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Type | Description | Example |
|---|---|---|
| Date | Date of market data | 2020-02-13 |
| Month* | Contract month (for futures products; in code) | U |
| Year* | Contract year (for futures products; last 2 digits) | 20 |
| Valuation Date* | Date of delivery (for forward contracts) | 2020-12-31 |
| Open | Opening price of product ("Open" = 0 if there was no trading that day) | 111 |
| Close | Closing price of product | 120 |
| High | Highest price reached in that trading day | 123 |
| Low | Lowest price reached in that trading day | 110 |
| Last | Last known price for that day | 120 |
| Settlement | Settlement price for that day | 120 |
| Change | Change from previous day | 20 |
| Chg% | Percentage change from previous day (if provided by vendor) | 20% |
| Vol | Trading volume on that day (in product's units) | 12 |
| OI | Open interest | 0 |
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