Settlement Message Fields
Sent after the close as part of the end of a Trading Day.
Settlement messages are used to provide information concerning indicative, approved, or corrected daily and final settlement prices for CFE products. An indicative daily settlement price (Issue = I) is calculated by the system and sent immediately after an instrument closes trading but before the settlement price is approved. An approved settlement price (Issue = S) is sent once the CFE Trade Desk approves a settlement price for an instrument. If there is an error in the approved settlement price, then it may be re-issued (Issue = R). For symbols that settle each day using VWAP, the system will begin disseminating an intermediate indicative price update (Issue = i) at 2:59:35 (following the first interval of the VWAP calculation) that will be sent every five seconds leading up to the receipt of the indicative daily settlement price (Issue = I).
| Field Name | JSON | Value/Type | Description |
|---|---|---|---|
| Message Type | m | Alphanumeric | FS |
| Time Offset | to | Integer | Nanosecond offset from last unit timestamp. |
| Symbol | sy | Alphanumeric | Six character, base 62 symbol. |
| Trade Date | td | Alphanumeric | Trade Date for the settlement in format "YYYYMMDD". |
| Settlement Price | sp | Price | Settlement Price |
| Issue | i | Alphanumeric |
|