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Support for Indicative Open and Close Prices

Overview

The exchange does not provide an Open, Close, or Settlement price. Open prices are calculated by the exchange during Pre-Open (auction trading) and displayed as the indicative price by the gateway. The gateway synthetically calculates the close price for any product and sends it to the client trading applications (e.g., it’s displayed in the CLOSE field in X_TRADER®).

Publishing Indicative Open Prices

During Pre-Open, the gateway sends the calculated open price to the clients. In X_TRADER, it’s displayed in the IndPrc field.