TradingSessionSubID <625> field – FIX 5.0 SP1 – FIX Dictionary

Used In

Description

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

Valid values:

1 = Pre-Trading

2 = Opening or opening auction

3 = (Continuous) Trading

4 = Closing or closing auction

5 = Post-Trading

6 = Intraday Auction

7 = Quiescent

or any value conforming to the data type Reserved100Plus

Used In

• <BidCompReqGrp>

• <BidCompRspGrp>

• <MDFullGrp>

• <MDIncGrp>

• <QuotEntryAckGrp>

• <QuotEntryGrp>

• <QuotReqGrp>

• <QuotReqRjctGrp>

• <RFQReqGrp>

• <TradingSessionRulesGrp>

• <TrdCapRptAckSideGrp>

• <TrdCapRptSideGrp>

• <TrdSessLstGrp>

• <TrdgSesGrp>

• Advertisement <7>

• ExecutionReport <8>

• QuoteStatusRequest <a>

• TradeCaptureReportRequest <AD>

• OrderMassStatusRequest <AF>

• QuoteStatusReport <AI>

• QuoteResponse <AJ>

• AllocationReport <AS>

• CollateralRequest <AX>

• CollateralAssignment <AY>

• CollateralReport <BA>

• CollateralInquiry <BB>

• CollateralInquiryAck <BG>

• TradingSessionListRequest <BI>

• AllocationInstructionAlert <BM>

• OrderMassActionReport <BZ>

• SecurityDefinitionRequest <c>

• OrderMassActionRequest <CA>

• SecurityStatusRequest <e>

• SecurityStatus <f>

• TradingSessionStatusRequest <g>

• TradingSessionStatus <h>

• AllocationInstruction <J>

• OrderMassCancelRequest <q>

• OrderMassCancelReport <r>

• Quote <S>

• SecurityTypeRequest <v>

• SecurityTypes <w>

• SecurityListRequest <x>

• DerivativeSecurityListRequest <z>

• QuoteCancel <Z>