Imported from previous forum
I had a newbie question about TradingSessionStatus usage.
Basically what I want to do is send a TradingSessionStatusRequest, to receive back all TradingSessions for all exchanges I am able to access.
eg TSE, stocks, session1 9.00-11.30
TSE, stocks, session2 13.00-15.00
OSE, stocks, session1 9.00-11.30
OSE, stocks, session2 13.00-15.00
OSE, futures, session1 9.00-11.30
OSE, futures, session2 13.00-15.10
Should I be using the tradingsessionstatus for this, or a different message type? If tradingsessionstatus is the correct message, which field contains the exchange code ?
[ original email was from Jeremy Sutton - jezza.sutton@patsystems.com ]
I ended up using SecurityStatus for this even. I sent this at commodity+maturity level based on my user subscribing to it, but mainly because that mapped nicely to my internal system data. You could arguably send a SecurityStatus message at the commodity level.