In what event RFA Java would send HST_CLOSE update

chris.xiao
chris.xiao Explorer
in RFA

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.



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  • umer.nalla
    umer.nalla LSEG
    Answer ✓

    Hi @chris.xiao

    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:

    image

    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.

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