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LSE Gateway Documentation

Support for Settlement Prices


The LSE Gateway sends any daily, official intra-day settlement prices (i.e. settlement prices received before market close) received from the exchange immediately to the client trading applications. However, the final settlement price is only updated by the gateway at or after the Closing market state for a contract.

Viewing Settlement Prices

Intra-day settlement prices are displayed in the IndSettle column in the X_TRADER® Market Grid as soon as they are received from the exchange via the gateway. The IndSettle column remains populated with the intra-day settlement price until the market closes or when the Price Server is restarted on the gateway.

At startup, the Price Server updates the Settle column in the Market Grid with the previous day’s settlement price. During the Closing market state, the Price Server updates the Settle column with the closing settlement price sent by the exchange for that trading day.