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.

  Table 1. Trading Status Message Fields

  Field Name	JSON	Value/Type	Description
  Message Type	m	Alphanumeric	TS
  Time Offset	to	Integer	Nanosecond offset from last unit timestamp.
  Symbol	sy	Alphanumeric	Six character, base 62 symbol.
  Trading Status	h	Alphanumeric	S = Suspended Q = Queuing T = Trading H = Halted