Imported from previous forum
When looking into some security status related issues I noticed that the field SecurityTradingStatus (326) is present in MDFullGrp and MDIncGrp.
What is it used for in market data messages? Does it convey the current status of the security or the status at the time of the other market data “event” (order, trade, …)?
Henrik,
the Global Exchanges and Markets Committee felt it wanted to complement the already existing TradingSessionID and TradingSessionSubID fields in the Market Data messages. Most markets would not provide such state information in their Market Data messages (some provide it through Trading Session Status and Security Status messages) - but the addition provides the ability to relay the current status down to the instrument level. You may notice that HaltReason was also added in SP1. So, yes, it’s about the status at the time of the event.
Regards
Rikard
When looking into some security status related issues I noticed that the
field SecurityTradingStatus (326) is present in MDFullGrp and MDIncGrp.What is it used for in market data messages? Does it convey the current
status of the security or the status at the time of the other market
data “event” (order, trade, …)?