Trading Status Message Fields
The Trading Status message is used to indicate the current trading status of a symbol. A Trading Status message will be sent for all symbols as they transition through various trading states. If a Trading Status message has not been received for a symbol, then the Trading Status for the symbol should be assumed to be H = Halted. The following summarizes the Trading Status values for options in the CFE system:
- H = Halted state. This state is used for Supervisory Halts initiated by the Trade Desk. Orders are not being accepted in this state.
- Q = Queuing state. This state is used when orders are being accepted for queuing. The Queuing state is used during the pre-open for all symbols. It is also used for spread instruments that may not be tradeable due to Threshold Width.
- T = Trading state. This state is used when the symbol is available for trading.
CFE will send a Trading Status of Q once orders can be accepted for queuing in preparation for the open. At or after the opening time, CFE will send a Trading Status of T as symbols are opened for trading. Once trading is done for the day CFE will send a Trading Status of H indicating the symbol is Halted.
| 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. | |
| Reserved1 | 12 | 2 | Binary | Reserved | |
| Trading Status | 14 | 1 | Alpha |
| |
| Reserved2 | 15 | 3 | Binary | Reserved | |
| Total Length = 18 bytes | |||||