[This message was posted by Jongsu Yoon of celeritascapital 
<[email protected]> to the "General Q/A" discussion forum at 
http://fixprotocol.org/discuss/22. You can reply to it on-line at 
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That's exactly what i am looking for

Thanks Dennis!
-JS

> JS,
> 
> For the exchange systems our team works on, the FIX gateways allow
> remote applications to subscribe for Trading Session Status and Security
> Status messages. Tag 340 and tag 326 respectively indicate the new
> status. (e.g. pre-open, open, halted, closed, etc.)
> 
> Our clients predefine trading session IDs which simplifies Security
> Definition Requests and status subscription requests. I know some
> exchanges define these on the fly which makes the use of these messages
> more complicated.
> 
> Clients use Security Definition Request to get the list of available
> securities and which trading sessions they are available in.
> 
> Cheers, Dennis
> 
> > You are right. I need to contact to the exchange or our broker first.
> > But I was wondering there is any fix protocol for those kind of
> > notices like market opening or market closing.
> >
> > Anyways, Thanks Hanno! -JS
> >
> > > This depends on the specific implementation. Recommended practice
> > > would be to inform the original submitter of an order about an
> > > unsolicited cancellation. Market opening information belongs to the
> > > area of market data, e.g. via the SecurityStatus or as part of the
> > > MarketDataSnapshotFullRefresh or MarketDataIncremental message.
> > > Again, this depends on the specific implementation and cannot be
> > > answered in general. You will probably have to approach the exchange
> > > if their documentation does not answer your question.
> > >
> > > Regards, Hanno.
> > >
> > > > Hi
> > > >
> > > > When the exchange server cancels any Limit-On-Open order as market
> > > > opening, do they send cancel message back? or is there any way to
> > > > know when the market is opened based on the incoming message from
> > > > exchange server?
> > > >
> > > > Thanks in advance! -JS


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