We plan to enhance our reference data by adding two new fields—LAST_TRADE_TIME and FINAL_PRICE_FIXING_TIME—to our Instrument Profile Format (IPF). Furthermore, to decrease the IPF file size and improve the speed of our Instrument Profile Format web service, we’ll be removing the DESCRIPTION field for Eurex and Euronext options. This updated data will become available through the IPF web service on March 2, 2025.
Technical details
New fields
- LAST_TRADE_TIME, timestamp: This field indicates when the instrument stops trading on its final trading day. Example: “2025-06-20T12:00:00.000+02:00”.
- The timestamp is in ISO 8601 format, which includes the date, time, optional milliseconds, and optional timezone. For instance, “2020-10-31T16:15:00.000-05:00” where “-05:00” is the UTC offset.
- The existing LAST_TRADE field will remain unchanged. The new LAST_TRADE_TIME field will be added to provide more precise information.
- FINAL_PRICE_FIXING_TIME, timestamp: This shows the date and time when the instrument’s final price is is being fixed at the expiration of the instrument. Example: “2025-06-20T12:00:00.000+02:00”.
These fields will be available for options and futures traded on Eurex and CME, and for US options.
Removed fields
We are removing the DESCRIPTION field for Eurex and Euronext options. This will reduce the size of the IPF and improve loading times for our clients. We recommend using the descriptions of the underlying assets for these options instead.
Effective date
Updates will be rolled out on March 2, 2025.
Please refer to dxFeed Help Desk if you have any questions or concerns.