How is the close price determined for a symbol in Blue Ocean ATS?
The close price is the final trade published for that symbol on the Last Sale feed.
For any symbol traded on Blue Ocean ATS, the close price is defined as:
-
The final trade published for that symbol on the Last Sale feed during the Blue Ocean Session.
-
There is no explicit close price indicator in Blue Ocean’s market data feeds.
This method ensures consistency with market data dissemination standards.