Code Set TradingSessionSubIDCodeSet Scenario base

SYNOPSIS: 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

ID Datatype
625String

Codes

ID Name Value Description Supported Added EP Updated EP Deprecated EP
625001PreTrading1SYNOPSIS: Pre-Trading
✓FIX.5.058
625002OpeningOrOpeningAuction2SYNOPSIS: Opening or opening auction
✓FIX.5.058
625003Continuous3SYNOPSIS: (Continuous) Trading
✓FIX.5.058
625004ClosingOrClosingAuction4SYNOPSIS: Closing or closing auction
✓FIX.5.058
625005PostTrading5SYNOPSIS: Post-Trading
✓FIX.5.058
625006ScheduledIntradayAuction6SYNOPSIS: Scheduled intraday auction
✓FIX.5.058FIX.5.0SP2163
625007Quiescent7SYNOPSIS: Quiescent
✓FIX.5.058
625008AnyAuction8SYNOPSIS: Any auction
✓FIX.5.0SP2131
625009UnscheduledIntradayAuction9SYNOPSIS: Unscheduled intraday auction
ELABORATION: An unscheduled intraday auction might be triggered by a circuit breaker.
✓FIX.5.0SP2163
625010OutOfMainSessionTrading10SYNOPSIS: Out of main session trading
ELABORATION: In the context of Market Model Typology "Out of main session trading" refers to both before and after session, neither auction nor continuous trading.
✓FIX.5.0SP2163
625011PrivateAuction11SYNOPSIS: Private auction
ELABORATION: An auction phase where only two parties participate.
✓FIX.5.0SP2168
625012PublicAuction12SYNOPSIS: Public auction
ELABORATION: An auction phase where all trading parties participate.
✓FIX.5.0SP2168
625013GroupAuction13SYNOPSIS: Group auction
ELABORATION: An auction phase limited to specific parties (e.g. parties that have resting orders in the order book).
✓FIX.5.0SP2168