Code Set
TradingSessionSubIDCodeSet
| ID | 625 |
| Type | String |
| Pedigree | Added FIX.4.3 |
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
| Name | Value | Synopsis | Elaboration | Pedigree |
|---|---|---|---|---|
| PreTrading | 1 | Pre-Trading | Added EP58 | |
| OpeningOrOpeningAuction | 2 | Opening or opening auction | Added EP58 | |
| Continuous | 3 | (Continuous) Trading | Added EP58 | |
| ClosingOrClosingAuction | 4 | Closing or closing auction | Added EP58 | |
| PostTrading | 5 | Post-Trading | Added EP58 | |
| ScheduledIntradayAuction | 6 | Scheduled intraday auction | Added EP58, Updated EP163 | |
| Quiescent | 7 | Quiescent | Added EP58 | |
| AnyAuction | 8 | Any auction | Added EP131 | |
| UnscheduledIntradayAuction | 9 | Unscheduled intraday auction | An unscheduled intraday auction might be triggered by a circuit breaker. | Added EP163 |
| OutOfMainSessionTrading | 10 | Out of main session trading | In the context of Market Model Typology "Out of main session trading" refers to both before and after session, neither auction nor continuous trading. | Added EP163 |
| PrivateAuction | 11 | Private auction | An auction phase where only two parties participate. | Added EP168 |
| PublicAuction | 12 | Public auction | An auction phase where all trading parties participate. | Added EP168 |
| GroupAuction | 13 | Group auction | An auction phase limited to specific parties (e.g. parties that have resting orders in the order book). | Added EP168 |
| OrderInitiatedAuction | 14 | Order initiated auction | Auction automatically triggered by an order, e.g. an incoming order or a resting order that can be matched based on an incoming order. Use 9="Unscheduled intraday auction" for any other auctions that are not scheduled. In the context of Market Model Topology, this can be used for an on demand auction (a.k.a. frequent batched auction). | Added EP286 |
| Other | 99 | Other | In the context of the EU Consolidated Tape, this is used for a trading phase that is not included in the list defined by ESMA. | Added EP300 |
Used in components:
Used in groups:
Used in messages:
- Advertisement
- AllocationInstruction
- AllocationInstructionAlert
- AllocationReport
- CollateralAssignment
- CollateralInquiry
- CollateralInquiryAck
- CollateralReport
- CollateralRequest
- DerivativeSecurityListRequest
- ExecutionReport
- OrderMassActionReport
- OrderMassActionRequest
- OrderMassCancelReport
- OrderMassCancelRequest
- OrderMassStatusRequest
- Quote
- QuoteCancel
- QuoteResponse
- QuoteStatusReport
- QuoteStatusRequest
- SecurityDefinitionRequest
- SecurityListRequest
- SecurityMassStatus
- SecurityMassStatusRequest
- SecurityStatus
- SecurityStatusRequest
- SecurityTypeRequest
- SecurityTypes
- TradeCaptureReportRequest
- TradeMatchReport
- TradingSessionListRequest
- TradingSessionStatus
- TradingSessionStatusRequest
Orchimate Copyright 2026 Atomic Wire Technology Limited
Orchestra Copyright 2026 FIX Protocol Ltd
Terms of Use|Privacy Policy