FIX TAG 1114
TriggerTradingSessionSubID
Definition
Defines the subordinate trading session at which the order will be activated.
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Differences between the selected source snapshots, including wording and errata; not a migration guide.
FIX 5.0 SP2 FIX Latest · EP309
Values only in FIX Latest · EP309 15
1Pre-Trading2Opening or opening auction3(Continuous) Trading4Closing or closing auction5Post-Trading6Scheduled intraday auction7Quiescent8Any auction9Unscheduled intraday auctionAdditional source detail
An unscheduled intraday auction might be triggered by a circuit breaker.
10Out of main session tradingAdditional source detail
In the context of Market Model Typology "Out of main session trading" refers to both before and after session, neither auction nor continuous trading.
11Private auctionAdditional source detail
An auction phase where only two parties participate.
12Public auctionAdditional source detail
An auction phase where all trading parties participate.
13Group auctionAdditional source detail
An auction phase limited to specific parties (e.g. parties that have resting orders in the order book).
14Order initiated auctionAdditional source detail
Auction automatically triggered by an order, e.g. an incoming order or a resting order that can be matched based on an incoming order. Use 9="Unscheduled intraday auction" for any other auctions that are not scheduled. In the context of Market Model Topology, this can be used for an on demand auction (a.k.a. frequent batched auction).
99OtherAdditional source detail
In the context of the EU Consolidated Tape, this is used for a trading phase that is not included in the list defined by ESMA.
Values 15
| Value | Meaning |
|---|---|
1 | Pre-Trading |
2 | Opening or opening auction |
3 | (Continuous) Trading |
4 | Closing or closing auction |
5 | Post-Trading |
6 | Scheduled intraday auction |
7 | Quiescent |
8 | Any auction |
9 | Unscheduled intraday auction Additional detail from the official sourceAn unscheduled intraday auction might be triggered by a circuit breaker. |
10 | Out of main session trading Additional detail from the official sourceIn the context of Market Model Typology "Out of main session trading" refers to both before and after session, neither auction nor continuous trading. |
11 | Private auction Additional detail from the official sourceAn auction phase where only two parties participate. |
12 | Public auction Additional detail from the official sourceAn auction phase where all trading parties participate. |
13 | Group auction Additional detail from the official sourceAn auction phase limited to specific parties (e.g. parties that have resting orders in the order book). |
14 | Order initiated auction Additional detail from the official sourceAuction automatically triggered by an order, e.g. an incoming order or a resting order that can be matched based on an incoming order. Use 9="Unscheduled intraday auction" for any other auctions that are not scheduled. In the context of Market Model Topology, this can be used for an on demand auction (a.k.a. frequent batched auction). |
99 | Other Additional detail from the official sourceIn the context of the EU Consolidated Tape, this is used for a trading phase that is not included in the list defined by ESMA. |
About the String data type
Alpha-numeric free format strings, can include any character or punctuation except the delimiter. All String fields are case sensitive (i.e. morstatt != Morstatt).
Used in messages 8
Includes nested components and repeating groups. Open a location to see its surrounding requirements.
35=8ExecutionReportTriggeringInstruction35=DNewOrderSingleTriggeringInstruction35=ENewOrderListListOrdGrp / TriggeringInstruction35=GOrderCancelReplaceRequestTriggeringInstruction35=sNewOrderCrossTriggeringInstruction35=tCrossOrderCancelReplaceRequestTriggeringInstruction35=ABNewOrderMultilegTriggeringInstruction35=ACMultilegOrderCancelReplaceTriggeringInstruction