| ID | MsgType | Abbr | Flow |
|---|---|---|---|
| 41 | h | TrdgSesStat |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.4.2 | FIX.5.0SP1 | 97 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 1024 | StandardHeader | BaseHeader | required | SYNOPSIS:
The standard FIX message header
ELABORATION: |
| 1057 | ApplicationSequenceControl | ApplSeqCtrl | optional | SYNOPSIS:
The ApplicationSequenceControl is used for application sequencing and recovery. Consisting of ApplSeqNum (1181), ApplID (1180), ApplLastSeqNum (1350), and ApplResendFlag (1352), FIX application messages that carries this component block will be able to use application level sequencing. ApplID, ApplSeqNum and ApplLastSeqNum fields identify the application id, application sequence number and the previous application sequence number (in case of intentional gaps) on each application message that carries this block.
ELABORATION: |
| 335 | TradSesReqID | ReqID | optional | SYNOPSIS:
Unique ID of a Trading Session Status message.
|
| 1301 | MarketID | MktID | optional | SYNOPSIS:
Identifies the market
|
| 1300 | MarketSegmentID | MktSegID | optional | SYNOPSIS:
Identifies the market segment
|
| 75 | TradeDate | TrdDt | optional | SYNOPSIS:
Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade).
|
| 336 | TradingSessionID | SesID | required | SYNOPSIS:
Identifier for a trading session.
A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties.
To specify good for session where session spans more than one calendar day, use TimeInForce = 0 (Day) in conjunction with TradingSessionID(336).
Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility.
|
| 625 | TradingSessionSubID | SesSub | optional | 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
|
| 338 | TradSesMethod | Method | optional | SYNOPSIS:
Method of trading
|
| 339 | TradSesMode | Mode | optional | SYNOPSIS:
Trading Session Mode
|
| 325 | UnsolicitedIndicator | Unsol | optional | SYNOPSIS:
Indicates whether or not message is being sent as a result of a subscription request or not.
|
| 340 | TradSesStatus | Stat | required | SYNOPSIS:
State of the trading session.
|
| 1368 | TradSesEvent | TradSesEvent | optional | SYNOPSIS:
Identifies an event related to a TradSesStatus(340). An event occurs and is gone, it is not a state that applies for a period of time.
|
| 2447 | FastMarketIndicator | FastMktInd | optional | SYNOPSIS:
Indicates if the instrument is in "fast market" state.
ELABORATION: A "fast market" is a state in which market rules are applied to instrument(s) or entire trading session when market events causes significant price movements due to public information. |
| 567 | TradSesStatusRejReason | StatRejRsn | optional | SYNOPSIS:
Indicates the reason a Trading Session Status Request was rejected.
|
| 341 | TradSesStartTime | StartTm | optional | SYNOPSIS:
Starting time of the trading session
|
| 342 | TradSesOpenTime | OpenTm | optional | SYNOPSIS:
Time of the opening of the trading session
|
| 343 | TradSesPreCloseTime | PreClsTm | optional | SYNOPSIS:
Time of the pre-closed of the trading session
|
| 344 | TradSesCloseTime | ClsTm | optional | SYNOPSIS:
Closing time of the trading session
|
| 345 | TradSesEndTime | EndTm | optional | SYNOPSIS:
End time of the trading session
|
| 1785 | TradSesControl | TrdgSesCtrl | optional | SYNOPSIS:
Indicates how control of trading session and subsession transitions are performed.
|
| 387 | TotalVolumeTraded | TotVolTrdd | optional | SYNOPSIS:
Total volume (quantity) traded.
|
| 60 | TransactTime | TxnTm | optional | SYNOPSIS:
Timestamp when the business transaction represented by the message occurred.
|
| 58 | Text | Txt | optional | SYNOPSIS:
Free format text string
(Note: this field does not have a specified maximum length)
|
| 354 | EncodedTextLen | EncTxtLen | optional | SYNOPSIS:
Byte length of encoded (non-ASCII characters) EncodedText (355) field.
|
| 355 | EncodedText | EncTxt | optional | SYNOPSIS:
Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text(58) field.
|
| 1003 | Instrument | Instrmt | optional | SYNOPSIS:
The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX.
ELABORATION: |
| 1025 | StandardTrailer | Trlr | required | SYNOPSIS:
The standard FIX message trailer
ELABORATION: |