EBS Ai Trading Session List

EBS Ai Standard Header

35=BJ

386

NoTradingSessions

Y

Int

Number of Tradng Sessions

→336

TradingSessionID

Y

Int

Identifier for a Trading Session.

A Trading Session spans an extended period of time during which specific types of orders or specific instruments can be submitted.

The TradingSessionID will be required on the Order only for MarketSegmentID of “Fixing”.
For example: “764”

→1300

MarketSegmentID

Y

String

Identifies the type of order book in which the instrument is traded. For example, “Fixing” or “Standard”

→1326

TradingSessionDesc

Y

String

Trading Session Description.

For example, “BOC 12:00 America/NewYork” 
The time within the name is the local time in the time zone of the Fix for the “Fixing” MarketSegmentID.

→20106

ValuationSource

N

String

Fixing Source

For example:  “WM”, “BOC”

→342

TradSesOpenTime

Y

DateTime

Time of the opening of the trading session. (expressed in "GMT")

Format

YYYYMMDD-HH:MM:SS (in GMT)

→344

TradSesCloseTime

Y

DateTime

Time of the closing of the trading session (expressed in "GMT")

Format

YYYYMMDD-HH:MM:SS (in GMT)

→20107

ValuationDateTime

N

DateTime

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

Format

YYYYMMDD-HH:MM:SS (in GMT)

→340

TradeSesStatus

Y

Int

Status of the Trading Session

Valid Values are:

2 – Open

3 - Closed

EBS Ai Standard Trailer