FIX 4.4 : Trading Session Status <h> message

Structure | Related Messages

Description

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.

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 <g> 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

'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 <340> = '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 <355> field is specified and must immediately precede it.

355 EncodedText N

Encoded (non-ASCII characters) representation of the Text <58> field in the encoded format specified via the MessageEncoding <347> field.

<MessageTrailer> Y

 

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