TradingSessionSubID <625> field – FIX 4.4 – FIX Dictionary

Used In

Description

Optional market assigned sub identifier for 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.

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>