| ID |
Name |
Abbr |
Presence |
Description |
| 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
|
| 1327 | TradSesUpdateAction | TradSesUpdtActn |
optional |
SYNOPSIS:
Specifies the action taken for the specified trading sessions.
|
| 207 | SecurityExchange | Exch |
optional |
SYNOPSIS:
Market used to help identify a security.
Valid values:
See "Appendix 6-C"
|
| 1301 | MarketID | MktID |
optional |
SYNOPSIS:
Identifies the market
|
| 1300 | MarketSegmentID | MktSegID |
optional |
SYNOPSIS:
Identifies the market segment
|
| 1326 | TradingSessionDesc | TradingSessionDesc |
optional |
SYNOPSIS:
Trading Session description
|
| 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.
|
| 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
|
| 387 | TotalVolumeTraded | TotVolTrdd |
optional |
SYNOPSIS:
Total volume (quantity) traded.
|
| 2129 | TradingSessionRules | TrdgSesRules | optional | SYNOPSIS:
ELABORATION:
|
| 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.
|