To ensure data consistency, we are removing the values “Cash” and “Physical” from the SETTLEMENT_STYLE field in the Instrument Profile Format (IPF).
Technical details
The SETTLEMENT_STYLE field typically contains settlement price determination styles such as Open and Close (see our Knowledge Base). Previously, for futures and options on Eurex and Borsa Istanbul, the SETTLEMENT_STYLE field also contained the delivery type (Cash/Physical). We are now removing these values to align with data from other exchanges and fully comply with our data model.
Delivery type information will still be available via the CFI code.
For options, the delivery type is indicated by the 5th character of the CFI code:
- P = Physical
- C = Cash
- N = Non-Deliverable
- E = Elect at Exercise
For futures, the delivery type is indicated by the 4th character of the CFI code:
- P = Physical
- C = Cash
- N = Non-Deliverable
No action is required from clients.
Effective Date
The changes will be rolled out on June 23, 2024.
Please refer to dxFeed Help Desk if you have any questions or concerns.