Type: String
Optional market assigned sub identifier for 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.
Added in protocol FIX.4.3
See in: FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.
Used in messages
- Advertisement (7)
- Allocation (J)
- Bid Request (k)
- Bid Response (lowercase L) (l)
- Cross Order Cancel/Replace Request (a.k.a. Cross Order Modification Request) (t)
- Derivative Security List (AA)
- Derivative Security List Request (z)
- Execution Report (8)
- Market Data-Incremental Refresh (X)
- Market Data Request (V)
- Market Data-Snapshot/Full Refresh (W)
- Mass Quote (i)
- Mass Quote Acknowledgement (b)
- Multileg Order Cancel/Replace (a.k.a. Multileg Order Modification Request) (AC)
- New Order – Cross (s)
- Order List (E)
- New Order – Multileg (AB)
- Order Single (D)
- Order Cancel/Replace Request (G)
- Order Mass Cancel Report (r)
- Order Mass Cancel Request (q)
- Order Mass Status Request (AF)
- Quote (S)
- Quote Cancel (Z)
- Quote Request (R)
- Quote Request Reject (AG)
- Quote Status Report (AI)
- Quote Status Request (a)
- RFQ Request (AH)
- Security Definition (d)
- Security Definition Request (c)
- Security List (y)
- Security List Request (x)
- Security Status (f)
- Security Status Request (e)
- Security Type Request (v)
- Security Types (w)
- Settlement Instructions (T)
- Trade Capture Report (AE)
- Trading Session Status (h)
- Trading Session Status Request (g)