FIX Sessions

FIX Sessions

Adding and Configuring a FIX Session

Use the FIX sessions window to add FIX sessions to your company and configure them for third-party FIX client access.

You can add the following types of FIX sessions:

Adding a Drop Copy OUT FIX session

To add and configure a Drop Copy OUT FIX session:

  1. Click More | FIX Sessions in the left navigation pane.
  2. At the top of the FIX Sessions window, click +New Session.

    Add-PIC

  3. For FIX Type, select Drop Copy OUT (standard mode).
  4. Configure the following settings:
    • FIX Session Name — Sets the display name of the FIX server.
    • Remote Comp Id — Sets the FIX client ID. This FIX client ID value is sent in FIX Tag 49 (SenderCompID) by a FIX client connecting to the FIX server. The ID is populated in FIX Tag 56 (TargetCompID) for all messages sent by the FIX Server to the FIX client.
    • Target Sub Id — Sets the receiver ID. This value is sent in FIX Tag 57 (TargetSubId) of the FIX client Logon (A) message.

      Notes:

      If a value is specified for this setting:
      • The combination of the Remote Comp Id and Target Sub Id settings must be unique among all FIX sessions.
      • The FIX client connecting to this FIX session must supply the same value in tag 57.
    • Session Password — The password associated with this FIX session and used to authenticate FIX Servers. FIX Session passwords do not expire and are not subject to any TT account password restrictions. It must be passed in Tag 96 (RawData) in the Logon (A) message.
    • Notification email — Sets the email address company administrators can use to receive notifications from TT for emergency maintenance, operational or product release information that could impact the FIX session.
    • Country — The country in which the FIX server machine is located.

      Based on the country selected, you may also need to provide a State/Province and Zip Code.

    • Send Staged / Synthetic Child order / fill messages — Sets whether to send order and fill messages to the FIX client for child order of staged or synthetic parent orders.
    • Send and receive Order ID values in short form — Sets whether to send shortened order IDs in tag 37 (OrderId) in order routing and execution report messages.
    • Compliance Feed — Sets whether to include the original New Order Single (D), Order Cancel Request (F) and Order Cancel/Replace Request (G) messages and Execution Report (8) messages compliance messages that include high precision timestamps of when TT’s order routing software received the request and when it sent the request to the exchange.
    • Force sending of Head fills before Leg fills — Sets whether to always send Head fills (442=3) before sending the individual leg fills (442=2).
    • Send FillsGrp as Individual Execution Reports — Sets whether to send an individual Execution Report (8) message for each entry in the FillsGrp and LegFillsGrp repeating groups instead of in a group in a single Execution Report (8) message.
    • (Session Reset): — Schedule for resetting the FIX Server connection.

      To set the reset time:

      1. Click a day to enable the Reset Time (UTC) fields.
      2. Set the desired session reset time in UTC time.
  5. In the Status section, choose whether to make the session active. The session is inactive by default.
  6. Click Save Changes.
  7. Configure the connection to the FIX session via TCP or Secured TCP (SSL).

Adding an Order Routing FIX session

To add and configure an Order Routing FIX session:

  1. Click More | FIX Sessions in the left navigation pane.
  2. At the top of the FIX Sessions window, click +New Session.

    Add-PIC

  3. For FIX Type, select Order Routing.
  4. Configure the following settings:
    • FIX Session Name — Sets the display name of the FIX server.
    • Remote Comp Id — Sets the FIX client ID. This FIX client ID value is sent in FIX Tag 49 (SenderCompID) by a FIX client connecting to the FIX server. The ID is populated in FIX Tag 56 (TargetCompID) for all messages sent by the FIX Server to the FIX client.
    • Target Sub Id — Sets the receiver ID. This value is sent in FIX Tag 57 (TargetSubId) of the FIX client Logon (A) message.

      Notes:

      If a value is specified for this setting:
      • The combination of the Remote Comp Id and Target Sub Id settings must be unique among all FIX sessions.
      • The FIX client connecting to this FIX session must supply the same value in tag 57.
    • Session Password — The password associated with this FIX session and used to authenticate FIX Servers. FIX Session passwords do not expire and are not subject to any TT account password restrictions. It must be passed in Tag 96 (RawData) in the Logon (A) message.
    • Notification email — Sets the email address company administrators can use to receive notifications from TT for emergency maintenance, operational or product release information that could impact the FIX session.
    • Country — The country in which the FIX server machine is located.

      Based on the country selected, you may also need to provide a State/Province and Zip Code.

    • Send unsolicited order and fill messages — Sets whether to send order and fill messages to the FIX client for those orders that originated outside of TT.
    • Send Staged / Synthetic Child order / fill messages — Sets whether to send order and fill messages to the FIX client for child order of staged or synthetic parent orders.
    • Force sending of Head fills before Leg fills — Sets whether to always send Head fills (442=3) before sending the individual leg fills (442=2).
    • Send FillsGrp as Individual Execution Reports — Sets whether to send an individual Execution Report (8) message for each entry in the FillsGrp and LegFillsGrp repeating groups instead of in a group in a single Execution Report (8) message.
    • (Session Reset): — Schedule for resetting the FIX Server connection..

      To set the reset time:

      1. Click a day to enable the Reset Time (UTC) fields.
      2. Set the desired session reset time in UTC time.
  5. In the Status section, choose whether to make the session active. The session is inactive by default.
  6. Click Save Changes.
  7. Configure the connection to the FIX session via TCP or Secured TCP (SSL).

Adding a Security Definition FIX session

To add and configure a Security Definition FIX session:

  1. Click More | FIX Sessions in the left navigation pane.
  2. At the top of the FIX Sessions window, click +New Session.

    Add-PIC

  3. For FIX Type, select Security Definition.
  4. Configure the following settings:
    • FIX Session Name — Sets the display name of the FIX server.
    • Remote Comp Id — Sets the FIX client ID. This FIX client ID value is sent in FIX Tag 49 (SenderCompID) by a FIX client connecting to the FIX server. The ID is populated in FIX Tag 56 (TargetCompID) for all messages sent by the FIX Server to the FIX client.
    • Target Sub Id — Sets the receiver ID. This value is sent in FIX Tag 57 (TargetSubId) of the FIX client Logon (A) message.

      Notes:

      If a value is specified for this setting:
      • The combination of the Remote Comp Id and Target Sub Id settings must be unique among all FIX sessions.
      • The FIX client connecting to this FIX session must supply the same value in tag 57.
    • Session Password — The password associated with this FIX session and used to authenticate FIX Servers. FIX Session passwords do not expire and are not subject to any TT account password restrictions. It must be passed in Tag 96 (RawData) in the Logon (A) message.
    • Notification email — Sets the email address company administrators can use to receive notifications from TT for emergency maintenance, operational or product release information that could impact the FIX session.
    • Country — The country in which the FIX server machine is located.

      Based on the country selected, you may also need to provide a State/Province and Zip Code.

  5. In the Status section, choose whether to make the session active. The session is inactive by default.
  6. Click Save Changes.
  7. Configure the connection to the FIX session via TCP or Secured TCP (SSL).

Adding a FIX Drop Copy IN session

To use the TT platform to monitor Execution Report (8) messages from an inbound Drop Copy source (e.g., 7X FIX Adapter), configure the following settings:

  1. Click More | FIX Sessions in the left navigation pane.
  2. At the top of the FIX Sessions window, click +New Session.

    Add-PIC

  3. For FIX Type, select Drop Copy IN (import to TT).
  4. Configure the following settings:
    • FIX Session Name — Display name of the Target FIX Server.
    • FIX Type — Select Drop Copy IN (import to TT).
    • Sub Type — Select the inbound Drop Copy source:
      • TT 7X
      • CME
      • ICE
    • Data Center — Select the TT data center where you want to import the data.
    • Remote Comp Id — Value of the SenderCompID field in the 7.X FIX Adapter configuration.
    • Target Sub Id — Sets the receiver ID. This value is sent in FIX Tag 57 (TargetSubId) of the FIX client Logon (A) message.

      Notes:

      If a value is specified for this setting:
      • The combination of the Remote Comp Id and Target Sub Id settings must be unique among all FIX sessions.
      • The FIX client connecting to this FIX session must supply the same value in tag 57.
    • Country — Country in which the 7.X FIX Adapter machine is located.
      Based on the country selected, you may also need to provide a State/Province and Zip Code.
    • Remote Comp IP Address — IP address of the 7.X FIX Adapter.
    • Remote Port# — Port number of the 7.X FIX Adapter for the connection.
    • Remote Comp Password — Password associated with this FIX session and used to authenticate the connection to the 7.X FIX Adapter.
    • Notification email — Sets the email address company administrators can use to receive notifications from TT for emergency maintenance, operational or product release information that could impact the FIX session.
    • Target Comp ID — Value of the TargetCompID of the system receiving the messages (typically, TT_ORDER).
    • Include Inbound Orders — Whether to include Execution Report (8) for order acknowledgments in addition to fills. If disabled, TT FIX processes only Execution Report (8) for fill messages.
    • Password Method — Shown for CME and TT 7X Sub Types. Enter the password encryption method used for connecting to the session. For CME, enter the value provided by the exchange as part of their Drop Copy login credentials.
    • Access Key Id — Shown only for the CME Sub Type. Enter the value provided by CME as part of their Drop Copy login credentials.
    • Secret Key — Shown only for the CME Sub Type. Enter the value provided by CME as part of their Drop Copy login credentials.
    • Sender Location — Shown only for the CME Sub Type. Enter the value provided by CME as part of their Drop Copy login credentials.
    • Backup Remote IP Address — Backup IP Address of the inbound Drop Copy source.
    • Backup Remote Port — Backup port of the inbound Drop Copy source.
    • (Weekly Schedule): — Schedule for connecting to the inbound Drop Copy source.

      To set the schedule:

      1. Click a day to enable the Start Time (UTC) and End Time (UTC) fields.
      2. Set the desired start time and end time for the connection in UTC time. Note that you can set start and end times on a daily basis, or you can set the start time on one day and the end time on another. For example, you click Sun and set Start Time (UTC) to 0:00, then click Fri and set Start Time (UTC) to 23:59.
  5. In the Status section, choose whether to make the session active. The session is inactive by default.
  6. Click Save Changes.
  7. Configure the connection to the FIX session via TCP or Secured TCP (SSL).

Modifying a FIX Session

To modify a FIX session:

  1. Click More | FIX Sessions in the left navigation pane.

    A list of FIX sessions displays in the FIX Sessions Grid.

  2. Select a session and modify the settings as needed.

    You can also filter sessions in the list.

  3. Click Save Changes.