Trading Status Message Fields
The Trading Status message is used to indicate the current trading status of a Futures contract. A Trading Status message will be sent whenever a security's trading status changes. If a Trading Status message has not been received for a symbol, then the Trading Status for the symbol should be assumed to be S=Suspended. The following summarizes the Trading Status values in the CFE system:
- S = Suspended. A contract is in a suspended state when the associated product is closed and not accepting orders.
- Q = Accepting orders for queuing. Queuing state is used during the Pre-Open for all products. It is also used for spread instruments that may not be tradeable due to Threshold Width.
- T = Trading. Used for both Extended and Regular Hours trading.
- H = Halt state. This state is used for Supervisory Halts initiated by the Trade Desk. Orders are not being accepted in this state.
| Field Name | Offset | Length | Type/(Value) | Description |
|---|---|---|---|---|
| Length | 0 | 1 | Binary | Length of this message including this field. |
| Message Type | 1 | 1 | 0x31 | Trading Status message. |
| Time Offset | 2 | 4 | Binary | Nanosecond offset from last unit timestamp. |
| Symbol | 6 | 6 | Printable ASCII | Six character, base 62 symbol. |
| Reserved1 | 12 | 2 | Alpha | Reserved |
| Trading Status | 14 | 1 | Alpha |
|
| Reserved2 | 15 | 3 | Alphanumeric | Reserved |
| Total Length = 18 bytes | ||||