Market Data Security Status (tag 35-MsgType=f) is used to indicate market status updates. 

This Market Data Security Status message is used to indicate:

  • Security group market state change
  • Instrument state change
  • Implied matching OFF/ ON state

For an applicable instrument the last security status message sent takes precedence. This message maps to the SecurityStatus template in the SBE MDP Core Message schema.


FIX Name


Semantic TypeValid Values


Start of event processing time in number of nanoseconds since Unix epoch.
If this tag is present, 35=f message is sent for the Product Code.

Product Code within Security Group specified.


A unique instrument ID value will not be reused until the next trade date following an instrument expiration or deletion.

If this tag is present, 35=f message is sent for an instrument

Trade Session Date

example: 10000000 - last message in the event

example: 00000000 - not last message in the event

Bitmap field of eight Boolean type indicators reflecting the end of updates for a given CME Globex Event:

Bit 0: (least significant bit) Last Trade Summary message for a given event

Bit 1: Last electronic volume message for a given event

Bit 2: Last customer order quote message for a given event

Bit 3: Last statistic message for a given event

Bit 4: Last implied quote message for a given event

Bit 5: Message resent during recovery

Bit 6: Reserved for future use

Bit 7: (most significant bit) Last message for a given event


2=Trading Halt


15=New Price Indication

17=Ready To Trade (start of session)

18=Not Available For Trading

20=Unknown or Invalid

21=Pre Open

24=Pre Cross


26=Post Close

103=No Change

Identifies the trading status applicable to the instrument or Security Group


0=Group schedule (default)

1=Surveillance intervention

2=Market event

3=Instrument activation

4=Instrument expiration


6=Recovery in Process

Identifies the reason for the status change


0=No Event (default)

1=No Cancel

4=Change of Trading Session (reset statistics)

5=Implied matching ON

6=Implied matching OFF

Identifies an additional event or a rule related to the status