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 SWAP/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.
Session
Start
End
Tuesday
Mon 5pm
Tuesday 5pm
Wednesday
Tue 5pm
Wed 5pm
Thursday
Wed 5pm
Thu 5pm
Friday
Thu 5pm
Fri 5pm
Monday
Fri 5pm
Mon 5pm
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> Component block
✓
MsgType = BI
MsgType
String
✓
BI = TradingSessionListRequest
MsgSeqNum
SeqNum
✓
SendingTime
UTCTimestamp
✓
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
Example SecurityListRequest:
Requesting all Active 1 week REPO Instruments for BTC/USD and BTC/USDT Underlyings
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