TradingSessionListUpdateReport

StandardHeader definition & usage →

1. 8 BeginStringStringRequired here

   FIXT.1.1 (Always unencrypted, must be first field in message)

2. 9 BodyLengthLengthRequired here

   (Always unencrypted, must be second field in message)

3. 35 MsgTypeStringRequired here

   (Always unencrypted, must be third field in message)

4. 1128 ApplVerIDString—

   Indicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence.

5. 1156 ApplExtIDint—
6. 1129 CstmApplVerIDString—

   Used to support bilaterally agreed custom functionality

7. 49 SenderCompIDStringRequired here

   (Always unencrypted)

8. 56 TargetCompIDStringRequired here

   (Always unencrypted)

9. 115 OnBehalfOfCompIDString—

   Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)

10. 128 DeliverToCompIDString—

    Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)

11. 90 SecureDataLenDeprecated FIXT.1.1Length—

    Required to identify length of encrypted section of message. (Always unencrypted)

12. 91 SecureDataDeprecated FIXT.1.1data—

    Required when message body is encrypted. Always immediately follows SecureDataLen field.

13. 34 MsgSeqNumSeqNumRequired here

    (Can be embedded within encrypted data section.)

14. 50 SenderSubIDString—

    (Can be embedded within encrypted data section.)

15. 142 SenderLocationIDString—

    Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

16. 57 TargetSubIDString—

    "ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)

17. 143 TargetLocationIDString—

    Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

18. 116 OnBehalfOfSubIDString—

    Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

19. 144 OnBehalfOfLocationIDString—

    Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)

20. 129 DeliverToSubIDString—

    Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

21. 145 DeliverToLocationIDString—

    Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)

22. 43 PossDupFlagBoolean—

    Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)

23. 97 PossResendBoolean—

    Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)

24. 52 SendingTimeUTCTimestampRequired here

    (Can be embedded within encrypted data section.)

25. 122 OrigSendingTimeUTCTimestamp—

    Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.)

26. 212 XmlDataLenLength—

    Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.)

27. 213 XmlDatadata—

    Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Volume 1: FIXML Support

28. 347 MessageEncodingString—

    Type of message encoding (non-ASCII characters) used in a message's "Encoded" fields. Required if any "Encoding" fields are used.

29. 369 LastMsgSeqNumProcessedSeqNum—

    The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.

30. HopGrpRepeating groupCount tag 627—

    Number of repeating groups of historical "hop" information. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops.

    HopGrp definition & usage →

    1. 627 NoHopsGroup count—
    2. 628 HopCompIDString—
    3. 629 HopSendingTimeUTCTimestamp—
    4. 630 HopRefIDSeqNum—

ApplicationSequenceControl definition & usage →

1. 1180 ApplIDString—

   Identifies the application with which a message is associated. Used only if application sequencing is in effect.

2. 1181 ApplSeqNumSeqNum—

   Application sequence number assigned to the message by the application generating the message. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified.

3. 1350 ApplLastSeqNumSeqNum—

   The previous sequence number in the application sequence stream. Permits an application to publish messages with sequence gaps where it cannot be avoided. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified

4. 1352 ApplResendFlagBoolean—

   Used to indicate that a message is being sent in response to an Application Message Request. Used only if application sequencing is in effect. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender's cache size is greater than zero and the message is being resent due to a session level resend request.

TrdSessLstGrp definition & usage →

1. 386 NoTradingSessionsGroup countRequired here
2. 336 TradingSessionIDStringRequired here

   Identifier for Trading Session

3. 625 TradingSessionSubIDString—
4. 1327 TradSesUpdateActionchar—
5. 207 SecurityExchangeDeprecated FIX.5.0SP1Exchange—
6. 1301 MarketIDExchange—

   Market for which Trading Session applies

7. 1300 MarketSegmentIDString—

   Market Segment for which Trading Session applies

8. 1326 TradingSessionDescString—
9. 338 TradSesMethodint—

   Method of Trading

10. 339 TradSesModeint—

    Trading Session Mode

11. 325 UnsolicitedIndicatorBoolean—

    "Y" if message is sent unsolicited as a result of a previous subscription request.

12. 340 TradSesStatusintRequired here

    State of trading session.

13. 567 TradSesStatusRejReasonint—

    Used with TradSesStatus = "Request Rejected"

14. 341 TradSesStartTimeUTCTimestamp—

    Starting time of trading session

15. 342 TradSesOpenTimeUTCTimestamp—

    Time of the opening of the trading session

16. 343 TradSesPreCloseTimeUTCTimestamp—

    Time of pre-close of trading session

17. 344 TradSesCloseTimeUTCTimestamp—

    Closing time of trading session

18. 345 TradSesEndTimeUTCTimestamp—

    End time of trading session

19. 387 TotalVolumeTradedQty—
20. TradingSessionRulesComponent—

    TradingSessionRules definition & usage →

    1. OrdTypeRulesRepeating groupCount tag 1237—

       Specifies the order types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session.

       OrdTypeRules definition & usage →

       1. 1237 NoOrdTypeRulesGroup count—

          Number of order types

       2. 40 OrdTypechar—

          Indicates order types that are valid for the specified market segment.

    2. TimeInForceRulesRepeating groupCount tag 1239—

       specifies the time in force rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session

       TimeInForceRules definition & usage →

       1. 1239 NoTimeInForceRulesGroup count—

          Number of time in force techniques

       2. 59 TimeInForcechar—

          Indicates time in force techniques that are valid for the specified market segment

    3. ExecInstRulesRepeating groupCount tag 1232—

       specifies the execution instructions that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session

       ExecInstRules definition & usage →

       1. 1232 NoExecInstRulesGroup count—

          Number of execution instructions

       2. 1308 ExecInstValuechar—

          Indicates execution instructions that are valid for the specified market segment

    4. MatchRulesRepeating groupCount tag 1235—

       specifies the matching rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session

       MatchRules definition & usage →

       1. 1235 NoMatchRulesGroup count—

          Number of match rules

       2. 1142 MatchAlgorithmString—

          The type of algorithm used to match orders in a specific security on an electronic trading platform. Possible values are FIFO, Allocation, Pro-rata, Lead Market Maker, Currency Calendar

       3. 574 MatchTypeString—

          The point in the matching process at which this trade was matched.

    5. MarketDataFeedTypesRepeating groupCount tag 1141—

       specifies the market data feed types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session

       MarketDataFeedTypes definition & usage →

       1. 1141 NoMDFeedTypesGroup count—

          The number of feed types and corresponding book depths associated with a security

       2. 1022 MDFeedTypeString—

          Describes a class of service for a given data feed

       3. 264 MarketDepthint—

          The depth of book associated with a particular feed type

       4. 1021 MDBookTypeint—

          Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection

21. 60 TransactTimeUTCTimestamp—
22. 58 TextString—
23. 354 EncodedTextLenLength—

    Must be set if EncodedText field is specified and must immediately precede it.

24. 355 EncodedTextdata—

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

StandardTrailer definition & usage →

1. 93 SignatureLengthDeprecated FIXT.1.1Length—

   Required when trailer contains signature. Note: Not to be included within SecureData field

2. 89 SignatureDeprecated FIXT.1.1data—

   Note: Not to be included within SecureData field

3. 10 CheckSumStringRequired here

   (Always unencrypted, always last field in message)