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The settlement prices file simply provides daily settlement prices by clearing code and expiration date.

Overview:

Access to Content

File CycleEach business day excluding holidays at 1730 EST
File NameSETTLEMENT.PRICES.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/settlement_prices/

Field Names and Definitions

Field NameField TypeLengthDescription
Symbolstring6

Exchange assigned listing symbol.

MaturityDatestring8

YYYYMMDD

SettlePxdoubledouble

The official exchange assigned settlement price.

TradeDatestring8

The date of the settlement price.
YYYYMMDD

Sample File

SETTLEMENT.PRICES.20181018.csv

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