I don't know of a source for the settlement data either, and scraping web pages is never a reliable path.
One approach could be to calculate/estimate the settlement price yourself. Both going forward on a daily basis as well as historical values for a couple years at least. The specification for the future gives you the recipe at
The daily settlement prices for the current maturity month are derived from the volume-weighted average of the prices of all transactions during the minute before 17:30 CET (reference point), provided that more than five trades transacted within this period.
Just grab historical TickByTickLast for the timeframe [17:29, 17:30) and calculate the VWAP. Probably rounded to the minTick of EU0.05 since the published values allways end in 5 or 0.
As a "proof of concept", here the results for yesterday:
- There were 78 trades with a total volume of 493 contracts traded
- The exact VWAP was 17.5305273833671
- That makes a settlement price estimate of 17.55, just as published.
Just a thought.
闯ü谤驳别苍
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On Tue, Feb 25, 2025 at 03:42 AM, Despair wrote:
I can get down the txt yes but the prices in the file are the daily closing prices of the index and not the settlement prices of the futures I'm afraid.
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You can see the daily settlement prices here:
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Sadly I don't manage to download from this site.
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