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arvnar2407 avatar image
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How to identify official close price for European Options and Futures?

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?

elektrontrepdatafutures
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raksina.samasiri avatar image   raksina.samasiri

Hi @arvnar2407

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?
If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

Thanks,
AHS

raksina.samasiri avatar image   raksina.samasiri

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,
AHS

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Jirapongse avatar image
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@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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