MsgType = BS
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.
Added
FIX.5.0
EP-1
Updated
FIX.5.0SP1
EP97
Expand Components | Collapse Components
| Field or Component | Field Name | FIXML name | Req'd | Comments | Depr. |
|---|
| Component(-) | StandardHeader | BaseHeader | |
MsgType = BS |
| 8 | BeginString | |
FIXT.1.1 (Always unencrypted, must be first field in message) | ||
| 9 | BodyLength | |
(Always unencrypted, must be second field in message) | ||
| 35 | MsgType | @MsgTyp | |
(Always unencrypted, must be third field in message) | |
| 1128 | ApplVerID | @ApplVerID |
Indicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence. | ||
| 1156 | ApplExtID | ||||
| 1129 | CstmApplVerID |
Used to support bilaterally agreed custom functionality | |||
| 49 | SenderCompID | @SID | |
(Always unencrypted) | |
| 56 | TargetCompID | @TID | |
(Always unencrypted) | |
| 115 | OnBehalfOfCompID | @OBID |
Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) | ||
| 128 | DeliverToCompID | @D2ID |
Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) | ||
| 90 | SecureDataLen |
Required to identify length of encrypted section of message. (Always unencrypted) | |||
| 91 | SecureData |
Required when message body is encrypted. Always immediately follows SecureDataLen field. | |||
| 34 | MsgSeqNum | @SeqNum | |
(Can be embedded within encrypted data section.) | |
| 50 | SenderSubID | @SSub |
(Can be embedded within encrypted data section.) | ||
| 142 | SenderLocationID | @SLoc |
Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) | ||
| 57 | TargetSubID | @TSub |
"ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.) | ||
| 143 | TargetLocationID | @TLoc |
Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) | ||
| 116 | OnBehalfOfSubID | @OBSub |
Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) | ||
| 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.) | ||
| 129 | DeliverToSubID | @D2Sub |
Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) | ||
| 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.) | ||
| 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.) | ||
| 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.) | ||
| 52 | SendingTime | @Snt | |
(Can be embedded within encrypted data section.) | |
| 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.) | ||
| 212 | XmlDataLen |
Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.) | |||
| 213 | 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 | |||
| 347 | MessageEncoding | @MsgEncd |
Type of message encoding (non-ASCII characters) used in a message's "Encoded" fields. Required if any "Encoding" fields are used. | ||
| 369 | LastMsgSeqNumProcessed |
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. |
| 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. |
| Repeating Group 627 | NoHops |
| 628 | HopCompID | @ID | |||
| 629 | HopSendingTime | @Snt | |||
| 630 | HopRefID | @Ref |
| end Repeating Group |
| end Component |
| end Component |
| Component(-) | ApplicationSequenceControl | ApplSeqCtrl |
| 1180 | ApplID | @ApplID |
Identifies the application with which a message is associated. Used only if application sequencing is in effect. | ||
| 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. | ||
| 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 | ||
| 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. |
| end Component |
| 335 | TradSesReqID | @ReqID |
Provided for a response to a specific Trading Session List Request message (snapshot). |
| Component(-) | TrdSessLstGrp | TrdSessLstGrp | |
| Repeating Group 386 | NoTradingSessions | |
| 336 | TradingSessionID | @SesID | |
Identifier for Trading Session | |
| 625 | TradingSessionSubID | @SesSub | |||
| 1327 | TradSesUpdateAction | @TradSesUpdtActn | |||
| 207 | SecurityExchange | @Exch | Depr FIX.5.0SP1 | ||
| 1301 | MarketID | @MktID |
Market for which Trading Session applies | ||
| 1300 | MarketSegmentID | @MktSegID |
Market Segment for which Trading Session applies | ||
| 1326 | TradingSessionDesc | @TradingSessionDesc | |||
| 338 | TradSesMethod | @Method |
Method of Trading | ||
| 339 | TradSesMode | @Mode |
Trading Session Mode | ||
| 325 | UnsolicitedIndicator | @Unsol |
"Y" if message is sent unsolicited as a result of a previous subscription request. | ||
| 340 | TradSesStatus | @Stat | |
State of trading session. | |
| 567 | TradSesStatusRejReason | @StatRejRsn |
Used with TradSesStatus = "Request Rejected" | ||
| 341 | TradSesStartTime | @StartTm |
Starting time of trading session | ||
| 342 | TradSesOpenTime | @OpenTm |
Time of the opening of the trading session | ||
| 343 | TradSesPreCloseTime | @PreClsTm |
Time of pre-close of trading session | ||
| 344 | TradSesCloseTime | @ClsTm |
Closing time of trading session | ||
| 345 | TradSesEndTime | @EndTm |
End time of trading session | ||
| 387 | TotalVolumeTraded | @TotVolTrdd |
| Component(-) | TradingSessionRules | TrdgSesRules |
Insert here the set of "TradingSessionRules" fields defined in "common components of application messages" |
| 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. |
| Repeating Group 1237 | NoOrdTypeRules |
Number of order types |
| 40 | OrdType | @OrdTyp |
Indicates order types that are valid for the specified market segment. |
| 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 |
| 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 |
| 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 |
| Repeating Group 1232 | NoExecInstRules |
Number of execution instructions |
| 1308 | ExecInstValue | @ExecInstValu |
Indicates execution instructions that are valid for the specified market segment |
| 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 |
| Repeating Group 1235 | NoMatchRules |
Number of match rules |
| 1142 | MatchAlgorithm | @MtchAlgo |
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 | ||
| 574 | MatchType | @MtchTyp |
The point in the matching process at which this trade was matched. |
| 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 |
| Repeating Group 1141 | NoMDFeedTypes |
The number of feed types and corresponding book depths associated with a security |
| 1022 | MDFeedType | @MDFeedTyp |
Describes a class of service for a given data feed | ||
| 264 | MarketDepth | @MktDepth |
The depth of book associated with a particular feed type | ||
| 1021 | MDBookType | @MDBkTyp |
Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection |
| end Repeating Group |
| end Component |
| end Component |
| 60 | TransactTime | @TxnTm | |||
| 58 | Text | @Txt | |||
| 354 | EncodedTextLen | @EncTxtLen |
Must be set if EncodedText field is specified and must immediately precede it. | ||
| 355 | EncodedText | @EncTxt |
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. |
| end Repeating Group |
| end Component |
| Component(-) | StandardTrailer | |
| 93 | SignatureLength |
Required when trailer contains signature. Note: Not to be included within SecureData field | |||
| 89 | Signature |
Note: Not to be included within SecureData field | |||
| 10 | CheckSum | |
(Always unencrypted, always last field in message) |
| end Component |
|