Field TradingSessionID Scenario base
SYNOPSIS:
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 = Day in conjunction with TradingSessionID.
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).
| ID |
Abbr |
Datatype |
| 336 | SesID | String |
Pedigree
| Added |
EP |
Updated |
EP |
Deprecated |
EP |
| FIX.4.2 | | | | | |