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

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		REPO/Lend
>	TradingSessionDesc	String		Description like “Monday 5th September 2022”
>	TradSesStatus	Int	✓	State of trading session: 0 = Unknown 1 = Halted 2 = Open 3 = Closed 6 = Request Rejected
>	TradSesStatusRejReason	Int		If TradSesStatus = "Request Rejected" 1 = Unknown or invalid TradingSessionID 99 = Other
>	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: 0 =Day (or session) 1 =Good Till Cancel (GTC) 3 =Immediate Or Cancel (IOC) 4 =Fill Or Kill (FOK) 6 =Good Till Date (GTD) For now only GTC(1) is a valid answer.
>>	<MarketDataFeedTypes> Repeating block			Available market data feed
>>>	MarketDepth	Int		Depth of book supported: 0 = full book depth 1 = top of book
>>>	MDBookType	Int		Type of book supported: 2 = Price Depth (as opposed to Order depth)
>	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": "REPO/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": "REPO/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": "REPO/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": "REPO/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": "REPO/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: REPO/Lend
  TradingSessionDesc: Tuesday 6th September 2022
  TradSesStatus: 0
  TradSesStartTime: 20220905-22:00:00
  TradSesEndTime: 20220906-22:00:00
TradingSessionID: 20220907
  MarketID: XCDE
  MarketSegmentID: REPO/Lend
  TradingSessionDesc: Wednesday 7th September 2022
  TradSesStatus: 0
  TradSesStartTime: 20220906-22:00:00
  TradSesEndTime: 20220907-22:00:00
TradingSessionID: 20220908
  MarketID: XCDE
  MarketSegmentID: REPO/Lend
  TradingSessionDesc: Thursday 8th September 2022
  TradSesStatus: 0
  TradSesStartTime: 20220907-22:00:00
  TradSesEndTime: 20220908-22:00:00
TradingSessionID: 20220909
  MarketID: XCDE
  MarketSegmentID: REPO/Lend
  TradingSessionDesc: Friday 9th September 2022
  TradSesStatus: 0
  TradSesStartTime: 20220908-22:00:00
  TradSesEndTime: 20220909-22:00:00
TradingSessionID: 20220912
  MarketID: XCDE
  MarketSegmentID: REPO/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 !