.
The closing run functionality can vary on an exchange by exchange basis.
You can subscribe to the Page RIC CLOSE/RUN1 for the overview and then the relevant page for the exchange you are subscribing from:
If you require additional information beyond what I have provided/included in the above CLOSING/RUNx pages - then you can create a Content-Type ticket at My.Refintiv where a content expert for your particular Exchange can provide further help.
You can find the RFAJ_RDMUsageGuide pdf and the API Reference manual that is supplied with the RFA APIs (in the docs subfolder)
The format is slightly different for RFA Java e.g.
RespTypeNum : RDMInstrument.Update.CLOSING_RUN =6
A link to an online version is https://docs-developers.refinitiv.com/1598535549714/4730/Docs/WebDocs/wwhelp/wwhimpl/js/html/wwhelp.htm#href=Reuters%20Domain%20Models%20(RDM)/RFAJ_RDMUsageGuide.1.44.html#pID0E0ZL0HA
However, as mentioned above the actual implementation of the closing run is exchange specific so you would need to check with the Content for further details.