hi @vasiliev.nett ah ha. The RICs posted are equity RICs rather than Futures or options so wont have the SETTLE field available. We would post the closing price from the equity exchange (in this case London Stock Exchange) in OFF_CLOSE and then move to HST_CLOSE during our closing run process early in the morning.

To get the SETTLE price, which for London futures and options is mainly from ICE Europe (though Eurex also has some), you would need to get from the future or option RIC. The equity chain for AAL.L for example is 0#AAL*.L or AZN.L is 0#AZN*.L. The individual options RICs then hold onto that chain eg AAL1040N1.L for the 1040 February Put.

The single stock futures are also available and follow the RIC root (AAL). For example AALLFDCG1921 is the ICE Europe future expiring on february 19th.

You are correct that the refresh message should provide the image of all the fields present in the record, whereas the update messages would just show those that are published due to a market action (trade, quote etc).

Its possible, but unlikely. The general process is we would update SETTLE as soon as we get it from the Exchange and then move it to HST_CLOSE during our closing run process. Do you have an example RIC? We may need to raise a ticket with the support desk but if you can provide an example RIC I can quickly check.

Yes, of course.

There are some example RICs:

/AAL.L
/TW.L
/CINE.L
/SGE.L
/AZN.L

Also, I have found next lines in the documentation for EMA Market Price Refresh Message:
"FieldList in the payload should include all fields that may be present in subsequent updates, even if those fields are currently blank."

As I understand, we should get all the possible fields in the Refresh Message?