The new value for FIX Tag 286-OpenCloseSettlFlag has been postponed until further notice. Additional information will be available in forthcoming Market Data Operations notices.
Effective Sunday, February 7, a new value for FIX Tag 286-OpenCloseSettlFlag will be added, and the current value 5 will be redefined. This new value will be added to accommodate the type code” A” that was sent in ITC for “Actual” settlement prices, when the tick value was different for settlement prices than the actual trading increments.
This new value will differentiate rounded versus non-rounded prices when sent in the Theoretical Settlement data block:
More information on the theoretical settlement data block in FIX/FAST-format market data is available online.
Contact Market Data Operations (MDO) at firstname.lastname@example.org, if you have any questions concerning this notice. Thank you.