Overview
The <StrategyParametersGrp> repeating group contains the parameters and values used by the following synthetic orders and free-form text fields:
- Parameters for TT order types, such as TT Iceberg.
- Parameters for Autospreader spreads.
- Parameters for Aggregator orders.
- Parameters for custom algos, such as ADL® (Algo Design Lab) or third-party algos
- Free-form text fields, such as Text A in TT widgets.
The repeating group is used to specify the name, data type and value of every parameter or field required by a synthetic order or free-form text field.
Supported tags
| Tag | Name | Type | Required | Comments |
|---|---|---|---|---|
| 957 | NoStrategyParameters | NUMINGROUP | N | Repeating group of parameters for the algo or the free-form text fields to attach to the order |
| 958 | StrategyParameterName | STRING | C Required when tag 957 > 0 | Name of the algo parameter or free-form text field TT uses the following parameter names to support TT order types:
Note: For descriptions of these strategy parameters, see Parameters and values for TT Order Types. TT uses the following parameter names to support Autospreader and Aggregator orders: TT uses the following parameter names to support TT free-form text fields:
For custom or third-party algos, the name must match the name specified by the algo. Note In addition to names listed, TT uses the following reserved field names. These values must not be used when populating FIX Tag 958 (StrategyParameterName). TT strongly recommends clients use the individual tags as defined in the TT XML schema and shown below:
|
| 959 | StrategyParameterType | INT | C Required when tag 957 > 0 | Type of data contained in tag 960 (StrategyParameterValue) Possible values:
|
| 960 | StrategyParameterValue | STRING | C Required when tag 957 > 0 | Value of the parameter or additional order information |
Specifying parameters for TT order types
If you want to submit orders and receive updates for TT order type orders, you must use specific parameters that correspond to the parameters necessary for the selected TT order type. See TT order types in the Trade application help for more details about these orders.
When a TT Order Type order is launched, only certain order parameters can be modified on the working parent synthetic order:
- Order Qty is modifiable on all TT Order Types.
- Order Price is modifiable on all types except TT Stop and TT Trailing Limit.
- Trigger Price, TriggerQty and Payup are modifiable on TT If Touched and TT Stop only.
- Order Side is modifiable on TT If Touched and TT Retry only.
- Trail (ticks) is modifiable on TT Trailing Limit only.
- With a Tick is modifiable on TT_With A Tick only.
Note: All TT Order Types must contain the following StrategyParameterName (tag 958) values in the StrategyParameters repeating group, along with their corresponding types (tag 959) and values (tag 960):
- 958=Algo Name
- 958=Algo Type
- 958=ChildTIF
Based on which TT order type you use, you would include a subset of supported field names to provide the algo parameters.
TT Bracket order
TT Bracket order parameters
TT Bracket orders support the following required and optional parameters; others are ignored.
| Required | Optional |
AlgoName Name of the TT order type For TT order types, possible values include:
For custom algos, the name must match the one specified by the algo creator. Required when this repeating group represents an algo AlgoType Source of the algo Possible values include:
Required when this repeating group contains a |958=Algo Name| entry ChildTIF Time-in-Force for the algo child orders Possible values include:
Notes: CME supports Immediate or Cancel (IOC) and Fill Or Kill (FOK) using the same Time in Force value (Tag 59=3). If a TT FIX client submits a CME IOC (Tag 59=3) with a MinQty (Tag 110), the order will be treated by CME as a FOK. To send an IOC, the FIX client should omit tag 110 from TT FIX New Order message. Note: Although the TT FIX schema includes the new ‘At the Close’ TIFs for OSE (59=S, 59=T, and 59=U), at this time these values can not be used through FIX Order Routing or Drop Copy services. However, these values will be fully integrated in a future release. Please monitor the TT Release Notes for announcements as to availability of these TIFs. Note: The “Plus” enums indicate that the TIF is available for the after hours (ATH) T + 1 session. For more information about TIFs supported by exchanges, refer to Supported Order Types and TIFs in the Setup help. OcoStopTriggerPrice Price at which to trigger the Stop Market or Stop Limit order. Optional when tag 958 (StrategyParametername) is: TT_OCO. Unused, otherwise. ProfitTarget Initial price for the profit order in the OCO pair, as follows:
StopLimitOffset Number of ticks away from the Stop price to submit a Limit order when the OCO Stop Limit order is triggered. StopTarget Initial price for the stop loss order in the OCO pair, as follows:
| LimitTicksAway Number of ticks away from the specified limit price to submit the order (-999 to 999) LimitPriceType Type of price for the ticks away offset. Possible values include:
IsTrlTrg Indicates whether the trigger price trails the trigger price type by some number of ticks. Possible values include: Y or N. EffectiveTime Time to start working the order. Note: Omit to start working the order when submitted. Some order types, such as TT Retry, support precision to the microsecond using a format YYYYMMDD-HH:MM:SS.sssmmm, where mmm represents the microseconds portion of the timestamp. When set, this precision is returned in the Execution Report. ETimeAct Time to stop working the order. Note: Omit to work the order until the market closes (GTD). ExpireTime Time to stop working the order. Note: Omit to work the order until the market closes (GTD). TTStopIsTrlTrigger Whether the TT Stop order trigger price trails the trigger price type by some number of ticks. Possible values include:
Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop). TTStopLimitPriceType Type of price to use to the TT Stop child order Possible values include:
Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop). TTStopPayup Number of ticks from the specified price to submit the Limit order. Positive values indicate towards the market and negative values indicate away from the market. Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop). TTStopTriggeredOrderPrice Price for the TT Stop child Limit order. Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop). TTStopTriggeredOrderType Type of order to submit when triggered. Possible values include:
Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop). TTStopTriggerLTPReset Whether to reset the trade quantity counter back to zero, if the inside market backs away from the trigger price. Possible values include:
Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop). TTStopTriggerPriceType Type of trigger for the TT Stop order. Possible values include:
Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop). TTStopTriggerQty Quantity of the secondary trigger condition based on the executed quantity (if LTP) or the quantity on the Bid or the Ask. Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop). TTStopTriggerQtyCompare Test to use when comparing TT Stop order trigger quantities. Possible values include:
Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop). TTStopTriggerQtyType Type of quantity trigger for the TT Stop order. Possible values include:
Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop). TTStopTriggerTicksAway Number of ticks away from the specified price to submit the child orders of the TT Stop order Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop). TTStopWithATick Threshold for the With A Tick behavior that reprices the order one tick toward the market when available quantity at the opposite inside market is at or below the specified quantity threshold Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop). TTStopWithATickType Type of quantity to use for the With A Tick type specified in tag 16929 (TTStopWithATick). Possible values include:
Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop). WithATickType Whether the WAT threshold represents a specific quantity or a percentage of the order quantity. Possible values include:
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Sample block:
957=8| 958=Algo Name|959=14|960=TT_BRACKET| 958=Algo Type|959=1|960=1| 958=ChildTIF|959=14|960=2| 958=BracketOrderType|959=1|960=0| 958=ProfitTarget|959=1|960=5| 958=StopTarget|959=1|960=5| 958=StopOrderType|959=1|960=1| 958=StopLimitOffset|959=1|960=5|
For the FIXatdl definition, see TT_Bracket.xml.
TT Iceberg order parameters
TT Iceberg order parameters
TT Iceberg orders support the following required and optional parameters; others are ignored.
| Required | Optional |
AlgoName Name of the TT order type For TT order types, possible values include:
For custom algos, the name must match the one specified by the algo creator. Required when this repeating group represents an algo AlgoType Source of the algo Possible values include:
Required when this repeating group contains a |958=Algo Name| entry ChildTIF Time-in-Force for the algo child orders Possible values include:
Notes: CME supports Immediate or Cancel (IOC) and Fill Or Kill (FOK) using the same Time in Force value (Tag 59=3). If a TT FIX client submits a CME IOC (Tag 59=3) with a MinQty (Tag 110), the order will be treated by CME as a FOK. To send an IOC, the FIX client should omit tag 110 from TT FIX New Order message. Note: Although the TT FIX schema includes the new ‘At the Close’ TIFs for OSE (59=S, 59=T, and 59=U), at this time these values can not be used through FIX Order Routing or Drop Copy services. However, these values will be fully integrated in a future release. Please monitor the TT Release Notes for announcements as to availability of these TIFs. Note: The “Plus” enums indicate that the TIF is available for the after hours (ATH) T + 1 session. For more information about TIFs supported by exchanges, refer to Supported Order Types and TIFs in the Setup help. DiscValType What the DiscVal represents Possible values include:
| LimitTicksAway Number of ticks away from the specified limit price to submit the order (-999 to 999) LimitPriceType Type of price for the ticks away offset. Possible values include:
IsTrlTrg Indicates whether the trigger price trails the trigger price type by some number of ticks. Possible values include: Y or N. EffectiveTime Time to start working the order. Note: Omit to start working the order when submitted. Some order types, such as TT Retry, support precision to the microsecond using a format YYYYMMDD-HH:MM:SS.sssmmm, where mmm represents the microseconds portion of the timestamp. When set, this precision is returned in the Execution Report. ETimeAct Time to stop working the order. Note: Omit to work the order until the market closes (GTD). ExpireTime Time to stop working the order. Note: Omit to work the order until the market closes (GTD). WithATickType Whether the WAT threshold represents a specific quantity or a percentage of the order quantity. Possible values include:
|
Sample StrategyParametersGrp group:
957=5| 958=Algo Name|959=14|960=TT_Iceberg| 958=Algo Type|959=1|960=1| 958=ChildTIF|959=14|960=2| 958=DiscVal|959=7|960=10| 958=DiscValType|959=1|960=1|
For the FIXatdl definition, see TT_Iceberg.xml.
TT If-Touched order parameters
TT If-Touched orders support the following required and optional parameters; others are ignored.
| Required | Optional |
AlgoName Name of the TT order type For TT order types, possible values include:
For custom algos, the name must match the one specified by the algo creator. Required when this repeating group represents an algo AlgoType Source of the algo Possible values include:
Required when this repeating group contains a |958=Algo Name| entry ChildTIF Time-in-Force for the algo child orders Possible values include:
Notes: CME supports Immediate or Cancel (IOC) and Fill Or Kill (FOK) using the same Time in Force value (Tag 59=3). If a TT FIX client submits a CME IOC (Tag 59=3) with a MinQty (Tag 110), the order will be treated by CME as a FOK. To send an IOC, the FIX client should omit tag 110 from TT FIX New Order message. Note: Although the TT FIX schema includes the new ‘At the Close’ TIFs for OSE (59=S, 59=T, and 59=U), at this time these values can not be used through FIX Order Routing or Drop Copy services. However, these values will be fully integrated in a future release. Please monitor the TT Release Notes for announcements as to availability of these TIFs. Note: The “Plus” enums indicate that the TIF is available for the after hours (ATH) T + 1 session. For more information about TIFs supported by exchanges, refer to Supported Order Types and TIFs in the Setup help. TriggerPriceType Type of order trigger. Possible values include:
| LimitTicksAway Number of ticks away from the specified limit price to submit the order (-999 to 999) LimitPriceType Type of price for the ticks away offset. Possible values include:
IsTrlTrg Indicates whether the trigger price trails the trigger price type by some number of ticks. Possible values include: Y or N. EffectiveTime Time to start working the order. Note: Omit to start working the order when submitted. Some order types, such as TT Retry, support precision to the microsecond using a format YYYYMMDD-HH:MM:SS.sssmmm, where mmm represents the microseconds portion of the timestamp. When set, this precision is returned in the Execution Report. ETimeAct Time to stop working the order. Note: Omit to work the order until the market closes (GTD). ExpireTime Time to stop working the order. Note: Omit to work the order until the market closes (GTD). WithATickType Whether the WAT threshold represents a specific quantity or a percentage of the order quantity. Possible values include:
|
Sample StrategyParametersGrp group:
957=5| 958=Algo Name|959=14|960=TT_If_Touched| 958=Algo Type|959=1|960=1| 958=ChildTIF|959=14|960=2| 958=TriggerPriceType|959=1|960=3| 958=TriggerTicksAway|959=1|960=1|
For the FIXatdl definition, see TT_IfTouched.xml.
TT OCO order parameters
TT OCO order parameters
TT OCO orders support the following required and optional parameters; others are ignored.
| Required | Optional |
AlgoName Name of the TT order type For TT order types, possible values include:
For custom algos, the name must match the one specified by the algo creator. Required when this repeating group represents an algo AlgoType Source of the algo Possible values include:
Required when this repeating group contains a |958=Algo Name| entry ChildTIF Time-in-Force for the algo child orders Possible values include:
Notes: CME supports Immediate or Cancel (IOC) and Fill Or Kill (FOK) using the same Time in Force value (Tag 59=3). If a TT FIX client submits a CME IOC (Tag 59=3) with a MinQty (Tag 110), the order will be treated by CME as a FOK. To send an IOC, the FIX client should omit tag 110 from TT FIX New Order message. Note: Although the TT FIX schema includes the new ‘At the Close’ TIFs for OSE (59=S, 59=T, and 59=U), at this time these values can not be used through FIX Order Routing or Drop Copy services. However, these values will be fully integrated in a future release. Please monitor the TT Release Notes for announcements as to availability of these TIFs. Note: The “Plus” enums indicate that the TIF is available for the after hours (ATH) T + 1 session. For more information about TIFs supported by exchanges, refer to Supported Order Types and TIFs in the Setup help. OcoStopTriggerPrice Price at which to trigger the Stop Market or Stop Limit order. Optional when tag 958 (StrategyParametername) is: TT_OCO. Unused, otherwise. | LimitTicksAway Number of ticks away from the specified limit price to submit the order (-999 to 999) LimitPriceType Type of price for the ticks away offset. Possible values include:
IsTrlTrg Indicates whether the trigger price trails the trigger price type by some number of ticks. Possible values include: Y or N. EffectiveTime Time to start working the order. Note: Omit to start working the order when submitted. Some order types, such as TT Retry, support precision to the microsecond using a format YYYYMMDD-HH:MM:SS.sssmmm, where mmm represents the microseconds portion of the timestamp. When set, this precision is returned in the Execution Report. ETimeAct Time to stop working the order. Note: Omit to work the order until the market closes (GTD). ExpireTime Time to stop working the order. Note: Omit to work the order until the market closes (GTD). WithATickType Whether the WAT threshold represents a specific quantity or a percentage of the order quantity. Possible values include:
|
Sample block:
957=7| 958=Algo Name|959=14|960=TT_OCO| 958=Algo Type|959=1|960=1| 958=ChildTIF|959=14|960=2| 958=StopLimitOffset|959=1|960=5| 958=StopOrderType|959=1|960=1| 958=OcoStopTriggerPrice|959=7|960=9951.000000| 958=STime|959=19|960=20160506-14:00:00|
For the FIXatdl definition, see TT_OCO.xml.
TT Retry order
TT Retry order parameters
TT Retry orders support the following required and optional parameters; others are ignored.
| Required | Optional |
AlgoName Name of the TT order type For TT order types, possible values include:
For custom algos, the name must match the one specified by the algo creator. Required when this repeating group represents an algo AlgoType Source of the algo Possible values include:
Required when this repeating group contains a |958=Algo Name| entry ChildTIF Time-in-Force for the algo child orders Possible values include:
Notes: CME supports Immediate or Cancel (IOC) and Fill Or Kill (FOK) using the same Time in Force value (Tag 59=3). If a TT FIX client submits a CME IOC (Tag 59=3) with a MinQty (Tag 110), the order will be treated by CME as a FOK. To send an IOC, the FIX client should omit tag 110 from TT FIX New Order message. Note: Although the TT FIX schema includes the new ‘At the Close’ TIFs for OSE (59=S, 59=T, and 59=U), at this time these values can not be used through FIX Order Routing or Drop Copy services. However, these values will be fully integrated in a future release. Please monitor the TT Release Notes for announcements as to availability of these TIFs. Note: The “Plus” enums indicate that the TIF is available for the after hours (ATH) T + 1 session. For more information about TIFs supported by exchanges, refer to Supported Order Types and TIFs in the Setup help. EffectiveTime Time to start working the order. Note: Omit to start working the order when submitted. Some order types, such as TT Retry, support precision to the microsecond using a format YYYYMMDD-HH:MM:SS.sssmmm, where mmm represents the microseconds portion of the timestamp. When set, this precision is returned in the Execution Report. | ETimeAct Time to stop working the order. Note: Omit to work the order until the market closes (GTD). ExpireTime Time to stop working the order. Note: Omit to work the order until the market closes (GTD). |
Sample block:
957=4| 958=Algo Name|959=14|960=TT_Retry| 958=Algo Type|959=1|960=1| 958=ChildTIF|959=14|960=2| 958=RetryInterval|959=1|960=100| 958=RetryCount|959=1|960=200| 958=STime|959=19|960=20160506-14:00:00|
For the FIXatdl definition, see TT_Retry.xml.
TT Stop order
TT Stop order parameters
TT Stop orders rsupport the following required and optional parameters; others are ignored.
| Required | Optional |
AlgoName Name of the TT order type For TT order types, possible values include:
For custom algos, the name must match the one specified by the algo creator. Required when this repeating group represents an algo AlgoType Source of the algo Possible values include:
Required when this repeating group contains a |958=Algo Name| entry ChildTIF Time-in-Force for the algo child orders Possible values include:
Notes: CME supports Immediate or Cancel (IOC) and Fill Or Kill (FOK) using the same Time in Force value (Tag 59=3). If a TT FIX client submits a CME IOC (Tag 59=3) with a MinQty (Tag 110), the order will be treated by CME as a FOK. To send an IOC, the FIX client should omit tag 110 from TT FIX New Order message. Note: Although the TT FIX schema includes the new ‘At the Close’ TIFs for OSE (59=S, 59=T, and 59=U), at this time these values can not be used through FIX Order Routing or Drop Copy services. However, these values will be fully integrated in a future release. Please monitor the TT Release Notes for announcements as to availability of these TIFs. Note: The “Plus” enums indicate that the TIF is available for the after hours (ATH) T + 1 session. For more information about TIFs supported by exchanges, refer to Supported Order Types and TIFs in the Setup help. TriggerPriceType Type of order trigger. Possible values include:
| LimitTicksAway Number of ticks away from the specified limit price to submit the order (-999 to 999) LimitPriceType Type of price for the ticks away offset. Possible values include:
IsTrlTrg Indicates whether the trigger price trails the trigger price type by some number of ticks. Possible values include: Y or N. EffectiveTime Time to start working the order. Note: Omit to start working the order when submitted. Some order types, such as TT Retry, support precision to the microsecond using a format YYYYMMDD-HH:MM:SS.sssmmm, where mmm represents the microseconds portion of the timestamp. When set, this precision is returned in the Execution Report. ETimeAct Time to stop working the order. Note: Omit to work the order until the market closes (GTD). ExpireTime Time to stop working the order. Note: Omit to work the order until the market closes (GTD). WithATickType Whether the WAT threshold represents a specific quantity or a percentage of the order quantity. Possible values include:
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Sample block:
9957=6| 958=Algo Name|959=14|960=TT_Stop| 958=Algo Type|959=1|960=1| 958=ChildTIF|959=14|960=1| 958=TriggerPriceType|959=1|960=3| 958=LimitTicksAway|959=1|960=2| 958=LimitPriceType|959=1|960=3|
For the FIXatdl definition, see TT_Retry.xml.
TT Time Duration order
TT Time Duration order parameters
TT Time Duration orders support the following required and optional parameters; others are ignored.
| Required | Optional |
AlgoName Name of the TT order type For TT order types, possible values include:
For custom algos, the name must match the one specified by the algo creator. Required when this repeating group represents an algo AlgoType Source of the algo Possible values include:
Required when this repeating group contains a |958=Algo Name| entry ChildTIF Time-in-Force for the algo child orders Possible values include:
Notes: CME supports Immediate or Cancel (IOC) and Fill Or Kill (FOK) using the same Time in Force value (Tag 59=3). If a TT FIX client submits a CME IOC (Tag 59=3) with a MinQty (Tag 110), the order will be treated by CME as a FOK. To send an IOC, the FIX client should omit tag 110 from TT FIX New Order message. Note: Although the TT FIX schema includes the new ‘At the Close’ TIFs for OSE (59=S, 59=T, and 59=U), at this time these values can not be used through FIX Order Routing or Drop Copy services. However, these values will be fully integrated in a future release. Please monitor the TT Release Notes for announcements as to availability of these TIFs. Note: The “Plus” enums indicate that the TIF is available for the after hours (ATH) T + 1 session. For more information about TIFs supported by exchanges, refer to Supported Order Types and TIFs in the Setup help. Of the following tags, you must enter (DiscVal AND DiscValType) OR Interval DiscValType What the DiscVal represents Possible values include:
Of the following tags, you must enter (Duration AND DurationBaseUnit) OR (DurationSTime AND DurationETime) DurationBaseUnit Time unit to use for the duration of a TT Time Duration order. Possible values include:
LeftoverAction How to handle any existing unfilled order quantities when it is time to send the next portion.
| LimitTicksAway Number of ticks away from the specified limit price to submit the order (-999 to 999) LimitPriceType Type of price for the ticks away offset. Possible values include:
LeftoverTicks Number of ticks to add or subtract from your Bid or Offer to determine the price of the limit order. Required when the repeating group contains a 958=LeftOverAction with 960=1 (Payup) entry. TriggerPriceType Type of order trigger. Possible values include:
IsTrlTrg Indicates whether the trigger price trails the trigger price type by some number of ticks. Possible values include: Y or N. EffectiveTime Time to start working the order. Note: Omit to start working the order when submitted. Some order types, such as TT Retry, support precision to the microsecond using a format YYYYMMDD-HH:MM:SS.sssmmm, where mmm represents the microseconds portion of the timestamp. When set, this precision is returned in the Execution Report. ETimeAct Time to stop working the order. Note: Omit to work the order until the market closes (GTD). ExpireTime Time to stop working the order. Note: Omit to work the order until the market closes (GTD). WithATickType Whether the WAT threshold represents a specific quantity or a percentage of the order quantity. Possible values include:
|
Sample block:
957=9| 958=Algo Name|959=14|960=TT_Time_Duration| 958=Algo Type|959=1|960=1| 958=ChildTIF|959=14|960=2| 958=DiscVal|959=1|960=10| 958=DiscValType|959=1|960=1| 958=DurationBaseUnit|959=1|960=1| 958=Duration|959=1|960=1| 958=LimitPriceType|959=1|960=3| 958=LimitTicksAway|959=1|960=1| 958=Variance|959=1|960=1
For the FIXatdl definition, see TT_TimeDuration.xml.
TT Time Sliced order
TT Time Sliced order parameters
TT Time Sliced orders support the following required and optional parameters; others are ignored.
| Required | Optional |
AlgoName Name of the TT order type For TT order types, possible values include:
For custom algos, the name must match the one specified by the algo creator. Required when this repeating group represents an algo AlgoType Source of the algo Possible values include:
Required when this repeating group contains a |958=Algo Name| entry ChildTIF Time-in-Force for the algo child orders Possible values include:
Notes: CME supports Immediate or Cancel (IOC) and Fill Or Kill (FOK) using the same Time in Force value (Tag 59=3). If a TT FIX client submits a CME IOC (Tag 59=3) with a MinQty (Tag 110), the order will be treated by CME as a FOK. To send an IOC, the FIX client should omit tag 110 from TT FIX New Order message. Note: Although the TT FIX schema includes the new ‘At the Close’ TIFs for OSE (59=S, 59=T, and 59=U), at this time these values can not be used through FIX Order Routing or Drop Copy services. However, these values will be fully integrated in a future release. Please monitor the TT Release Notes for announcements as to availability of these TIFs. Note: The “Plus” enums indicate that the TIF is available for the after hours (ATH) T + 1 session. For more information about TIFs supported by exchanges, refer to Supported Order Types and TIFs in the Setup help. DiscValType What the DiscVal represents Possible values include:
LeftoverAction How to handle any existing unfilled order quantities when it is time to send the next portion.
| LimitTicksAway Number of ticks away from the specified limit price to submit the order (-999 to 999) LimitPriceType Type of price for the ticks away offset. Possible values include:
LeftoverTicks Number of ticks to add or subtract from your Bid or Offer to determine the price of the limit order. Required when the repeating group contains a 958=LeftOverAction with 960=1 (Payup) entry. TriggerPriceType Type of order trigger. Possible values include:
IsTrlTrg Indicates whether the trigger price trails the trigger price type by some number of ticks. Possible values include: Y or N. EffectiveTime Time to start working the order. Note: Omit to start working the order when submitted. Some order types, such as TT Retry, support precision to the microsecond using a format YYYYMMDD-HH:MM:SS.sssmmm, where mmm represents the microseconds portion of the timestamp. When set, this precision is returned in the Execution Report. ETimeAct Time to stop working the order. Note: Omit to work the order until the market closes (GTD). ExpireTime Time to stop working the order. Note: Omit to work the order until the market closes (GTD). WithATickType Whether the WAT threshold represents a specific quantity or a percentage of the order quantity. Possible values include:
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Sample block:
957=9| 958=Algo Name|959=14|960=TT_Time_Sliced| 958=Algo Type|959=1|960=1| 958=ChildTIF|959=14|960=2| 958=DiscVal|959=1|960=10| 958=DiscValType|959=1|960=1| 958=Interval|959=1|960=120000| 958=IsTrlTrg|959=13|960=Y| 958=TriggerType|959=1|960=2| 958=TriggerPriceType|959=1|960=3|
For the FIXatdl definition, see TT_TimeSliced.xml.
TT Timed order
TT Timed order parameters
TT Timed orders support the following required and optional parameters; others are ignored.
| Required | Optional |
AlgoName Name of the TT order type For TT order types, possible values include:
For custom algos, the name must match the one specified by the algo creator. Required when this repeating group represents an algo AlgoType Source of the algo Possible values include:
Required when this repeating group contains a |958=Algo Name| entry ChildTIF Time-in-Force for the algo child orders Possible values include:
Notes: CME supports Immediate or Cancel (IOC) and Fill Or Kill (FOK) using the same Time in Force value (Tag 59=3). If a TT FIX client submits a CME IOC (Tag 59=3) with a MinQty (Tag 110), the order will be treated by CME as a FOK. To send an IOC, the FIX client should omit tag 110 from TT FIX New Order message. Note: Although the TT FIX schema includes the new ‘At the Close’ TIFs for OSE (59=S, 59=T, and 59=U), at this time these values can not be used through FIX Order Routing or Drop Copy services. However, these values will be fully integrated in a future release. Please monitor the TT Release Notes for announcements as to availability of these TIFs. Note: The “Plus” enums indicate that the TIF is available for the after hours (ATH) T + 1 session. For more information about TIFs supported by exchanges, refer to Supported Order Types and TIFs in the Setup help. | LimitTicksAway Number of ticks away from the specified limit price to submit the order (-999 to 999) LimitPriceType Type of price for the ticks away offset. Possible values include:
EffectiveTime Time to start working the order. Note: Omit to start working the order when submitted. Some order types, such as TT Retry, support precision to the microsecond using a format YYYYMMDD-HH:MM:SS.sssmmm, where mmm represents the microseconds portion of the timestamp. When set, this precision is returned in the Execution Report. ETimeAct Time to stop working the order. Note: Omit to work the order until the market closes (GTD). ExpireTime Time to stop working the order. Note: Omit to work the order until the market closes (GTD). WithATickType Whether the WAT threshold represents a specific quantity or a percentage of the order quantity. Possible values include:
|
Sample block:
957=4| 958=Algo Name|959=14|960=TT_Timed| 958=Algo Type|959=1|960=1| 958=ChildTIF|959=14|960=2| 958=STime|959=19|960=20160506-14:00:00|
For the FIXatdl definition, see TT_Timed.xml.
TT Trailing Limit order
TT Trailing Limit order parameters
TT Trailing Limit orders support the following required and optional parameters; others are ignored.
| Required | Optional |
AlgoName Name of the TT order type For TT order types, possible values include:
For custom algos, the name must match the one specified by the algo creator. Required when this repeating group represents an algo AlgoType Source of the algo Possible values include:
Required when this repeating group contains a |958=Algo Name| entry ChildTIF Time-in-Force for the algo child orders Possible values include:
Notes: CME supports Immediate or Cancel (IOC) and Fill Or Kill (FOK) using the same Time in Force value (Tag 59=3). If a TT FIX client submits a CME IOC (Tag 59=3) with a MinQty (Tag 110), the order will be treated by CME as a FOK. To send an IOC, the FIX client should omit tag 110 from TT FIX New Order message. Note: Although the TT FIX schema includes the new ‘At the Close’ TIFs for OSE (59=S, 59=T, and 59=U), at this time these values can not be used through FIX Order Routing or Drop Copy services. However, these values will be fully integrated in a future release. Please monitor the TT Release Notes for announcements as to availability of these TIFs. Note: The “Plus” enums indicate that the TIF is available for the after hours (ATH) T + 1 session. For more information about TIFs supported by exchanges, refer to Supported Order Types and TIFs in the Setup help. LimitTicksAway Number of ticks away from the specified limit price to submit the order (-999 to 999) LimitPriceType Type of price for the ticks away offset. Possible values include:
| EffectiveTime Time to start working the order. Note: Omit to start working the order when submitted. Some order types, such as TT Retry, support precision to the microsecond using a format YYYYMMDD-HH:MM:SS.sssmmm, where mmm represents the microseconds portion of the timestamp. When set, this precision is returned in the Execution Report. ETimeAct Time to stop working the order. Note: Omit to work the order until the market closes (GTD). ExpireTime Time to stop working the order. Note: Omit to work the order until the market closes (GTD). |
Sample block:
957=7| 958=Algo Name|959=14|960=TT_Trailing_Limit| 958=Algo Type|959=1|960=1| 958=ChildTIF|959=14|960=2| 958=LimitPriceType|959=1|960=3| 958=LimitTicksAway|959=1|960=2| 958=ETime|959=19|960=20160506-11:00:00| 958=ETimeAct|959=1|960=1|
For the FIXatdl definition, see TT_TrailingLimit.xml.
TT Time Weighted Average Price (TWAP) order
TT Time Weighted Average Price (TWAP) order parameters
TT Time Weighted Average Price orders support the following required and optional parameters; others are ignored.
| Required | Optional |
AlgoName Name of the TT order type For TT order types, possible values include:
For custom algos, the name must match the one specified by the algo creator. Required when this repeating group represents an algo AlgoType Source of the algo Possible values include:
Required when this repeating group contains a |958=Algo Name| entry ChildTIF Time-in-Force for the algo child orders Possible values include:
Notes: CME supports Immediate or Cancel (IOC) and Fill Or Kill (FOK) using the same Time in Force value (Tag 59=3). If a TT FIX client submits a CME IOC (Tag 59=3) with a MinQty (Tag 110), the order will be treated by CME as a FOK. To send an IOC, the FIX client should omit tag 110 from TT FIX New Order message. Note: Although the TT FIX schema includes the new ‘At the Close’ TIFs for OSE (59=S, 59=T, and 59=U), at this time these values can not be used through FIX Order Routing or Drop Copy services. However, these values will be fully integrated in a future release. Please monitor the TT Release Notes for announcements as to availability of these TIFs. Note: The “Plus” enums indicate that the TIF is available for the after hours (ATH) T + 1 session. For more information about TIFs supported by exchanges, refer to Supported Order Types and TIFs in the Setup help. Of the following tags, you must enter (Duration AND DurationBaseUnit) OR (DurationSTime AND DurationETime) DurationBaseUnit Time unit to use for the duration of a TT Time Duration order. Possible values include:
TwapStyle Defines how the algorithm lays out the slices and execution options.
| WouldIfPrc The desired price threshold that will trigger TWAP to temporarily abandon its current slicing plan and aggressively fill as much quantity as possible. LimitPrc The highest price at which the user is willing to buy (when buying), or the lowest to sell (when selling). |
Sample block:
957=7| 958=Algo Name|959=14|960=TT_TWAP| 958=Algo Type|959=1|960=1| 958=ChildTIF|959=14|960=2| 958=DurationBaseUnit|959=1|960=1| 958=Duration|959=1|960=1| 958=MaxDisp|959=1|960=1| 958=TWAPStyle|959=1|960=1|
For the FIXatdl definition, see TT_TWAP.xml.
TT With a Tick order
TT With-a-Tick order parameters
TT With a Tick orders support the following required and optional parameters; others are ignored.
| Required | Optional |
AlgoName Name of the TT order type For TT order types, possible values include:
For custom algos, the name must match the one specified by the algo creator. Required when this repeating group represents an algo AlgoType Source of the algo Possible values include:
Required when this repeating group contains a |958=Algo Name| entry ChildTIF Time-in-Force for the algo child orders Possible values include:
Notes: CME supports Immediate or Cancel (IOC) and Fill Or Kill (FOK) using the same Time in Force value (Tag 59=3). If a TT FIX client submits a CME IOC (Tag 59=3) with a MinQty (Tag 110), the order will be treated by CME as a FOK. To send an IOC, the FIX client should omit tag 110 from TT FIX New Order message. Note: Although the TT FIX schema includes the new ‘At the Close’ TIFs for OSE (59=S, 59=T, and 59=U), at this time these values can not be used through FIX Order Routing or Drop Copy services. However, these values will be fully integrated in a future release. Please monitor the TT Release Notes for announcements as to availability of these TIFs. Note: The “Plus” enums indicate that the TIF is available for the after hours (ATH) T + 1 session. For more information about TIFs supported by exchanges, refer to Supported Order Types and TIFs in the Setup help. WithATickType Whether the WAT threshold represents a specific quantity or a percentage of the order quantity. Possible values include:
| LimitTicksAway Number of ticks away from the specified limit price to submit the order (-999 to 999) LimitPriceType Type of price for the ticks away offset. Possible values include:
EffectiveTime Time to start working the order. Note: Omit to start working the order when submitted. Some order types, such as TT Retry, support precision to the microsecond using a format YYYYMMDD-HH:MM:SS.sssmmm, where mmm represents the microseconds portion of the timestamp. When set, this precision is returned in the Execution Report. ETimeAct Time to stop working the order. Note: Omit to work the order until the market closes (GTD). ExpireTime Time to stop working the order. Note: Omit to work the order until the market closes (GTD). |
Sample block:
957=6| 958=Algo Name|959=14|960=TT_With_A_Tick| 958=Algo Type|959=1|960=1| 958=ChildTIF|959=14|960=2| 958=WithATickType|959=1|960=1| 958=WithATick|959=1|960=100| 958=STime|959=19|960=20160506-14:00:00|
For the FIXatdl definition, see TT_WithATick.xml.
Specifying parameters for Autospreader and Aggregator orders
You also use the <StrategyParametersGrp> repeating group to specify parameters for Autospreader and Aggregator orders. The NoStrategyParameters (tag 957) should always be 1 for these orders.
- Orders for Autospreader spreads use parameters only for the spread name. Sample repeating group:
957=1| 958=Spread Name|959=14|960=ZB Calendar|
- Orders for Aggregator instruments use parameters only for the aggregator name. Sample repeating group:
957=1| 958=Aggregator Name|959=14|960=Gold Aggregated|
Specifying parameters for custom algo or third-party algo order parameters
When creating the repeating group for a custom algo, such as one created through ADL, you must specify the same algo name as defined by the algo creator and must identify the algo type as custom (960=0). You also need to provide all of the user parameters defined for the algo. For a third-party algo, you must identify the algo type as third party (960=3) and contact the algo provider to get the algo name and the required parameters.
Note: All algos must contain the following StrategyParameterName (tag 958) values in the StrategyParameters repeating group, along with their corresponding types (tag 959) and values (tag 960):
- 958=Algo Name
- 958=Algo Type
- 958=ChildTIF
Sample repeating group:
957=6| 958=Algo Name|959=14|960=LimitWithOffset| 958=Algo Type|959=1|960=0| 958=ChildTIF|959=14|960=2| 958=LimitType|959=1|960=3| 958=EntryOffset|959=1|960=3| 958=ExitOffset|959=1|960=1|
Specifying free-form text fields
Free-form text fields allow you to include extra information with an order than persists throughout the life of the order. TT reserves three StrategyParamName values that correspond to the free-form text fields available in TT widgets, such as an Order Ticket.
Note: You can also include these free-form text fields as part of the repeating group for an algo.
| StrategyParameterName (958) | StrategyParameterType (959) | StrategyParameterValue (960) |
|---|---|---|
| Text A | String | Value corresponding to the Text A field in TT widgets |
| Text B | String | Value corresponding to the Text B field in TT widgets |
| Text C | String | Customer-defined text field not sent to exchange |
| Text TT | String | Value corresponding to the Text TT field in TT widgets |
| custom-parameter-name | String | Value for the user-defined field |
Sample repeating group:
957=2| 958=Text A|959=14|960=Trading group 1234| 958=Text TT|959=14|960=Flattening my position|
Parameters and values for TT Order Types
The following table provides a reference for the tag values you must specify for each of the TT Order Type parameters.
| StrategyParameterName (958) | StrategyParameterType (959) | StrategyParameterValue (960) |
|---|---|---|
| Aggregator Name | String | Name of the aggregator as defined in the Aggregator Manager |
| Algo Name | String | Name of the TT order type For TT order types, possible values include:
For custom algos, the name must match the one specified by the algo creator. Required when this repeating group represents an algo |
| Algo Type | int | Source of the algo Possible values include:
Required when this repeating group contains a |958=Algo Name| entry |
| AutoResubExpiredGTD | Boolean | If any child orders are not completely filled by the session close, the exchange will expire the child orders; when the market reopens, the parent order will then resubmit the child orders with the same parameters as when they expired. Possible values include:
|
| BracketOrderType | int | Order type for the parent order Possible values include:
|
| BracketStopLimitOffset | int | Number of ticks away from the Stop price to submit a Limit order. |
| ChildTIF | char | Time-in-Force for the algo child orders Possible values include: Possible values include:
Notes: CME supports Immediate or Cancel (IOC) and Fill Or Kill (FOK) using the same Time in Force value (Tag 59=3). If a TT FIX client submits a CME IOC (Tag 59=3) with a MinQty (Tag 110), the order will be treated by CME as a FOK. To send an IOC, the FIX client should omit tag 110 from TT FIX New Order message. Note: Although the TT FIX schema includes the new ‘At the Close’ TIFs for OSE (59=S, 59=T, and 59=U), at this time these values can not be used through FIX Order Routing or Drop Copy services. However, these values will be fully integrated in a future release. Please monitor the TT Release Notes for announcements as to availability of these TIFs. Note: The “Plus” enums indicate that the TIF is available for the after hours (ATH) T + 1 session. For more information about TIFs supported by exchanges, refer to Supported Order Types and TIFs in the Setup help. Required when this repeating group contains a |958=Algo Name| entry |
| DiscVal | int | Amount of the total order quantity to disclose (1 to maxint) |
| DiscValType | int | What the DiscVal represents Possible values include:
|
| Duration | int | Number of time units between each disclosed order portion of a TT Time Duration order. |
| DurationBaseUnit | int | Time unit to use for the duration of a TT Time Duration order. Possible values include:
|
| DurationSTime | UTC_Timestamp | Time to start submitting child orders of a TT Time Duration order. |
| DurationETime | UTC_Timestamp | Time to stop submitting child orders of a TT Time Duration order. |
| ETAGoToMktTicks | int | Number of ticks into the market to submit an order for the remaining quantity when the end time action (ETimeAct) is 2 (Go To Market). |
| ETime | UTC_Timestamp | Time to stop working the order. Note: Omit the tag to work the order until the market closes (GTC). |
| ETimeAct | int | Action to take for any unfilled balance when the End time is reached. Currently, the only supported value is 1 (Cancel). |
| Interval | int | Length of the slice, in milliseconds |
| IsTrlTrg | Boolean | Indicates whether the trigger price trails the trigger price type by some number of ticks. Possible values include: Y or N. |
| LeftoverAction | int | How to handle any existing unfilled order quantities when it is time to send the next portion.
|
| LeftoverTicks | int | Number of ticks to add or subtract from your Bid or Offer to determine the price of the limit order. Required when the repeating group contains a 958=LeftOverAction with 960=1 (Payup) entry |
| LeftoverTimeAction | int | When to execute the LeftoverAction for an order interval. Possible values include:
|
| LimitPrc | price | The highest price at which the user is willing to buy (when buying), or the lowest to sell (when selling). |
| LimitPriceType | int | Type of price for the ticks away offset. Possible values include:
|
| LimitTicksAway | int | Number of ticks away from the specified limit price to submit the order (-999 to 999) |
| MaxDisp | int | The maximum size of a child order lot in relation to the total parent order quantity. |
| OcoStopTriggerPrice | int | Price at which to trigger the Stop Market or Stop Limit order. |
| Payup | int | Number of ticks from the specified price to submit the Limit order |
| ParentTIF | int | Time-in-force of a parent synthetic order. Possible values include:
Note: If this value is omitted, the value of tag 59 (TimeInForce) will be assigned to this tag. If tag 59 is also missing, the order will be rejected. If both parameters are present, their values must be identical. |
| ProfitTarget | int | Initial price for the profit order in the OCO pair, as follows:
|
| RetryCount | int | Number of times (0-32,000) to resend a rejected order |
| RetryInterval | int | Number of milliseconds (0-100,000) between retry attempts |
| SpreadName | String | Name of the spread as defined in the Autospreader widget. |
| STime | UTC_Timestamp | Time to start working the order. Note: Omit the tag to start working the order when submitted. |
| StopLimitOffset | int | Number of ticks away from the Stop price to submit a Limit order when the OCO Stop Limit order is triggered. |
| StopOrderType | int | Order type of the stop-loss order. Possible values include:
|
| StopTarget | int | Initial price for the stop loss order in the OCO pair, as follows:
|
| TriggerLTPReset | int | Whether to reset the trade quantity counter back to zero, if the inside market backs away from the trigger price. Possible values include:
|
| TriggerPriceType | int | Type of order trigger. Possible values include:
|
| TriggerQty | int | Quantity of the secondary trigger condition based on the executed quantity (if LTP) or the quantity on the Bid or the Ask. |
| TriggerQtyCompare | int | Test to use when comparing trigger quantities. Possible values include:
|
| TriggerQtyType | int | Type of quantity trigger. Possible values include:
|
| TriggerType | int | Price at which to trigger the order. Possible values include:
|
| TriggerTicksAway | int | Number of ticks away from the specified price to submit the child order |
| TTStopIsTrlTrigger | Boolean | Whether the TT Stop order trigger price trails the trigger price type by some number of ticks. Possible values include:
Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop). |
| TTStopLimitPriceType | int | Type of price to use to the TT Stop child order Possible values include:
Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop). |
| TTStopPayup | int | Number of ticks from the specified price to submit the Limit order. Positive values indicate towards the market and negative values indicate away from the market. Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop). |
| TTStopSecondConditionIsOn | Boolean | Whether to require a secondary condition before triggering an order. The order is triggered only when the initial and secondary conditions are both TRUE. Possible values include:
|
| TTStopSecondConditionIsTrlTrg | Boolean | Type of trigger for the second contion of at TT Stop or TT If-Touched order. Possible values include:
|
| TTStopSecondTriggerPriceType | int | Type of trigger for the second contion of at TT Stop or TT If-Touched order. Possible values include:
|
| TTStopSecondTriggerQty | int | Quantity of the secondary trigger condition based on the executed quantity (if LTP) or the quantity on the Bid or the Ask. |
| TTStopSecondTriggerQtyCompare | int | Test to use when comparing trigger quantities. Possible values include: Possible values include:
|
| TTStopSecondTriggerQtyType | int | Type of quantity trigger for the secondary condition. Possible values include:
|
| TTStopSecondTriggerTicksAway | int | Number of ticks from the specified price to submit the child order, based on the specified Trigger price. Positive values indicate towards the market and negative values indicate away from the market. |
| TTStopTriggeredOrderPrice | Price | Price for the TT Stop child Limit order. Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop). |
| TTStopTriggeredOrderType | int | Type of order to submit when triggered. Possible values include:
Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop). |
| TTStopTriggerLTPReset | Boolean | Whether to reset the trade quantity counter back to zero, if the inside market backs away from the trigger price. Possible values include:
Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop). |
| TTStopTriggerPriceType | int | Type of trigger for the TT Stop order. Possible values include:
Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop). |
| TTStopTriggerQty | int | Quantity of the secondary trigger condition based on the executed quantity (if LTP) or the quantity on the Bid or the Ask. Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop). |
| TTStopTriggerQtyCompare | int | Test to use when comparing TT Stop order trigger quantities. Possible values include:
Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop). |
| TTStopTriggerQtyType | int | Type of quantity trigger for the TT Stop order. Possible values include:
Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop). |
| TTStopTriggerTicksAway | int | Number of ticks away from the specified price to submit the child orders of the TT Stop order Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop). |
| TTStopWithATick | int | Threshold for the With A Tick behavior that reprices the order one tick toward the market when available quantity at the opposite inside market is at or below the specified quantity threshold Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop). |
| TTStopWithATickType | int | Type of quantity to use for the With A Tick type specified in tag 16929 (TTStopWithATick). Possible values include:
Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop). |
| TWAPStyle | int | Defines how the algorithm lays out the slices and execution options: Defines how the algorithm lays out the slices and execution options.
|
| Variance | int | Percentage (0-100) by which to vary the child order quantity. |
| WaitingOption | int | When to start working the parent order. Possible values include:
Note: If this is 1, you must specify the start time in tag 168 (EffectiveTime). |
| WithATick | int | WAT threshold quantity. |
| WithATickType | int | Whether the WAT threshold represents a specific quantity or a percentage of the order quantity. Possible values include:
|
| WouldIfPrc | price | Desired price threshold that will trigger TWAP to temporarily abandon its current slicing plan and aggressively fill as much quantity as possible. |
| custom-parameter-name | Varies | Value of the custom parameter You must ensure that the value matches the specified data type for the custom parameter. |