In 2017, the Rockies had Greg Holland as their closer. However, he elected to become a free agent so the Rockies will have to address the bullpen and, most importantly, the closer spot. According to Jon Morosi on Twitter, the Rockies are interested in free agent closer Wade Davis and they have spoken to the Baltimore Orioles about a trade involving their closer, Zach Britton.
Sources: #Rockies pursuing various options to fill vacancy at closer. They have expressed interest in free agent Wade Davis and also spoken with #Orioles about Zach Britton via trade.