Page Comparison

XCDE Sessions follow the Foreign Exchange global standard for Start and End-of-Day locked to 5pm New York time (always local time, summer and winter). The Repo Instrument Far_Legs listed on SWAPREPO/Lend, ID = Intra-day, ON = Overnight, TOD-TOM = Today-Tomorrow for week-ends only and 1w = 1 week, 2w = 2 weeks are maturing on the 5pm New York datelines of their Maturity Date as follows.

Note that to minimise operations work during week-ends like in FX, ON Repo (Overnight) on Fridays are 3-day Repo spanning over the week-end.
An ID Repo traded on Saturday will have its Far_Leg maturing on Monday at 5pm NY. To clarify the "session" concept, make a TradingSessionListRequest REST call to this EndPoint and receive the current and future Sessions you can trade.
The active Instruments in each Session will be listed (next chapter) when filtering using the current session.

Trading Session List Request

Use this REST call to get details about the current and a few upcoming trading sessions available in SWAP/Lend.

API Key Permission: Read GET /API/swaplend/marketstructure/TradSessListReq

Request parameters

Field Name

Format

Req'd

Comments

StandardHeader

✓

MsgType = BI

TradSesReqID

String

✓

User generated, must be a unique ID

MarketID

Exchange

XCDE

MarketSegmentID

String

SWAP/Lend

TradingSessionID

String

If message is intended to determine the status of a Trading Session

TradSesMode

Int

Supported Session Modes:
1 = Testing
3 = Production

Next Security List Request