- Created by Franck MIKULECZ, last modified by David Matraberci on Sept 20, 2022
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Trading Session List
A Trading Session List message will be returned as a synchronous response, containing the characteristics of the current and a few upcoming trading sessions with their state and various useful information. It will echo the TradSesReqID value from the Trading Session List Request it is responding to.
Response format
Field Name | Format | Req'd | Comments | |
---|---|---|---|---|
<StandardHeader> Component block | ✓ | MsgType = BJ | ||
MsgType | String | ✓ | BI = TradingSessionListRequest | |
MsgSeqNum | SeqNum | ✓ | Incremental number used to identify if receiver missed a message | |
SendingTime | UTCTimestamp | ✓ | Time of sending this message | |
TradSesReqID | String | Provided for a response to a specific Trading Session List Request message (snapshot). | ||
<TrdSessLstGrp> Repeating block | ||||
> | TradingSessionID | String | ✓ | Identifier for Trading Session, e.g. 20220905 |
> | MarketID | Exchange | XCDE | |
> | MarketSegmentID | String | SWAP/Lend | |
> | TradingSessionDesc | String | Description like “Monday 5th September 2022” | |
> | TradSesStatus | Int | ✓ | State of trading session: |
> | TradSesStatusRejReason | Int | If TradSesStatus = "Request Rejected" | |
> | TradSesStartTime | UTCTimestamp | Starting time of trading session | |
> | TradSesEndTime | UTCTimestamp | End time of trading session | |
> | <TradingSessionRules> Component block | Information about SWAP/Lend "TradingSessionRules" | ||
>> | <OrdTypeRules> Repeating group | Order types valid for trading | ||
>>> | OrdType | Char | 2 = Limit only supported | |
>> | <TimeInForceRules> Repeating group | Specifies the time in force rules that are valid for trading | ||
>>> | TimeInForce | Char | Supported values: For now only GTC(1) is a valid answer. | |
>> | <MarketDataFeedTypes> Repeating block | Available market data feed | ||
>>> | MarketDepth | Int | Depth of book supported: | |
>>> | MDBookType | Int | Type of book supported: | |
> | TransactTime | UTCTimestamp | 20220825-11:42:74.283 | |
> | Text | String | Happy trading ! |
Response example:
{ "Header": { "MsgType": "BJ", "MsgSeqNum": "78252435", "SenderCompID": "SENDER", "TargetCompID": "TARGET", "SendingTime": "20220905-18:54:43.126" }, "TradSesReqID": "8255gs009", "TrdSessLstGrp": [ { "TradingSessionID": "20220906", "MarketID": "XCDE", "MarketSegmentID": "SWAP/Lend", "TradingSessionDesc": "Tuesday 6th September 2022", "TradSesStatus": "0", "TradSesStartTime": "20220905-22:00:00", "TradSesEndTime": "20220906-22:00:00", "TradingSessionRules": { "OrdTypeRules": [ { "OrdType": "2" } ], "TimeInForceRules": [ { "TimeInForce": "1" } ], "MarketDataFeedTypes": [ { "MarketDepth": "0", "MDBookType": "2" }, { "MarketDepth": "1", "MDBookType": "2" } ] }, "TransactTime": "20220905-18:54:43.045" }, { "TradingSessionID": "20220907", "MarketID": "XCDE", "MarketSegmentID": "SWAP/Lend", "TradingSessionDesc": "Wednesday 7th September 2022", "TradSesStatus": "0", "TradSesStartTime": "20220906-22:00:00", "TradSesEndTime": "20220907-22:00:00", "TradingSessionRules": { "OrdTypeRules": [ { "OrdType": "2" } ], "TimeInForceRules": [ { "TimeInForce": "1" } ], "MarketDataFeedTypes": [ { "MarketDepth": "0", "MDBookType": "2" }, { "MarketDepth": "1", "MDBookType": "2" } ] }, "TransactTime": "20220905-18:54:43.045" }, { "TradingSessionID": "20220908", "MarketID": "XCDE", "MarketSegmentID": "SWAP/Lend", "TradingSessionDesc": "Thursday 8th September 2022", "TradSesStatus": "0", "TradSesStartTime": "20220907-22:00:00", "TradSesEndTime": "20220908-22:00:00", "TradingSessionRules": { "OrdTypeRules": [ { "OrdType": "2" } ], "TimeInForceRules": [ { "TimeInForce": "1" } ], "MarketDataFeedTypes": [ { "MarketDepth": "0", "MDBookType": "2" }, { "MarketDepth": "1", "MDBookType": "2" } ] }, "TransactTime": "20220905-18:54:43.045" }, { "TradingSessionID": "20220909", "MarketID": "XCDE", "MarketSegmentID": "SWAP/Lend", "TradingSessionDesc": "Friday 9th September 2022", "TradSesStatus": "0", "TradSesStartTime": "20220908-22:00:00", "TradSesEndTime": "20220909-22:00:00", "TradingSessionRules": { "OrdTypeRules": [ { "OrdType": "2" } ], "TimeInForceRules": [ { "TimeInForce": "1" } ], "MarketDataFeedTypes": [ { "MarketDepth": "0", "MDBookType": "2" }, { "MarketDepth": "1", "MDBookType": "2" } ] }, "TransactTime": "20220905-18:54:43.045" }, { "TradingSessionID": "20220912", "MarketID": "XCDE", "MarketSegmentID": "SWAP/Lend", "TradingSessionDesc": "Monday 12th September 2022", "TradSesStatus": "0", "TradSesStartTime": "20220909-22:00:00", "TradSesEndTime": "20220912-22:00:00", "TradingSessionRules": { "OrdTypeRules": [ { "OrdType": "2" } ], "TimeInForceRules": [ { "TimeInForce": "1" } ], "MarketDataFeedTypes": [ { "MarketDepth": "0", "MDBookType": "2" }, { "MarketDepth": "1", "MDBookType": "2" } ] }, "TransactTime": "20220905-18:54:43.045" } ] }
MsgType: BJ MsgSeqNum: 78252435 SendingTime: 20220905-18:54:43.126 TradSesReqID: 8255gs009 TrdSessLstGrp TradingSessionID: 20220906 MarketID: XCDE MarketSegmentID: SWAP/Lend TradingSessionDesc: Tuesday 6th September 2022 TradSesStatus: 0 TradSesStartTime: 20220905-22:00:00 TradSesEndTime: 20220906-22:00:00 TradingSessionID: 20220907 MarketID: XCDE MarketSegmentID: SWAP/Lend TradingSessionDesc: Wednesday 7th September 2022 TradSesStatus: 0 TradSesStartTime: 20220906-22:00:00 TradSesEndTime: 20220907-22:00:00 TradingSessionID: 20220908 MarketID: XCDE MarketSegmentID: SWAP/Lend TradingSessionDesc: Thursday 8th September 2022 TradSesStatus: 0 TradSesStartTime: 20220907-22:00:00 TradSesEndTime: 20220908-22:00:00 TradingSessionID: 20220909 MarketID: XCDE MarketSegmentID: SWAP/Lend TradingSessionDesc: Friday 9th September 2022 TradSesStatus: 0 TradSesStartTime: 20220908-22:00:00 TradSesEndTime: 20220909-22:00:00 TradingSessionID: 20220912 MarketID: XCDE MarketSegmentID: SWAP/Lend TradingSessionDesc: Monday 12th September 2022 TradSesStatus: 0 TradSesStartTime: 20220909-22:00:00 TradSesEndTime: 20220912-22:00:00 TradingSessionRules OrdTypeRules OrdType: 2 TimeInForceRules TimeInForce: 0,1,3,4,6 MarketDataFeedTypes MarketDepth: 0,1 MDBookType: 2 TransactTime: 20220905-18:54:43.045 Text: Happy trading !
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