Message: TradingState

File: WebAPI/market_data_2.proto

Description

Specifies trading session state and allowed order actions.

Used in

MarketState

Fields

exchange_state

Type: uint32

Description: Indicates the current exchange state.

Note: If omitted then exchange’s provided state information is out of generic ExchangeState enum list. Clients should use ExchangeSpecificMarketState to get detailed exchange state information.

Source: TradingState.ExchangeState.

allow_place_order

Type: bool

Description: Indicates that order placing is allowed.

Note: Exchanges may have more detailed rules limiting the type of order, duration, etc. that is allowed. Clients should use ExchangeSpecificMarketState if they need to implement/display those detailed rules.

allow_cancel_order

Type: bool

Description: Indicates that order canceling is allowed.

Note: Exchanges may have more detailed rules limiting which orders may be canceled. Clients should use ExchangeSpecificMarketState if they need to implement/display those detailed rules.

allow_modify_order

Type: bool

Description: Indicates that order modification is allowed.

Note: Exchanges may have more detailed rules limiting which modifies are allowed. Clients should use ExchangeSpecificMarketState if they need to implement/display those detailed rules.

matching_enabled

Type: bool

Description: Indicates that continuous trading is occurring at the exchange.

Enum ExchangeState

Description: Indicates CQG’s normalized exchange trading session state.

Note: This is result of a best-effort mapping from each exchange’s provided state information to a small set of generic states.

Values

      EXCHANGE_STATE_PRE_OPEN = 1

     The state outside of continuous trading, can include uncrossing/auction periods where only certain order actions are allowed.

     Note: CQG uses this state for pre-open, opening auction, and closing auction. Clients should use ExchangeSpecificMarketState to get detailed information about the exchange state outside of continuous trading.

      EXCHANGE_STATE_OPEN = 2

     The state indicating continuous trading.

      EXCHANGE_STATE_CLOSED = 3

     The state when continuous trading and all closing auctions have ended.

      EXCHANGE_STATE_HALTED = 4

     The state when continuous trading is halted, usually unscheduled.

      EXCHANGE_STATE_SUSPENDED = 5

     The state when trading is suspended, similar to halt but for an indeterminate period.