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Prices & Volume | Description |
|---|---|
Last | The last price paid during the current trading session. If market is closed the Last will display the most recent session’s settlement |
Change | The difference between the Last Price and the Close Price from the previous day or session |
% Change | The percent change from the Open Pricecurrent sessions last traded price and the prior days settlement or Close. |
Size x Bid | Contains both the highest Bid Price and the number of contracts offered at that price |
Size x Ask | Contains both the lowest Ask Price and the number of contracts offered at that price |
Open | The first price paid during the current trading session |
High | The highest price paid during the current trading session |
Low | The lowest price paid during the current trading session |
Previous | The previous trading session's Closing Price or settlement |
Volume | The total number of contracts traded during the current trading session |
Bid | The prevailing highest Bid Price for the instrument |
Bid Size | The prevailing total number of contracts at the bid |
Ask Size | The prevailing total number of contracts at the ask |
Ask | The prevailing highest ask Price for the instrument |
Open Interest | The total number of futures contracts traded that have not yet been liquidated either by an offsetting futures transaction or by delivery |
Settle | The current session's Settlement Price |
Prev Settle | The previous trading session's Settlement Price |
Mid Price | The midpoint between the bid and ask |
Daily Range | The difference between the current session’s high and low |
Previous Change | The prior sessions change in price |
Previous % Change | The prior sessions percent change |
Cash Specific | Description |
|---|---|
Basis | User defined value. When entered into the field, basis will be subtracted from the row’s Last price |
Cash Bids | User defined value (based on Basis field). With bais value entered, the cash bid will calculate the Last of the futures price subtracted from the basis |
Delivery | Delivery period for the contract (applicable to C3 data only) |
Currency | Underlying currency the contract is quoted in (applicable to C3 data only) |
Market | Type of deliverable commodity for the contract (applicable to C3 data only) |
Product | Type of commodity that the contract is derived from (applicable to C3 data only) |
Area | contract country or region for delivery (applicable to C3 data only) |
Terms | Contract price assessment (applicable to C3 data only) |
Lot Size | The contract’s deliverable currency and units (applicable to C3 data only) |
C3 Basis | Difference between the price of the contract in the local market subtracted from the price of the commodity in the futures market (applicable to C3 data only) |
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