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.
Databento groups this under L0.
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 in 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 is allowed. Modification and cancellation 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.