FIX 5.0 : TradingSessionStatus <h> message

Structure | Related Messages

Description

The Trading Session Status 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 can provide an optional repeating group of securities that are available for trading during that session.

Trading Session Status

Structure

Tag Field Name Req'd Comments
<MessageHeader> Y MsgType <35> = h
335 TradSesReqID N Provided for a response to a specific Trading Session Status Request message (snapshot).
336 TradingSessionID Y Identifier for Trading Session
625 TradingSessionSubID N
338 TradSesMethod N Method of trading:
339 TradSesMode N Trading Session Mode
325 UnsolicitedIndicator N Set to 'Y' if message is sent unsolicited as a result of a previous subscription request.
340 TradSesStatus Y State of the trading session
567 TradSesStatusRejReason N Use with TradSesStatus = "Request Rejected"
341 TradSesStartTime N Starting time of the trading session
342 TradSesOpenTime N Time of the opening of the trading session
343 TradSesPreCloseTime N Time of the pre-close of the trading session
344 TradSesCloseTime N Closing time of the trading session
345 TradSesEndTime N End time of the trading session
387 TotalVolumeTraded N
58 Text N
354 EncodedTextLen N Must be set if EncodedText field is specified and must immediately precede it.
355 EncodedText N Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
Component Block - <Instrument> N
<MessageTrailer> Y