FIX Ruleset

FIX Ruleset

Defining symbol mappings

To define a symbol mapping:

  1. Click FIX Rulesets in the left navigation panel and select a FIX Ruleset in the data grid.

  2. Select the Symbol Mappings tab and click +Add

  3. Select or search for the Exchange, Product Type, and Product to identify the contract in TT FIX and click Add.

  4. Enter values that the FIX client will send for this symbol.

    The following example defines a mapping for a FIX client that uses different product (TY) and exchange (XCBT) identifiers for the US 10-year treasury note futures than does TT FIX, which uses ZN (product) and CME (exchange). To identify the December 2016 contract, the FIX client sends 55=TYZ6. The pattern, <SYM><MY>, tells TT how to extract the product and expiry from the tag 55 value.

    Note: For symbols that comprise a single character followed by a space, such as S X8 Comdty, you use replace the space with an underscore in the Client Product field. For example, when specifying the mapping for the "S " symbol, you would specify "S_".

  5. Click Save Changes.