Proposal for TradingSessionSubID

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Imported from previous forum

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[ original email was from Jim Northey - jnorthey@lasalletech.com ]
The addition of a new field TradingSessionSubID is proposed to address an immediate need for US Based Futures markets that now report trade execution times as execution time brackets which are codes which represent certain times during a trading session. These values are not consistent across exchange and can overlap in meaning.

The TradingSessionSubID value definition would be left to each market to define, just as with TradingSessionID. The TradingSessionSubID would be added as an optional tag in every location where TradingSessionID is used now.

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This was included in Draft #2. [PC20010711_2]

> The addition of a new field TradingSessionSubID is proposed to address an immediate need for US Based Futures markets that now report trade execution times as execution time brackets which are codes which represent certain times during a trading session. These values are not consistent across exchange and can overlap in meaning.
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> The TradingSessionSubID value definition would be left to each market to define, just as with TradingSessionID. The TradingSessionSubID would be added as an optional tag in every location where TradingSessionID is used now.
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