TradingSessionSubID

Tag 625

TradingSessionSubID

Abbreviation: SesSub
TypeString
Tag625
AddedFIX.4.3
Used in61 messages

Description

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

Wire Format & Usage Example

Single field (key=value)
625=1 (PreTrading)
In a FIX message (ExecutionReport)
8=FIX.4.4 | 9=... | 35=8 | 49=SENDER | 56=TARGET | 34=1 | 52=20240101-09:30:00.000 |  | 625=1 (PreTrading) |  | 10=...

Fields are delimited by SOH (ASCII 0x01), shown here as " | ". The highlighted field 625=1 (PreTrading) is this field's position in the message.

All valid values
WireNameDescription
625=1PreTradingPre-Trading
625=2OpeningOrOpeningAuctionOpening or opening auction
625=3Continuous(Continuous) Trading
625=4ClosingOrClosingAuctionClosing or closing auction
625=5PostTradingPost-Trading
625=6IntradayAuctionIntraday Auction
625=7QuiescentQuiescent

Enumerated Values

7
ValueSymbolic NameDescriptionAdded
1PreTradingPre-TradingFIX.5.0
2OpeningOrOpeningAuctionOpening or opening auctionFIX.5.0
3Continuous(Continuous) TradingFIX.5.0
4ClosingOrClosingAuctionClosing or closing auctionFIX.5.0
5PostTradingPost-TradingFIX.5.0
6IntradayAuctionIntraday AuctionFIX.5.0
7QuiescentQuiescentFIX.5.0