# Exchange and Market holidays

**URL:** <https://forum.fixtrading.org/t/exchange-and-market-holidays/4043>\
**Category:** General Q&A\
**Tags:** general-qa, xid\_167262, imported\
**Created:** [April 30, 2009, 7:30am UTC](https://forum.fixtrading.org/t/exchange-and-market-holidays/4043 "2009-04-30T07:30:44Z")\
**Posts on this page:** 7\
**Page:** 1

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**Author:** ![malcolmmelville\_x](https://avatars.discourse-cdn.com/v4/letter/m/0ea827/32.png) [@malcolmmelville\_x](https://forum.fixtrading.org/u/malcolmmelville_x)\
**Post date:** [April 30, 2009, 7:30am UTC](https://forum.fixtrading.org/t/exchange-and-market-holidays/4043/1 "2009-04-30T07:30:44Z")

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Imported from previous forum

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<div class="post-metadata">

**Author:** ![malcolmmelville\_x](https://avatars.discourse-cdn.com/v4/letter/m/0ea827/32.png) [@malcolmmelville\_x](https://forum.fixtrading.org/u/malcolmmelville_x)\
**Post date:** [April 30, 2009, 7:30am UTC](https://forum.fixtrading.org/t/exchange-and-market-holidays/4043/2 "2009-04-30T07:30:44Z")

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Has any work been done on representing market / exchange holidays as a sequence of announcements? I am sure I read something about doing this in FIX 4 or 5. For some instrument classes the SecurityDefnition can carry the information but where you get periodic instruments - say like MoneyMarket deposits - this does not look so good to me. So is there some preferred way of shipping market wide static data or is it assumed to move oob say via email?

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**Author:** ![christophjohn](https://yyz2.discourse-cdn.com/flex010/user_avatar/forum.fixtrading.org/christophjohn/32/689_2.png) [@christophjohn](https://forum.fixtrading.org/u/christophjohn)\
**Post date:** [May 4, 2011, 3:15pm UTC](https://forum.fixtrading.org/t/exchange-and-market-holidays/4043/3 "2011-05-04T15:15:02Z")

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Hi,

sorry for reviving this two year old thread. I was wondering how or if you have solved this in the meantime.

I am trying to achieve roughly the same as you and want to send some calendar events (mainly for market holidays) to the FIX counterparty. These will be applicable for the whole market. Hence I do not want to send the same information on e.g. every SecurityDefinition message.

Thanks in advance for any hints.  
Cheers  
Chris.

> Has any work been done on representing market / exchange holidays as a sequence of announcements? I am sure I read something about doing this in FIX 4 or 5. For some instrument classes the SecurityDefnition can carry the information but where you get periodic instruments - say like MoneyMarket deposits - this does not look so good to me. So is there some preferred way of shipping market wide static data or is it assumed to move oob say via email?

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**Author:** ![xavierbruyet](https://avatars.discourse-cdn.com/v4/letter/x/c5a1d2/32.png) [@xavierbruyet](https://forum.fixtrading.org/u/xavierbruyet)\
**Post date:** [May 4, 2011, 4:04pm UTC](https://forum.fixtrading.org/t/exchange-and-market-holidays/4043/4 "2011-05-04T16:04:19Z")

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I’ve already seen counterparts using news messages for that purpose. But it’s not ideal since the text needs to be parsed to decode dates…

> Hi,
> 
> sorry for reviving this two year old thread. I was wondering how or if you have solved this in the meantime.
> 
> I am trying to achieve roughly the same as you and want to send some calendar events (mainly for market holidays) to the FIX counterparty. These will be applicable for the whole market. Hence I do not want to send the same information on e.g. every SecurityDefinition message.
> 
> Thanks in advance for any hints.  
> Cheers  
> Chris.
> 
> > Has any work been done on representing market / exchange holidays as a sequence of announcements? I am sure I read something about doing this in FIX 4 or 5. For some instrument classes the SecurityDefnition can carry the information but where you get periodic instruments - say like MoneyMarket deposits - this does not look so good to me. So is there some preferred way of shipping market wide static data or is it assumed to move oob say via email?

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**Author:** ![denniswiatzka92\_x](https://avatars.discourse-cdn.com/v4/letter/d/74df32/32.png) [@denniswiatzka92\_x](https://forum.fixtrading.org/u/denniswiatzka92_x)\
**Post date:** [May 4, 2011, 4:40pm UTC](https://forum.fixtrading.org/t/exchange-and-market-holidays/4043/5 "2011-05-04T16:40:17Z")

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Perhaps you could include the upcoming holiday information in trading session status messages?

> I’ve already seen counterparts using news messages for that purpose. But it’s not ideal since the text needs to be parsed to decode dates…
> 
> > Hi,
> > 
> > sorry for reviving this two year old thread. I was wondering how or if you have solved this in the meantime.
> > 
> > I am trying to achieve roughly the same as you and want to send some calendar events (mainly for market holidays) to the FIX counterparty. These will be applicable for the whole market. Hence I do not want to send the same information on e.g. every SecurityDefinition message.
> > 
> > Thanks in advance for any hints.  
> > Cheers  
> > Chris.
> > 
> > > Has any work been done on representing market / exchange holidays as a sequence of announcements? I am sure I read something about doing this in FIX 4 or 5. For some instrument classes the SecurityDefnition can carry the information but where you get periodic instruments - say like MoneyMarket deposits - this does not look so good to me. So is there some preferred way of shipping market wide static data or is it assumed to move oob say via email?

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**Author:** ![hanno.klein](https://yyz2.discourse-cdn.com/flex010/user_avatar/forum.fixtrading.org/hanno.klein/32/38_2.png) [@hanno.klein](https://forum.fixtrading.org/u/hanno.klein)\
**Post date:** [May 4, 2011, 5:15pm UTC](https://forum.fixtrading.org/t/exchange-and-market-holidays/4043/6 "2011-05-04T17:15:55Z")

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I concur with Dennis to use TradingSessionStatus (h) for that purpose. We might propose to add a standard value of TBD=Holiday for TradingSessionID (336) which you could already add now as a non-standard value (Reserved100Plus).  
TradingSessionStatus allows you to define the scope of the holiday to be anything from market wide by using MarketID(1301)all the way down to the instrument level by using Symbol or SecurityID in the the block. TradSesStartTime and TradSesEndTime are generic enough to define a range of one or more complete days.  
Another option is to use the new SecurityMassStatus (CO) message where you can define a group of instruments to which the holiday should apply.

> Perhaps you could include the upcoming holiday information in trading session status messages?
> 
> > I’ve already seen counterparts using news messages for that purpose. But it’s not ideal since the text needs to be parsed to decode dates…
> > 
> > > Hi,
> > > 
> > > sorry for reviving this two year old thread. I was wondering how or if you have solved this in the meantime.
> > > 
> > > I am trying to achieve roughly the same as you and want to send some calendar events (mainly for market holidays) to the FIX counterparty. These will be applicable for the whole market. Hence I do not want to send the same information on e.g. every SecurityDefinition message.
> > > 
> > > Thanks in advance for any hints.  
> > > Cheers  
> > > Chris.
> > > 
> > > > Has any work been done on representing market / exchange holidays as a sequence of announcements? I am sure I read something about doing this in FIX 4 or 5. For some instrument classes the SecurityDefnition can carry the information but where you get periodic instruments - say like MoneyMarket deposits - this does not look so good to me. So is there some preferred way of shipping market wide static data or is it assumed to move oob say via email?

---

<div class="post-metadata">

**Author:** ![christophjohn](https://yyz2.discourse-cdn.com/flex010/user_avatar/forum.fixtrading.org/christophjohn/32/689_2.png) [@christophjohn](https://forum.fixtrading.org/u/christophjohn)\
**Post date:** [May 5, 2011, 9:50am UTC](https://forum.fixtrading.org/t/exchange-and-market-holidays/4043/7 "2011-05-05T09:50:21Z")

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Hi,

thanks to all of you for your valuable input. I think I’ll use the TradingSessionStatus message. It seems to be the best fit for my purpose.

Cheers  
Chris.

> I concur with Dennis to use TradingSessionStatus (h) for that purpose. We might propose to add a standard value of TBD=Holiday for TradingSessionID (336) which you could already add now as a non-standard value (Reserved100Plus).  
> TradingSessionStatus allows you to define the scope of the holiday to be anything from market wide by using MarketID(1301)all the way down to the instrument level by using Symbol or SecurityID in the the block. TradSesStartTime and TradSesEndTime are generic enough to define a range of one or more complete days.  
> Another option is to use the new SecurityMassStatus (CO) message where you can define a group of instruments to which the holiday should apply.
> 
> > Perhaps you could include the upcoming holiday information in trading session status messages?
> > 
> > > I’ve already seen counterparts using news messages for that purpose. But it’s not ideal since the text needs to be parsed to decode dates…
> > > 
> > > > Hi,
> > > > 
> > > > sorry for reviving this two year old thread. I was wondering how or if you have solved this in the meantime.
> > > > 
> > > > I am trying to achieve roughly the same as you and want to send some calendar events (mainly for market holidays) to the FIX counterparty. These will be applicable for the whole market. Hence I do not want to send the same information on e.g. every SecurityDefinition message.
> > > > 
> > > > Thanks in advance for any hints.  
> > > > Cheers  
> > > > Chris.
