TradingSessionID <336> field – FIX 4.4 – FIX Dictionary

Used In

Description

Identifier for Trading Session

Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc).

To specify good for session where session spans more than one calendar day, use TimeInForce <59> = 'Day' in conjunction with TradingSessionID <336>.

Values should be bi-laterally agreed to between counterparties.

Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section).

Used In

• Advertisement <7>

• Execution Report <8>

• Quote Status Request <a>

• Derivative Security List <AA>

• New Order Multileg <AB>

• Multileg Order Cancel/Replace <AC>

• Trade Capture Report Request <AD>

• Trade Capture Report <AE>

• Order Mass Status Request <AF>

• Quote Request Reject <AG>

• RFQ Request <AH>

• Quote Status Report <AI>

• Quote Response <AJ>

• Position Maintenance Request <AL>

• Position Maintenance Report <AM>

• Request For Positions <AN>

• Allocation Report <AS>

• Collateral Request <AX>

• Collateral Assignment <AY>

• Mass Quote Acknowledgement <b>

• Collateral Report <BA>

• Collateral Inquiry <BB>

• Collateral Inquiry Ack <BG>

• Security Definition Request <c>

• Security Definition <d>

• New Order Single <D>

• Security Status Request <e>

• New Order List <E>

• Security Status <f>

• Trading Session Status Request <g>

• Order Cancel/Replace Request <G>

• Trading Session Status <h>

• Mass Quote <i>

• Allocation Instruction <J>

• Bid Request <k>

• Bid Response <l>

• Order Mass Cancel Request <q>

• Order Mass Cancel Report <r>

• Quote Request <R>

• New Order Cross <s>

• Quote <S>

• Cross Order Cancel/Replace Request <t>

• Security Type Request <v>

• Market Data Request <V>

• Security Types <w>

• Market Data - Snapshot/Full Refresh <W>

• Security List Request <x>

• Market Data - Incremental Refresh <X>

• Security List <y>

• Derivative Security List Request <z>

• Quote Cancel <Z>