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Published twice throughout the day, the exchange summary file 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. Open interest figures are updated on the respective summary files T+1.

Overview:

Access to Content

File CycleTwice per day excluding holidays at 0730 (Previous Day) 1815 (Current Day) EST
File NameSUMMARY.PVOI.YYYYMMDD.csv
ConnectivityThe public FTP server https://ftp.onechicago.com is accessible over general internet
File OverviewThe file is comma separated value (CSV) with column headers in the first row
File Locationhttps://ftp.onechicago.com/market_data/exchange_summary/

Field Names and Definitions

Field NameField TypeLengthDescription
MPSecIDint20

Exchange assigned instrument identifier.

Symbolstring6Exchange assigned listing symbol.
MaturityDatestring8

YYYYMMDD

SecurityTypestring3

FUT

OpenPxdoubledouble

First qualifying transaction associated with the corresponding SSF.

OpenPxIndicatorint2

A Reference Price is used if no qualifying transactions exist for the associated SSF.

Acceptable Values:
0 = Trade
1 = Reference Price

HighPxdoubledouble

The highest transacted/entered bid price or derived price associated with the corresponding SSF.
0 for HighPxIndicator = 9

HighPxIndicatorint2

9 = No Value
0 = Trade
49 = Bid

LowPxdoubledouble

The lowest transacted/entered offer price or derived price associated with the corresponding SSF.
0 for LowPxIndicator = 9

LowPxIndicatorint2

9 = No Value
0 = Trade
50 = Offer

ClosePxdoubledouble

Last qualifying transaction associated with the corresponding SSF.

ClosePxIndicatorint2

A Reference Price is used if no qualifying transactions exist for the associated SSF.

Acceptable Values:
0 = Trade
1 = Reference Price

SettlePxdoubledouble

The official exchange assigned settlement price.

NetChangePxdoubledoubleThe day to day difference in settlement price.
BlockVolumeint20Sum of all trade volume on BLOCK markets.
EFPVolumeint20Sum of all trade volume on EFP markets.
SSFVolumeint20Sum of all trade volume on SSF markets for the corresponding SSF.
TotalVolumeint20Sum of all trade volume on exchange markets.
LastOpenInterestint20

For morning publication represents open interest as of the last trade date.
0 for end of day publication

TradeDatestring8

The trade date for the disseminated data.
YYYYMMDD

ChangeOpenInterestint20

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 File

SUMMARY.PVOI.20181018.csv

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