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 NameFormatReq'dComments
<StandardHeader> Component block✓MsgType = BJ
MsgTypeString✓BI = TradingSessionListRequest
MsgSeqNumSeqNum✓Incremental number used to identify if receiver missed a message
SendingTimeUTCTimestamp✓Time of sending this message
TradSesReqIDStringProvided for a response to a specific Trading Session List Request message (snapshot).
<TrdSessLstGrp> Repeating block
> TradingSessionIDString✓Identifier for Trading Session, e.g. 20220905
> MarketIDExchangeXCDE
> MarketSegmentIDStringREPO/Lend
> TradingSessionDescStringDescription like “Monday 5th September 2022”
> TradSesStatusInt✓State of trading session:
0 = Unknown
1 = Halted
2 = Open
3 = Closed
6 = Request Rejected
> TradSesStatusRejReasonIntIf TradSesStatus = "Request Rejected"
1 = Unknown or invalid TradingSessionID
99 = Other
> TradSesStartTimeUTCTimestampStarting time of trading session
> TradSesEndTimeUTCTimestampEnd time of trading session
> <TradingSessionRules> Component blockInformation about REPO/Lend "TradingSessionRules"
>> <OrdTypeRules> Repeating groupOrder types valid for trading
>>> OrdTypeChar2 = Limit only supported
>> <TimeInForceRules> Repeating groupSpecifies the time in force rules that are valid for trading
>>> TimeInForceCharSupported 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 blockAvailable market data feed
>>> MarketDepthIntDepth of book supported:
0 = full book depth
1 = top of book
>>> MDBookTypeIntType of book supported:
2 = Price Depth (as opposed to Order depth)
> TransactTimeUTCTimestamp20220825-11:42:74.283
> TextStringHappy trading!
Response example:
  1{
  2  "Header": {
  3    "MsgType": "BJ",
  4    "MsgSeqNum": "78252435",
  5    "SenderCompID": "SENDER",
  6    "TargetCompID": "TARGET",
  7    "SendingTime": "20220905-18:54:43.126"
  8  },
  9  "TradSesReqID": "8255gs009",
 10  "TrdSessLstGrp": [
 11    {
 12      "TradingSessionID": "20220906",
 13      "MarketID": "XCDE",
 14      "MarketSegmentID": "REPO/Lend",
 15      "TradingSessionDesc": "Tuesday 6th September 2022",
 16      "TradSesStatus": "0",
 17      "TradSesStartTime": "20220905-22:00:00",
 18      "TradSesEndTime": "20220906-22:00:00",
 19      "TradingSessionRules": {
 20        "OrdTypeRules": [
 21          {
 22            "OrdType": "2"
 23          }
 24        ],
 25        "TimeInForceRules": [
 26          {
 27            "TimeInForce": "1"
 28          }
 29        ],
 30        "MarketDataFeedTypes": [
 31          {
 32            "MarketDepth": "0",
 33            "MDBookType": "2"
 34          },
 35          {
 36            "MarketDepth": "1",
 37            "MDBookType": "2"
 38          }
 39        ]
 40      },
 41      "TransactTime": "20220905-18:54:43.045"
 42    },
 43    {
 44      "TradingSessionID": "20220907",
 45      "MarketID": "XCDE",
 46      "MarketSegmentID": "REPO/Lend",
 47      "TradingSessionDesc": "Wednesday 7th September 2022",
 48      "TradSesStatus": "0",
 49      "TradSesStartTime": "20220906-22:00:00",
 50      "TradSesEndTime": "20220907-22:00:00",
 51      "TradingSessionRules": {
 52        "OrdTypeRules": [
 53          {
 54            "OrdType": "2"
 55          }
 56        ],
 57        "TimeInForceRules": [
 58          {
 59            "TimeInForce": "1"
 60          }
 61        ],
 62        "MarketDataFeedTypes": [
 63          {
 64            "MarketDepth": "0",
 65            "MDBookType": "2"
 66          },
 67          {
 68            "MarketDepth": "1",
 69            "MDBookType": "2"
 70          }
 71        ]
 72      },
 73      "TransactTime": "20220905-18:54:43.045"
 74    },
 75    {
 76      "TradingSessionID": "20220908",
 77      "MarketID": "XCDE",
 78      "MarketSegmentID": "REPO/Lend",
 79      "TradingSessionDesc": "Thursday 8th September 2022",
 80      "TradSesStatus": "0",
 81      "TradSesStartTime": "20220907-22:00:00",
 82      "TradSesEndTime": "20220908-22:00:00",
 83      "TradingSessionRules": {
 84        "OrdTypeRules": [
 85          {
 86            "OrdType": "2"
 87          }
 88        ],
 89        "TimeInForceRules": [
 90          {
 91            "TimeInForce": "1"
 92          }
 93        ],
 94        "MarketDataFeedTypes": [
 95          {
 96            "MarketDepth": "0",
 97            "MDBookType": "2"
 98          },
 99          {
100            "MarketDepth": "1",
101            "MDBookType": "2"
102          }
103        ]
104      },
105      "TransactTime": "20220905-18:54:43.045"
106    },
107    {
108      "TradingSessionID": "20220909",
109      "MarketID": "XCDE",
110      "MarketSegmentID": "REPO/Lend",
111      "TradingSessionDesc": "Friday 9th September 2022",
112      "TradSesStatus": "0",
113      "TradSesStartTime": "20220908-22:00:00",
114      "TradSesEndTime": "20220909-22:00:00",
115      "TradingSessionRules": {
116        "OrdTypeRules": [
117          {
118            "OrdType": "2"
119          }
120        ],
121        "TimeInForceRules": [
122          {
123            "TimeInForce": "1"
124          }
125        ],
126        "MarketDataFeedTypes": [
127          {
128            "MarketDepth": "0",
129            "MDBookType": "2"
130          },
131          {
132            "MarketDepth": "1",
133            "MDBookType": "2"
134          }
135        ]
136      },
137      "TransactTime": "20220905-18:54:43.045"
138    },
139    {
140      "TradingSessionID": "20220912",
141      "MarketID": "XCDE",
142      "MarketSegmentID": "REPO/Lend",
143      "TradingSessionDesc": "Monday 12th September 2022",
144      "TradSesStatus": "0",
145      "TradSesStartTime": "20220909-22:00:00",
146      "TradSesEndTime": "20220912-22:00:00",
147      "TradingSessionRules": {
148        "OrdTypeRules": [
149          {
150            "OrdType": "2"
151          }
152        ],
153        "TimeInForceRules": [
154          {
155            "TimeInForce": "1"
156          }
157        ],
158        "MarketDataFeedTypes": [
159          {
160            "MarketDepth": "0",
161            "MDBookType": "2"
162          },
163          {
164            "MarketDepth": "1",
165            "MDBookType": "2"
166          }
167        ]
168      },
169      "TransactTime": "20220905-18:54:43.045"
170    }
171  ]
172}