| FRAMES | NO FRAMES |
|
|
The Trading Session Status (h) provides information on the status of a market. With the move to multiple sessions occurring for a given trading party (morning and evening sessions for instance) there is a need to be able to provide information on what product is trading on what market.
The Trading Session Status (h) can provide an optional repeating group of securities that are available for trading during that session.
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| <Standard Message Header> | Y | MsgType = h | |||||
| <ApplicationSequenceControl> | N | ||||||
| 3112 | TradingSessionStatusReportID | @RptID | N |
Unique identifier for this message. Conditionally required when supporting TradingSessionStatusAck(35=ES) as response message. |
|||
| 335 | TradSesReqID | @ReqID | N |
Conditionally required when responding to a specific TradingSessionStatusRequest(35=g) |
|||
| 1301 | MarketID | @MktID | N |
Market for which trading session applies |
|||
| 1300 | MarketSegmentID | @MktSegID | N |
Market Segment for which trading session applies |
|||
| 1430 | VenueType | @VenuTyp | N |
Identifies the type of venue where a trade was executed. |
|||
| 75 | TradeDate | @TrdDt | N |
Business day for which trading session applies to. |
|||
| 336 | TradingSessionID | @SesID | Y |
Identifier for trading session |
|||
| 625 | TradingSessionSubID | @SesSub | N |
Optional market assigned sub identifier for a trading phase within a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility |
|||
| 338 | TradSesMethod | @Method | N |
Method of trading |
|||
| 339 | TradSesMode | @Mode | N |
Trading Session Mode |
|||
| 325 | UnsolicitedIndicator | @Unsol | N |
Set to 'Y' if message is sent unsolicited as a result of a previous subscription request. |
|||
| 340 | TradSesStatus | @Stat | Y |
State of the trading session. |
|||
| 1368 | TradSesEvent | @TradSesEvent | N |
Identifies an event related to the trading status of a trading session |
|||
| 2447 | FastMarketIndicator | @FastMktInd | N |
Indicates if trading session is in fast market. |
|||
| 567 | TradSesStatusRejReason | @StatRejRsn | N |
Use with TradSesStatus(340) = 6(Request Rejected). |
|||
| 341 | TradSesStartTime | @StartTm | N |
Starting time of the trading session |
|||
| 342 | TradSesOpenTime | @OpenTm | N |
Time of the opening of the trading session |
|||
| 343 | TradSesPreCloseTime | @PreClsTm | N |
Time of the pre-close of the trading session |
|||
| 344 | TradSesCloseTime | @ClsTm | N |
Closing time of the trading session |
|||
| 345 | TradSesEndTime | @EndTm | N |
End time of the trading session |
|||
| 1785 | TradSesControl | @TrdgSesCtrl | N |
Indicates how control of trading session and subsession transitions are performed |
|||
| 387 | TotalVolumeTraded | @TotVolTrdd | N |
Total volume (quantity) traded. |
|||
| 60 | TransactTime | @TxnTm | N |
Timestamp when the business transaction represented by the message occurred. |
|||
| 168 | EffectiveTime | @EfctvTm | N |
May be used to identify the time of the status change. |
|||
| 58 | Text | @Txt | N |
Free format text string (Note: this field does not have a specified maximum length) |
|||
| 354 | EncodedTextLen | @EncTxtLen | C |
Must be set if EncodedText(355) field is specified and must immediately precede it. |
|||
| 355 | EncodedText | @EncTxt | C |
Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. |
|||
| <Instrument> | N | ||||||
| <Standard Message Trailer> | Y | ||||||
|
|
| FRAMES | NO FRAMES |