<NoTradingSessions> repeating group is used to identify trading session in following FIX messages: NewOrderSingle (MsgType 'D'), OrderCancelReplaceRequest (MsgType 'G'), and ExecutionReport (MsgType '8').
|
Tag |
Field Name |
Req’d |
Comment |
|
386 |
NoTradingSessions |
C |
Number of TradingSessionIDs in repeating group. Currently used only for HKFE After-Hours Futures Trading and shall be set to 1. |
|
→336 |
TradingSessionID |
C |
Identifier of Trading Session, used to represent a specific market trading session. Required if NoTradingSessions(386) is specified. Currently used only for HKFE After-Hours Futures Trading and shall be set to 6. |
Here C in the column Required means that corresponding field is required if external order is a subject of AHFT Trading.