Support

Status

Status provides updates about the trading session, such as halts, pauses, short-selling restrictions, auction start, and other matching engine statuses. The granularity and frequency of these updates vary by publisher and dataset.

Fields (status)

Field Type Description
ts_recv uint64_t The capture-server-received timestamp expressed as the number of nanoseconds since the UNIX epoch. See ts_recv.
ts_event uint64_t The matching-engine-received timestamp expressed as the number of nanoseconds since the UNIX epoch. See ts_event.
rtype uint8_t A sentinel value indicating the record type. Always 18 in the status schema. See Rtype.
publisher_id uint16_t The publisher ID assigned by Databento, which denotes the dataset and venue. See Publishers.
instrument_id uint32_t The numeric instrument ID. See Instrument identifiers.
action uint16_t The type of status change. See Status actions table below.
reason uint16_t Additional details about the cause of the status change. See Status reasons table below.
trading_event uint16_t Further information about the status change (if provided). See Trading events table below.
is_trading char The best-efforts state of trading in the instrument, either Y, N, or ~.
is_quoting char The best-efforts state of quoting in the instrument, either Y, N, or ~.
is_short_sell_restricted char The best-efforts state of short sell restrictions for the instrument (if applicable), either Y, N, or ~.

Status action variants

Variant action Description
None 0 No change.
Pre-open 1 The instrument is in a pre-open period.
Pre-cross 2 The instrument is in a pre-cross period.
Quoting 3 The instrument is quoting but not trading.
Cross 4 The instrument is in a cross/auction.
Rotation 5 The instrument is being opened through a trading rotation.
New price indication 6 A new price indication is available for the instrument.
Trading 7 The instrument is trading.
Halt 8 Trading in the instrument has been halted.
Pause 9 Trading in the instrument has been paused.
Suspend 10 Trading in the instrument has been suspended.
Pre-close 11 The instrument is in a pre-close period.
Close 12 Trading in the instrument has closed.
Post-close 13 The instrument is in a post-close period.
Short sell restriction (SSR) change 14 A change in short-selling restrictions.
Not available for trading 15 The instrument is not available for trading, either trading has closed or been halted.

Status reason variants

Variant reason Description
None 0 No reason given.
Scheduled 1 The change in status occurred as scheduled.
Surveillance intervention 2 The instrument stopped due to a market surveillance intervention.
Market event 3 The status changed due to activity in the market.
Instrument activation 4 The derivative instrument began trading.
Instrument expiration 5 The derivative instrument expired.
Recovery in process 6 Recovery in progress.
Regulatory 10 The status change was caused by a regulatory action.
Administrative 11 The status change was caused by an administrative action.
Non-compliance 12 The status change was caused by the issuer not being compliance with regulatory requirements.
Filings not current 13 Trading halted because the issuer's filings are not current.
SEC trading suspension 14 Trading halted due to an SEC trading suspension.
New issue 15 The status changed because a new issue is available.
Issue available 16 The status changed because an issue is available.
Issues reviewed 17 The status changed because the issue(s) were reviewed.
Filing requirements satisfied 18 The status changed because the filing requirements were satisfied.
News pending 30 Relevant news is pending.
News released 31 Relevant news was released.
News and resumption times 32 The news has been fully disseminated and times are available for the resumption in quoting and trading.
News not forthcoming 33 The relevant news was not forthcoming.
Order imbalance 40 Halted for order imbalance.
LULD pause 50 The instrument hit limit up or limit down.
Operational 60 An operational issue occurred with the venue.
Additional information requested 70 The status changed until the exchange receives additional information.
Merger effective 80 Trading halted due to merger becoming effective.
ETF 90 Trading is halted in an ETF due to conditions with the component securities.
Corporate action 100 Trading is halted for a corporate action.
New Security offering 110 Trading is halted because the instrument is a new offering.
Market wide halt level 1 120 Halted due to the market-wide circuit breaker level 1.
Market wide halt level 2 121 Halted due to the market-wide circuit breaker level 2.
Market wide halt level 3 122 Halted due to the market-wide circuit breaker level 3.
Market wide halt carryover 123 Halted due to the carryover of a market-wide circuit breaker from the previous trading day.
Market wide halt resumption 124 Resumption due to the end of a market-wide circuit breaker halt.
Quotation not available 130 Halted because quotation is not available.

Trading event variants

Variant trading_event Description
None 0 No additional information given.
No cancel 1 Order entry and modification are not allowed.
Change trading session 2 A change of trading session occurred. Daily statistics are reset.
Implied matching on 3 Implied matching is available.
Implied matching off 4 Implied matching is not available.

Snapshots

As trading status can carry across UTC days, the historical API includes a snapshot of the last status record for each active instrument at UTC midnight.