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Published twice throughout the day, the exchange summary PVOI mirrors the start of day and end of day exchange summary stream disseminated over the Real-time Market Data (OCTP) feeds. This file contains open, high, low, close, volume, open interest, and settlement prices for the specified trading day. Note that the PVOI data set contains summary data for only cleared OneChicago Products. Open interest is updated on the following business day.

File Cycle

The initial publication of the trading date's file is at 17:15 CT, a subsequent publication is made to set the open interest figures for a trading date on T+1 (next business day) at 06:30 CT.

Format

The file is comma separated value (CSV) with column headers in the first row

Name

SUMMARY.PVOI.YYYYMMDD.csv 

Connectivity

The public FTP server https://ftp.onechicago.com is accessible over general internet

Field Names and Definitions
Field NameField TypeDescription
MPSecIDint

Exchange assigned instrument identifier, unique per product-contract

SymbolstringThe exchange assigned product clearing code, see OPC Products for additional information
MaturityDatestring

The date of contract maturity expressed in a YYYYMMDD date format

SecurityTypestring

FUT

OpenPxdouble

First qualifying transaction associated with the corresponding product-contract

OpenPxIndicatorint

A Reference Price is used if no qualifying transactions exist for the corresponding product-contract

Acceptable Values:
0 = Trade
1 = Reference Price

HighPxdouble

The highest transacted/entered bid price or derived price associated with the corresponding product-contract
0 for HighPxIndicator = 9

HighPxIndicatorint

9 = No Value
0 = Trade
49 = Bid

LowPxdouble

The lowest transacted/entered offer price or derived price associated with the corresponding product-contract
0 for LowPxIndicator = 9

LowPxIndicatorint

9 = No Value
0 = Trade
50 = Offer

ClosePxdouble

Last qualifying cleared transaction associated with the corresponding product-contract

ClosePxIndicatorint

A Reference Price is used if no qualifying transactions exist for the corresponding product-contract

Acceptable Values:
0 = Trade
1 = Reference Price

SettlePxdouble

The official exchange assigned price for the trading date indicated in the TradeDate column, see settlement methodology for information on how this value is derived

NetChangePxdoubleThe day to day difference in settlement price
BlockVolumeint

Sum of all cleared volume in Block or Block strategy (includes CS and STARS™) instruments for the corresponding product-contract

See Types of Instruments

EFPVolumeint

Sum of all cleared volume in EFP instruments for the corresponding product-contract

See Types of Instruments

SSFVolumeint

Sum of all cleared volume in SSF or SSF strategy (includes CS and STARS™) instruments for the corresponding product-contract

See Types of Instruments

TotalVolumeintSum of all cleared volume in exchange instruments for the corresponding product-contract
LastOpenInterestint

For morning publication represents open interest as of the date indicated in the TradeDate column.

0 - for end of day publication

TradeDatestring

The date of the trading session for which the settlement price is published, expressed in a YYYYMMDD date format

ChangeOpenInterestint

For morning publication represents change in open interest for the published trade date as compared to the last business date.

0 - for end of day publication

Sample
MPSecID,Symbol,MaturityDate,SecurityType,OpenPx,OpenPxIndicator,HighPx,HighPxIndicator,LowPx,LowPxIndicator,ClosePx,ClosePxIndicator,SettlePx,NetChangePx,BlockVolume,EFPVolume,SSFVolume,TotalVolume,LastOpenInterest,TradeDate,ChangeOpenInterest
10285711191220000000,AAPL1D,20191220,FUT,270.288900,1,270.830000,49,265.155000,50,267.100000,1,267.100000,-3.850000,0,0,0,0,2745,20191209,0
10285711200117000000,AAPL1D,20200117,FUT,270.784500,1,271.240000,49,265.595000,50,267.590000,1,267.590000,-3.860000,0,0,0,0,4,20191209,0
10285711200320000000,AAPL1D,20200320,FUT,272.059600,1,272.120000,49,266.480000,50,268.850000,1,268.850000,-3.880000,0,0,0,0,54,20191209,0
10285711200619000000,AAPL1D,20200619,FUT,274.182300,1,0.000000,0,0.000000,0,270.950000,1,270.950000,-3.920000,0,0,0,0,0,20191209,0
13079511200103000000,AAPL1I,20200103,FUT,270.532400,1,0.000000,0,0.000000,0,267.340000,1,267.340000,-3.850000,0,0,0,0,0,20191209,0
12979811191213000000,AAPL1J,20191213,FUT,270.170400,1,0.000000,0,0.000000,0,266.990000,1,266.990000,-3.840000,0,0,0,0,0,20191209,0
12979811200110000000,AAPL1J,20200110,FUT,270.657600,1,0.000000,0,0.000000,0,267.470000,1,267.470000,0.000000,0,0,0,0,0,20191209,0
12929611191227000000,AAPL1K,20191227,FUT,270.409400,1,0.000000,0,0.000000,0,267.220000,1,267.220000,-3.850000,0,0,0,0,0,20191209,0
10568411191213000000,AAPL2F,20191213,FUT,270.170400,1,0.000000,0,0.000000,0,266.990000,1,266.990000,-3.840000,0,0,0,0,0,20191209,0
10571311191212000000,AAPL2H,20191212,FUT,270.153700,1,0.000000,0,0.000000,0,266.970000,1,266.970000,-3.840000,0,0,0,0,0,20191209,0
10578811191209000000,AAPL2M,20191209,FUT,270.100000,1,0.000000,0,0.000000,0,266.920000,1,266.920000,-3.840000,0,0,0,0,0,20191209,0
10576311191210000000,AAPL2T,20191210,FUT,270.120700,1,0.000000,0,0.000000,0,266.940000,1,266.940000,-3.840000,0,0,0,0,0,20191209,0
10573811191211000000,AAPL2W,20191211,FUT,270.137200,1,0.000000,0,0.000000,0,266.950000,1,266.950000,-3.840000,0,0,0,0,0,20191209,0
10578911191216000000,AAPL3M,20191216,FUT,270.221100,1,0.000000,0,0.000000,0,267.040000,1,267.040000,0.000000,0,0,0,0,0,20191209,0


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