FIX TAG 625
TradingSessionSubID
Definition
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
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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 8
8Any 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.
Value text or deprecation changed 1
| Value | FIX 5.0 SP2 | FIX Latest · EP309 |
|---|---|---|
6 | Intraday Auction | Scheduled intraday auction |
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 66
Includes nested components and repeating groups. Open a location to see its surrounding requirements.
35=7AdvertisementMessage body35=8ExecutionReportMessage body35=DNewOrderSingleTrdgSesGrp35=ENewOrderListListOrdGrp / TrdgSesGrp35=GOrderCancelReplaceRequestTrdgSesGrp35=JAllocationInstructionMessage body35=RQuoteRequestQuotReqGrp35=SQuoteMessage body35=VMarketDataRequestTrdgSesGrp35=WMarketDataSnapshotFullRefreshMDFullGrp35=XMarketDataIncrementalRefreshMDIncGrp35=ZQuoteCancelMessage body35=aQuoteStatusRequestMessage body35=bMassQuoteAckQuotSetAckGrp / QuotEntryAckGrp35=cSecurityDefinitionRequestMessage body35=dSecurityDefinitionMarketSegmentGrp / SecurityTradingRules / TradingSessionRulesGrp35=eSecurityStatusRequestMessage body35=fSecurityStatusMessage body35=gTradingSessionStatusRequestMessage body35=hTradingSessionStatusMessage body35=iMassQuoteQuotSetGrp / QuotEntryGrp35=kBidRequestBidCompReqGrp35=lBidResponseBidCompRspGrp35=qOrderMassCancelRequestMessage body35=rOrderMassCancelReportMessage body35=sNewOrderCrossTrdgSesGrp35=tCrossOrderCancelReplaceRequestTrdgSesGrp35=vSecurityTypeRequestMessage body35=wSecurityTypesMessage body35=xSecurityListRequestMessage body35=ySecurityListSecListGrp / SecurityTradingRules / TradingSessionRulesGrp35=zDerivativeSecurityListRequestMessage body35=AADerivativeSecurityListDerivativeSecurityDefinition / MarketSegmentGrp / SecurityTradingRules / TradingSessionRulesGrp35=ABNewOrderMultilegTrdgSesGrp35=ACMultilegOrderCancelReplaceTrdgSesGrp35=ADTradeCaptureReportRequestMessage body35=AETradeCaptureReportTrdCapRptSideGrp35=AFOrderMassStatusRequestMessage body35=AGQuoteRequestRejectQuotReqRjctGrp35=AHRFQRequestRFQReqGrp35=AIQuoteStatusReportMessage body35=AJQuoteResponseMessage body35=ALPositionMaintenanceRequestTrdgSesGrp35=AMPositionMaintenanceReportTrdgSesGrp35=ANRequestForPositionsTrdgSesGrp35=ARTradeCaptureReportAckTrdCapRptAckSideGrp35=ASAllocationReportMessage body35=AXCollateralRequestMessage body35=AYCollateralAssignmentMessage body35=BACollateralReportMessage body35=BBCollateralInquiryMessage body35=BGCollateralInquiryAckMessage body35=BPSecurityDefinitionUpdateReportMarketSegmentGrp / SecurityTradingRules / TradingSessionRulesGrp35=BKSecurityListUpdateReportSecLstUpdRelSymGrp / SecurityTradingRules / TradingSessionRulesGrp35=BMAllocationInstructionAlertMessage body35=BJTradingSessionListTrdSessLstGrp35=BITradingSessionListRequestMessage body35=BRDerivativeSecurityListUpdateReportDerivativeSecurityDefinition / MarketSegmentGrp / SecurityTradingRules / TradingSessionRulesGrp35=BSTradingSessionListUpdateReportTrdSessLstGrp35=BZOrderMassActionReportMessage body35=CAOrderMassActionRequestMessage body35=CNSecurityMassStatusRequestMessage body35=COSecurityMassStatusMessage body35=DCTradeMatchReportMessage body35=DOMarketDataStatisticsRequestMDStatisticReqGrp / MDStatisticParameters35=DPMarketDataStatisticsReportMDStatisticRptGrp / MDStatisticParameters