Session State
Message is “Trading Session Status” (35=h)
OpenYieldSubscriberTR
| Tag | Name | Required | Notes |
|---|---|---|---|
| 336 | TradingSessionID | Required | Always 'Marketplace' |
| 340 | TradSesStatus | Required | 0=Unknown·1=Halted·2=Open·3=Closed·4=Pre-Open |
| 341 | TradSesStartTime | Optional | UTC time when Pre-Open begins |
| 342 | TradSesOpenTime | Optional | UTC time when marketplace opens |
| 344 | TradSesCloseTime | Optional | UTC time when marketplace closes |
On logon and on every state change, OpenYield sends a Trading Session Status (35=h) on the Trading (-TR) session.
On a halt, OpenYield sends Halted (340=1):
When a halt is lifted, the marketplace moves to Closed (340=3), then Pre-Open (340=4), then Open (340=2). The Closed message carries the Pre-Open start time (341), open time (342), and close time (344), all in UTC:
At Pre-Open, OpenYield sends Pre-Open (340=4) with the expected open time (342):
At Open, OpenYield sends Open (340=2):