FIX.Latest_EP269 Message

TradingSessionListUpdateReport [type 'BS']

<TrdgSesListUpd>

The Trading Session List Update Report is used by marketplaces to provide intra-day updates of trading sessions when there are changes to one or more trading sessions.

Pedigree Added FIX.5.0 Updated EP97

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Component(-)

StandardHeader

BaseHeader

Y

MsgType = BS

Added FIX.5.0

	8	BeginString	BeginString	Y	FIXT.1.1 (Always unencrypted, must be first field in message)	Added FIX.4.0
	9	BodyLength	BodyLength	Y	(Always unencrypted, must be second field in message)	Added FIX.4.0
	35	MsgType	MsgTyp	Y	(Always unencrypted, must be third field in message)	Added FIX.4.0
	1128	ApplVerID	ApplVerID		Indicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence.	Added FIX.4.4
	1156	ApplExtID	ApplExtID			Added FIX.5.0
	1129	CstmApplVerID	CstmApplVerID		Used to support bilaterally agreed custom functionality	Added FIX.4.4
	49	SenderCompID	SID	Y	(Always unencrypted)	Added FIX.4.0
	56	TargetCompID	TID	Y	(Always unencrypted)	Added FIX.4.0
	115	OnBehalfOfCompID	OBID		Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)	Added FIX.4.0
	128	DeliverToCompID	D2ID		Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)	Added FIX.4.0
	90	SecureDataLen	SecureDataLen		Required to identify length of encrypted section of message. (Always unencrypted)	Added FIX.4.0 Updated EP195 Deprecated EP195
	91	SecureData	SecureData		Required when message body is encrypted. Always immediately follows SecureDataLen field.	Added FIX.4.0 Updated EP195 Deprecated EP195
	34	MsgSeqNum	SeqNum	Y	(Can be embedded within encrypted data section.)	Added FIX.4.0
	50	SenderSubID	SSub		(Can be embedded within encrypted data section.)	Added FIX.4.0
	142	SenderLocationID	SLoc		Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)	Added FIX.4.1
	57	TargetSubID	TSub		ADMIN reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)	Added FIX.4.0
	143	TargetLocationID	TLoc		Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)	Added FIX.4.1
	116	OnBehalfOfSubID	OBSub		Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)	Added FIX.4.0
	144	OnBehalfOfLocationID	OBLoc		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.)	Added FIX.4.1
	129	DeliverToSubID	D2Sub		Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)	Added FIX.4.0
	145	DeliverToLocationID	D2Loc		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.)	Added FIX.4.1
	43	PossDupFlag	PosDup		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.)	Added FIX.4.0
	97	PossResend	PosRsnd		Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)	Added FIX.4.0
	52	SendingTime	Snt	Y	(Can be embedded within encrypted data section.)	Added FIX.4.0
	122	OrigSendingTime	OrigSnt		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.)	Added FIX.4.0
	212	XmlDataLen	XmlDataLen		Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.)	Added FIX.4.2
	213	XmlData	XmlData		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	Added FIX.4.2
	347	MessageEncoding	MsgEncd		Type of message encoding (non-ASCII characters) used in a message's Encoded fields. Required if any Encoding fields are used.	Added FIX.4.2
	369	LastMsgSeqNumProcessed	LastMsgSeqNumProced		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.	Added FIX.4.2

Component(-)

HopGrp

Hop

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.

Added FIX.4.4

Repeating Group 627

NoHops

Number of HopCompID entries in repeating group.

	628	HopCompID	ID			Added FIX.4.4
	629	HopSendingTime	Snt			Added FIX.4.4
	630	HopRefID	Ref			Added FIX.4.4

end Repeating Group

end Component

end Component

Component(-)

ApplicationSequenceControl

ApplSeqCtrl

Added FIX.5.0

	1180	ApplID	ApplID		Identifies the application with which a message is associated. Used only if application sequencing is in effect.	Added FIX.5.0
	1181	ApplSeqNum	ApplSeqNum		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.	Added FIX.5.0
	1350	ApplLastSeqNum	ApplLastSeqNum		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	Added FIX.5.0
	1352	ApplResendFlag	ApplResendFlag		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.	Added FIX.5.0

end Component

335

TradSesReqID

ReqID

Provided for a response to a specific Trading Session List Request message (snapshot).

Added FIX.5.0

Component(-)

TrdSessLstGrp

TrdSessLstGrp

Y

Added FIX.5.0

Repeating Group 386

NoTradingSessions

Number of TradingSessionIDs (336) in repeating group.

	336	TradingSessionID	SesID	Y	Identifier for Trading Session	Added FIX.4.4
	625	TradingSessionSubID	SesSub			Added FIX.4.4
	1327	TradSesUpdateAction	TradSesUpdtActn			Added EP94
	207	SecurityExchange	Exch			Added FIX.4.4 Deprecated FIX.5.0SP1
	1301	MarketID	MktID		Market for which Trading Session applies	Added FIX.5.0
	1300	MarketSegmentID	MktSegID		Market Segment for which Trading Session applies	Added FIX.5.0
	1326	TradingSessionDesc	TradingSessionDesc			Added FIX.5.0
	338	TradSesMethod	Method		Method of Trading	Added FIX.4.4
	339	TradSesMode	Mode		Trading Session Mode	Added FIX.4.4
	325	UnsolicitedIndicator	Unsol		Y if message is sent unsolicited as a result of a previous subscription request.	Added FIX.4.4
	340	TradSesStatus	Stat	Y	State of trading session.	Added FIX.4.4
	567	TradSesStatusRejReason	StatRejRsn		Used with TradSesStatus = Request Rejected	Added FIX.4.4
	341	TradSesStartTime	StartTm		Starting time of trading session	Added FIX.4.4
	342	TradSesOpenTime	OpenTm		Time of the opening of the trading session	Added FIX.4.4
	343	TradSesPreCloseTime	PreClsTm		Time of pre-close of trading session	Added FIX.4.4
	344	TradSesCloseTime	ClsTm		Closing time of trading session	Added FIX.4.4
	345	TradSesEndTime	EndTm		End time of trading session	Added FIX.4.4
	387	TotalVolumeTraded	TotVolTrdd			Added FIX.4.4

Component(-)

TradingSessionRules

TrdgSesRules

Insert here the set of TradingSessionRules fields defined in common components of application messages

Added FIX.5.0

Component(-)

OrdTypeRules

OrdTypRules

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.

Added FIX.5.0

Repeating Group 1237

NoOrdTypeRules

Number of order types

40

OrdType

OrdTyp

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

Added FIX.5.0

end Repeating Group

end Component

Component(-)

TimeInForceRules

TmInForceRules

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.

Added FIX.5.0 Updated EP223

Repeating Group 1239

NoTimeInForceRules

Number of time in force techniques

59

TimeInForce

TmInForce

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

Added FIX.5.0

end Repeating Group

end Component

Component(-)

ExecInstRules

ExecInstRules

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.

Added FIX.5.0 Updated EP223

Repeating Group 1232

NoExecInstRules

Number of execution instructions

1308

ExecInstValue

ExecInstValu

Indicates execution instructions that are valid for the specified market segment

Added FIX.5.0

end Repeating Group

end Component

Component(-)

AuctionTypeRuleGrp

AuctTypRule

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

Added EP223

Repeating Group 2548

NoAuctionTypeRules

Number of auction order types.

	1803	AuctionType	AuctTyp		Required if NoAuctionTypeRules(2548) > 0. AuctionType(1803) = 0 (None) can be used to invalidate all auction types on the instrument level that are defined on a market segment level.	Added EP195 Updated EP223
	2549	AuctionTypeProductComplex	AuctTypProdCmplx		Can be used to limit auction order type to specific product suite. Use multiple entries with the same AuctionType(1803) if multiple but not all product suites are supported.	Added EP195

end Repeating Group

end Component

Component(-)

MatchRules

MtchRules

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.

Added FIX.5.0 Updated EP223

Repeating Group 1235

NoMatchRules

Number of Match Rules

	1142	MatchAlgorithm	MtchAlgo		Required if NoMatchRules(1235) > 0.	Added FIX.5.0 Updated EP195
	574	MatchType	MtchTyp			Added FIX.5.0 Updated EP195
	2569	MatchRuleProductComplex	MtchRuleProdCmplx		Can be used to limit match rule to specific product suite.	Added EP195
	2570	CustomerPriority	CustPri		Can be used to give customer orders priority for the given matching algorithm.	Added EP195

end Repeating Group

end Component

Component(-)

MarketDataFeedTypes

MDFeedTyps

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.

Added FIX.5.0 Updated EP223

Repeating Group 1141

NoMDFeedTypes

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

	1022	MDFeedType	MDFeedTyp		Required if NoMDFeedTypes(1141) > 0.	Added FIX.5.0 Updated EP195
	1683	MDSubFeedType	MDSubFeedTyp			Added EP106 Updated EP195
	264	MarketDepth	MktDepth		Specifies the depth of book (or levels of market depth) for the feed type.	Added FIX.5.0 Updated EP195
	2563	MarketDepthTimeInterval	MktDepthTmIntvl		Conditionally required when MarketDepthTimeIntervalUnit(2564) is specified.	Added EP195
	2564	MarketDepthTimeIntervalUnit	MktDepthTmIntvlUnit		Conditionally required when MarketDataTimeInterval(2563) is specified.	Added EP195
	2565	MDRecoveryTimeInterval	MDRcvryTmIntvl		Conditionally required when MDRecoveryTimeIntervalUnit(2566) is specified.	Added EP195
	2566	MDRecoveryTimeIntervalUnit	MDRcvryTmIntvlUnit		Conditionally required when MDRecoveryTimeInterval(2565) is specified.	Added EP195
	1021	MDBookType	MDBkTyp			Added FIX.5.0 Updated EP195
	1173	MDSubBookType	MDSubBkTyp			Added EP195
	2567	PrimaryServiceLocationID	SvcLctnID1			Added EP195
	2568	SecondaryServiceLocationID	SvcLctnID2			Added EP195

end Repeating Group

end Component

end Component

	60	TransactTime	TxnTm			Added EP94
	58	Text	Txt			Added FIX.4.4
	354	EncodedTextLen	EncTxtLen		Must be set if EncodedText field is specified and must immediately precede it.	Added FIX.4.4
	355	EncodedText	EncTxt		Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.	Added FIX.4.4

end Repeating Group

end Component

Component(-)

StandardTrailer

Trlr

Y

Added FIX.5.0

	93	SignatureLength	SignatureLength		Required when trailer contains signature. Note: Not to be included within SecureData field	Added FIX.4.0 Updated EP195 Deprecated EP195
	89	Signature	Signature		Note: Not to be included within SecureData field	Added FIX.4.0 Updated EP195 Deprecated EP195
	10	CheckSum	CheckSum	Y	(Always unencrypted, always last field in message)	Added FIX.4.0

end Component