InstrumentStatus

InstrumentStatus represents a change in an instrument's trading state. 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),
);

from nautilus_trader.model import InstrumentId
from nautilus_trader.model import InstrumentStatus
from nautilus_trader.model.enums import MarketStatusAction

status = InstrumentStatus(
    instrument_id=InstrumentId.from_str("AAPL.XNAS"),
    action=MarketStatusAction.TRADING,
    ts_event=1_000_000_000,
    ts_init=1_000_000_100,
    reason="Normal trading",
    trading_event="MARKET_OPEN",
    is_trading=True,
    is_quoting=True,
    is_short_sell_restricted=False,
)

Related guides

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