Starting 29 October 2020 at 08:00 UTC updates to the Websocket API Instrument feed will no longer publish a state field value of Closed for all open symbols at the start of each hour. Instead the state will remain Open as positions are rolled and profits are realised.
Changes to other fields of the Instrument feed, such as opening and closing timestamps, are unchanged. Changes to the state field of futures during settlement will also be unaffected by this update.
This change is now live in the Testnet environment.
If you have any further questions, please contact Support.