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Support for Open, Close and Settlement Prices

Overview

The exchange forwards a single, daily settlement price for each product.

Publishing Settlement Prices

NFX Gateways populate settlement prices received during intraday trading to the IndSettle column. This value is forward to the Settle column when the contract moves into the Closed state.

Configuring Start of Day Records

The change in settlement price handling allows users to utilize the Auto-Calculate-SOD functionality in the Aconfig Utility to publish start of day records.

For a description of this functionality, refer to the TT Gateway System Administration Manual.