InstrumentStatus

InstrumentStatus represents a change in the trading state of an instrument. It captures venue status events such as pre-open, trading, halt, pause, close, and short-selling restriction changes.

Fields

Field	Rust type	Python type	Required/default	Notes
`instrument_id`	`InstrumentId`	`InstrumentId`	Required	Instrument whose status changed.
`action`	`MarketStatusAction`	`MarketStatusAction`	Required	Venue status action.
`ts_event`	`UnixNanos`	`int`	Required	Event timestamp in nanoseconds.
`ts_init`	`UnixNanos`	`int`	Required	Initialization timestamp in nanoseconds.
`reason`	`Option<Ustr>`	`str \| None`	`None`	Cause of the status change when provided.
`trading_event`	`Option<Ustr>`	`str \| None`	`None`	Venue event label when provided.
`is_trading`	`Option<bool>`	`bool \| None`	`None`	Whether trading is enabled when known.
`is_quoting`	`Option<bool>`	`bool \| None`	`None`	Whether quoting is enabled when known.
`is_short_sell_restricted`	`Option<bool>`	`bool \| None`	`None`	Short‑sell restriction state when known.

Behavior

Optional booleans allow adapters to preserve venue-provided state without guessing.
action gives the normalized high-level status even when venue-specific details are also stored in reason or trading_event.
Strategies can handle status updates through on_instrument_status(...).

Example

use nautilus_core::UnixNanos;
use nautilus_model::{
    data::InstrumentStatus,
    enums::MarketStatusAction,
    identifiers::InstrumentId,
};
use ustr::Ustr;

let status = InstrumentStatus::new(
    InstrumentId::from("AAPL.XNAS"),
    MarketStatusAction::Trading,
    UnixNanos::from(1_000_000_000),
    UnixNanos::from(1_000_000_100),
    Some(Ustr::from("Normal trading")),
    Some(Ustr::from("MARKET_OPEN")),
    Some(true),
    Some(true),
    Some(false),
);

InstrumentClose covers instrument close price events.
Instruments covers instrument definitions.
Python API Reference lists Python members.

InstrumentStatus

Fields

Behavior

Example

Related guides

On this page