How is the close price determined for a symbol in Blue Ocean ATS?
The close price is set as the last trade published for that symbol on the Last Sale feed.
For any symbol traded on Blue Ocean ATS, the close price is determined by the final trade published on the Last Sale feed during the Blue Ocean Session.
There is no explicit close price indicator in Blue Ocean’s market data feeds.
The final trade functions as the closing price, ensuring consistency with market data dissemination standards.
