Hi, Is anyone aware of a concept that exists within the standard that supports the buy-side sending in “do not expect another order on this security or market today”. The equivalent of a DFD message but inbound rather than from the Broker.
DFD (done for day) is a concept that applies to an order, not necessarily to a direction (inbound/outbound). You want to communicate the fact that there will be no more orders for a specific scope. Suggest to use TradingSessionStatus(35=h) for that with TradingSessionStatus(336)=1 (Day) and TradSesStatus(340)=3 (Closed) and optionally use additional fields (Instrument component, MarketID(1301), MarketSegmentID(1300)) to limit the scope to a security, group of securities, or market (segment).