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Support for Settlement Prices


Settlement prices for Eris contracts are not disseminated through the API. During gateway start up, the Price Server establishes an FTP connection to the Eris server ( and retrieves the Settlement price from a file located in the FTP server.

Calculating the Settlement Price

After retrieving the file (e.g., Eris_Instruments_YYYYMMDD_Settles.csv), the Price Server creates a local copy, reads the NPV(A) value for the respective product from the file, and multiples this value by 1000 to calculate the TT Settlement price. Then, the gateway multicasts the calculated settlement price to the client trading applications.