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
1 | = |
Pre-Trading
|
Added
FIX.5.0
EP58 | | [PreTrading] | 2 | = |
Opening or opening auction
|
Added
FIX.5.0
EP58 | | [OpeningOrOpeningAuction] | 3 | = |
(Continuous) Trading
|
Added
FIX.5.0
EP58 | | [Continuous] | 4 | = |
Closing or closing auction
|
Added
FIX.5.0
EP58 | | [ClosingOrClosingAuction] | 5 | = |
Post-Trading
|
Added
FIX.5.0
EP58 | | [PostTrading] | 6 | = |
Intraday Auction
|
Added
FIX.5.0
EP58 | | [IntradayAuction] | 7 | = |
Quiescent
|
Added
FIX.5.0
EP58 | | [Quiescent] |
|