End of day fixing prices at UTC midnight and 4pm ET (NYC market close). The fixing price is an end of day (EOD) close price calculated using a methodology based on the VWAP of the trade price during an observation window near the close time (e.g. 4pm EST) if there are sufficient trades available during the observation window. In the event insufficent trades during observation window, a TWAP mid price is calculated from the orders during the same observation window. More precise details on the calculation methodology is documented elsewhere for reference. The end of day period is based on 00:00 UTC for CloseUTC. And the end of day period is 4pm ET (Eastern Time for NYC market close) for Close4pmET.
The data format below is available in CSV files accessible using SFTP.
Internal identifier used for the exchange
Epoch timestamp in microseconds.
Date in ISO 8601 format