TagField NameAbbr nameData TypeUnion DatatypeDescriptionPedigree
625TradingSessionSubIDSesSubStringReserved100Plus

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


TradingSessionSubIDCodeSet
1=

Pre-Trading

Added EP58 [PreTrading]
2=

Opening or opening auction

Added EP58 [OpeningOrOpeningAuction]
3=

(Continuous) Trading

Added EP58 [Continuous]
4=

Closing or closing auction

Added EP58 [ClosingOrClosingAuction]
5=

Post-Trading

Added EP58 [PostTrading]
6=

Scheduled intraday auction

Added EP58 Updated EP163 [ScheduledIntradayAuction]
7=

Quiescent

Added EP58 [Quiescent]
8=

Any auction

Added EP131 [AnyAuction]
9=

Unscheduled intraday auction

An unscheduled intraday auction might be triggered by a circuit breaker.

Added EP163 [UnscheduledIntradayAuction]
10=

Out of main session trading

In the context of Market Model Typology Out of main session trading refers to both before and after session, neither auction nor continuous trading.

Added EP163 [OutOfMainSessionTrading]
11=

Private auction

An auction phase where only two parties participate.

Added EP168 [PrivateAuction]
12=

Public auction

An auction phase where all trading parties participate.

Added EP168 [PublicAuction]
13=

Group auction

An auction phase limited to specific parties (e.g. parties that have resting orders in the order book).

Added EP168 [GroupAuction]
Added FIX.4.3

Used in messages:
[Advertisement][AllocationInstruction][AllocationInstructionAlert][AllocationReport][CollateralAssignment][CollateralInquiry][CollateralInquiryAck][CollateralReport][CollateralRequest][DerivativeSecurityListRequest][ExecutionReport][OrderMassActionReport][OrderMassActionRequest][OrderMassCancelReport][OrderMassCancelRequest][OrderMassStatusRequest][Quote][QuoteCancel][QuoteResponse][QuoteStatusReport][QuoteStatusRequest][SecurityDefinitionRequest][SecurityListRequest][SecurityMassStatus][SecurityMassStatusRequest][SecurityStatus][SecurityStatusRequest][SecurityTypeRequest][SecurityTypes][TradeCaptureReportRequest][TradeMatchReport][TradingSessionListRequest][TradingSessionStatus][TradingSessionStatusRequest]

Used in components:
[BidCompReqGrp][BidCompRspGrp][MDFullGrp][MDIncGrp][MDStatisticParameters][QuotEntryAckGrp][QuotEntryGrp][QuotReqGrp][QuotReqRjctGrp][RFQReqGrp][TradingSessionRulesGrp][TrdCapRptAckSideGrp][TrdCapRptSideGrp][TrdSessLstGrp][TrdgSesGrp]