EBS Ai Trading Session Status and Date Updates

EBS Ai Standard Header

Y

35=h

336

TradingSessionID

Y

Identifier for Trading Session.

1300

MarketSegmentID

Y

“Fixing”

“Standard”

Identifies the type of order book in which the instrument is traded.

340

TradSesStatus

Y

2 = Open

3 = Closed

1006 = Trading Day Update

1007 = Value Date Update

1008 = Trade Date Update

State of the trading session.

75

TradeDate

N

Indicates date of trade referenced in this message in YYYYMMDD format. (expressed in local time at place of trade).

This tag is required whenever the TradSesStatus is equal to “1006”, Trading Day Update and will indicate the new effective Trade Date.

55

Symbol

N

Base/Local Denotes the currency pair in CCY1/CCY2 convention.

This tag is required whenever the TradSesStatus tag is equal to:

1008 - Trade Date Update
1007 - Value Date Update

461

CFICode

N

RCSXXX

FFCNNO 

FFCNNW 

RCSXXX = FX Spot

FFCNNO = NDF

FFCNNW = NDF Swap (NDS)

63

SettlType

N

0 = Regular FX Spot settlement (T+1 or T+2 depending on currency)

1 = Cash (TOD / T+0)

2 = Next Day (TOM / T+1)

6 = Future

B = Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified

C = FX Spot Next settlement (Spot+1, aka next day)

Dx = NDF tenor expression for "days", e.g. "D5", where "x" is any integer > 0

Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0

Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0

Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0

B = Fixed Date tenor for Fixed Date NDFs only. The Settlement Date will be provided in tag 64, SettlDate.

This tag is required whenever the TradSesStatus tag is equal to:

1008 - Trade Date Update
1007 - Value Date Update

64

SettlDate

N

When the TradSesStatus tag is equal to 1007:

• Spot pair - value date

• NDF – settlement date

When the TradSesStatus tag is equal to 1008:

• Fixed Date NDFs only – settlement date

541

MaturityDate

N

Fixing date (local market date) – only for NDFs.

This tag is required whenever the TradSesStatus tag is equal to:

1007 - Value Date Update

9995

SpotValueDateForNDF

N

Spot value date for NDF/NDS only

This tag is required whenever the TradSesStatus tag is equal to

1007 - Value Date Update.

58

Text

N

Description of warning message 

20107

ValuationDateTime

N

2 – Open
3 - Closed

Fixing publication time - as provided by the Fixing valuation source (tag 20106) in the Trading Session List message.

This tag is provided when the MarketSegmentID = “Fixing” and the TradSesStatus tag is equal to:

2 – Open
3 - Closed

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