| 8 | BeginString | STRING | Y | FIX protocol version
The tag indicates the beginning of a new message.
This tag must be the first tag in the message.
You must set the value to FIX.4.2 or FIX.4.4.
| | 9 | BodyLength | INT | Y | Message length (in characters)
The value represents number of characters in the message following
this tag up to, and including, the delimiter immediately preceding Tag
10 (CheckSum). This tag must be the second field in a message.
| | 35 | MsgType | STRING | Y | Type of message contained in the message body
This tag must appear third in the list of header tags.
Possible values:- 0: Heartbeat
- 1: Test Request
- 2: Resend Request
- 3: Reject
- 4: Sequence Reset
- 5: Logout
- 8: Execution Report
- 9: Order Cancel Reject
- A: Logon
- B: News
- c: Security Definition Request
- D: Order Single
- d: Security Definition
- e: Security Status Request
- f: Security Status
- F: Order Cancel Request
- G: Order Cancel Replace Request
- H: Order Status Request
- Q: Don’t Know Trade (Inbound Drop Copy only)
- R: Quote Request
- V: Market Data Request
- W: Market Data Snapshot Full Refresh
- X: Market Data Incremental Refresh
- Y: Market Data Request Reject
- AD: Trade Capture Report Request
- AE: Trade Capture Report
- AQ: Trade Capture Report Request Ack
| | 49 | SenderCompID | STRING | Y | | | 56 | TargetCompID | STRING | Y | TT session identity
TT FIX does not validate this field. To guarantee session persistence, the FIX client must maintain the same value of this field for the life of the session.
You can use any value in this tag to identify the TT session for the FIX client. TT FIX will return this value in tag 49 (SenderCompID) in its responses.
| | 50 | SenderSubID | STRING | CSent if TT User Setup specifies an exchange operator ID
| Unique ID for the message sender
For CME, the value corresponds to the Operator ID.
| | 142 | SenderLocationID | STRING | N | Specific message originator’s location (i.e. geographic location and/or
desk, trader)
| | 116 | OnBehalfOfSubID | STRING | N | Unique Trader ID
The value maps to the Alias field configured for a user in Setup.
| | 129 | DeliverToSubID | STRING | C | Value of Tag 116 (OnBehalfOfSubID) in the FIX client request.
| | 34 | MsgSeqNum | SEQNUM | Y | Message sequence number
| | 43 | PossDupFlag | BOOLEAN | CSent when TT FIX resends messages
| Whether the sequence number for this message is already used
Note: If 43=Y is present, TT will reject New Order Single (D), Order Cancel/Replace Request (G), New Order Multileg (AB), and Multileg Order Cancel/Replace (AC) messages with a Business Message Reject (j) message.
Possible values:- N: NO: Original transmission
- Y: YES: Possible duplicate
| | 97 | PossResend | BOOLEAN | CSent when TT FIX restarts after encountering a corrupt FIX message cache, and only until it completes the initial download.
| Whether the message might contain information that has been sent under another sequence number
Possible values:- N: NO: Original transmission
- Y: YES: Possible resend
| | 122 | OrigSendingTime | UTCTIMESTAMP | CSent when TT FIX resends a message
| Original time of message transmission, when transmitting orders as the result of a resend request
Always expressed in UTC.
| | 52 | SendingTime | UTCTIMESTAMP | Y | Time, in UTC, the message was sent.
| | 57 | TargetSubID | STRING | CIf the Target Sub Id field has a value for the FIX Session in Setup, you must supply that value is this tag for a Logon (A) message.
| Unique ID for the message receiver.
|
|
| 571 | TradeReportID | STRING | N | Unique identifier of trade capture report
|
| 572 | TradeReportRefID | STRING | N | Reference identifier used with CANCEL and REPLACE transaction types
|
| 17 | ExecID | STRING | N | Unique identifier for this execution report.
This report ID remains unique until TT FIX resets.
Note: Do not try to interpret or parse the value.
|
| 820 | TradeLinkID | STRING | N | Used to link a group of trades together. Useful for linking a group of trades together for average price calculations.
|
| 487 | TradeReportTransType | INT | N | Trade Report message transaction type
Possible values:- 0: New
- 1: Cancel
- 2: Replace
- 3: Release
- 4: Reverse
- 5: Cancel du to back out of trade
- 101: Inquire
- 102: Accept
- 999: Unknown
|
| 625 | TradingSessionSubID | STRING | C | Assigns a specific trading session to the trade. Currently used to support SGX Over-the-Counter (OTC) trade reporting.
Tag 625 accepts values as a string however, the following enums are reserved and specific to SGX OTC trades:
Possible values:- 1: Pre-Trading
- 2: Opening / opening auction
- 3: Continuous
- 4: Closing / closing auction
- 5: Post-Trading
- 6: Intraday Auction
- 7: Quiescent
|
| 829 | TrdSubType | INT | N | Further qualification to the trade type.
Possible values:- 1: Arbitrage
- 2: Combination
- 3: Cross Trade
- 4: Exchange for Physical
- 5: Position Consolidation
- 6: Rollover
- 8: Implied spread leg executed against an outright(Inbound Drop Copy FIX clients only)
- 36: Converted swap (Inbound Drop Copy FIX clients only)
- 37: Crossed trade (Inbound Drop Copy FIX clients only)
- 40: Traded at Settlement (TAS) (Inbound Drop Copy FIX clients only)
- 42: Auction trade (Inbound Drop Copy FIX clients only)
- 43: Traded at marker (Inbound Drop Copy FIX clients only)
- 48: Multilateral compression (Inbound Drop Copy FIX clients only)
- 200: Delivery transfer (Inbound Drop Copy FIX clients only)
|
| 856 | TradeReportType | INT | N | Type of trade report
Possible values:- 0: Submit
- 1: Alleged
- 2: Accept
- 3: Decline
- 5: No was
- 6: Cancel
- 11: Alleged new
- 13: Alleged no was
- 101: Notification (Inbound Drop Copy FIX clients only)
- 102: Waiting for cancel approval (Enlight trades only)
- 103: Partially filled (Enlight trades only)
- 999: Unknown
- 1000: Clearing
|
| 939 | TrdRptStatus | INT | N | Status of the trade report
Possible values:- 0: Accepted
- 1: Rejected
- 3: Accepted with errors
- 99: Unknown
|
| 751 | TradeReportRejectReason | INT | N | Reason the Trade Capture Report was rejected
Possible values:- 0: Successful
- 1: Invalid party information
- 2: Unknown instrument
- 3: Unauthorized to report trades
- 4: Invalid trade type
- 99: Other
|
| 16963 | Seq | INT | N | The sequence number for the Trade Capture Report and Trade Capture Report Ack for the Order Status.
|
| 107 | SecurityDesc | STRING | N | Can be used to provide an optional textual description for a financial instrument
|
| 60 | TransactTime | UTCTIMESTAMP | Y | Time, in UTC, the transaction occurred with microsecond precision.
Note: Some Exchanges might send milliseconds in certain circumstances, in the form: YYYYMMDD-HH:MM:SS.sss. TT recommends that you allocate enough memory to handle the longer timestamp should an Exchange send it.
|
| 818 | SecondaryTradeReportID | STRING | N | Secondary trade report identifier. Can be used to associate an additional identifier with a trade.
|
| 2404 | ComplianceText | STRING | C | ComplianceText (Tag 2404) is a free-form text field containing compliance information used for regulatory reporting. Tag 2404 is supported on all order, change, cancel and execution report messages.
ComplianceText (Tag 2404) is conditionally required for some orders in production for Eurex and EEX.
- If Trading Capacity is Proprietary (5) then ComplianceText (Tag 2404) is required
- If Trading Capacity is Agency (1), then ComplianceText (Tag 2404) is required when the user is an Exchange Trader acting for another exchange participant. It should not be sent when the user is a client of the Member (not an exchange trader).
Note: Orders will not be rejected by the exchange if this field is not populated.
Tag 2404 in the TT system behaves as follows:
- ComplianceText (Tag 2404) should include the following info: Member ID/ Trader ID combination, aka the MGT (for ex. ABCFRTRD001).
- ComplianceText (Tag 2404) will be set at the User level in a new field to be added in Setup, “Compliance Text”.
- If ComplianceText (Tag 2404) is populated, TT will send it to the exchange in Tag 2404, if it is not populated, TT will not send the tag.
|
| 16112 | NoLinks | INT | CSent only for FIX Drop Copy OUT sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled for the session in TT Setup. The tag is ignored if sent on FIX Order Routing sessions.
| Number of links contained in this repeating group
|
| 16113 | LinkID | STRING | C | Used to identify relationships between entities (accounts or orders).
Example: Distinguish that this is a child order or fill that came from a synthetic parent order. Child orders and fills that came from the same parent order will have the same LinkID.
Note: If the Send Staged / Synthetic Child order / fill message setting is enabled for the FIX session in the Setup application, this tag will contain a shortened ID.
|
| 16114 | LinkType | CHAR | C | The kind of link.
Note: When LinkType (Tag 16114) equals R, LinkID (Tag 16113) will contain the TT Order ID of the topmost parent order in the chain (e.g., parent/child/grandchild/etc.) of algo orders.
Possible values:- 7: Staged child order ID
- P: Parent order ID
- X: Position transfer ID
- 8: Staged bulked child order ID
- 9: Staged stitched child order ID
- A: Staged split child order ID
- E: Unique execution ID allocated from (FX only)
- R: Root algo order ID
- F: Parent Account ID
|
| 48 | SecurityID | STRING | Y | ID of the instrument.
Note: The combination of this tag and tag 22 (IDSource) must uniquely identify an instrument in the TT platform.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 48 | SecurityID | STRING | Y | ID of the instrument.
Note: The combination of this tag and tag 22 (IDSource) must uniquely identify an instrument in the TT platform.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 22 | IDSource | STRING | Y | Source for the value of tag 48 (SecurityID).
Note: The following markets support RIC codes (22=5) for identifying futures, spreads and options
instruments in tag 48 (SecurityID):
- ASX
- DGCX
- CFE
- CME
- EEX
- EUREX
- Euronext
- Hkex
- ICE
- ICE_L
- LME
- MEFF
- MX
- OSE
- SGX
- TFX
- TOCOM
Note: The combination of this tag and tag 48 (SecurityID) must uniquely identify an instrument in the TT platform.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
Possible values:- 4: ISIN number
- 5: RIC code
- 8: Exchange symbol
- 91: Ticker symbol
- 96: TT security ID
- 97: Alias
- 98: Name
- A: Bloomberg Code
- H: Clearing House (Inbound Drop Copy only)
- S: OpenFIGI ID
- X: Series key
| | 22 | IDSource | STRING | N | Source for the value of tag 48 (SecurityID).
Note: The following markets support RIC codes (22=5) for identifying futures, spreads and options
instruments in tag 48 (SecurityID):
- ASX
- DGCX
- CFE
- CME
- EEX
- EUREX
- Euronext
- Hkex
- ICE
- ICE_L
- LME
- MEFF
- MX
- OSE
- SGX
- TFX
- TOCOM
Possible values:- 4: ISIN number
- 5: RIC code
- 8: Exchange symbol
- 91: Ticker symbol
- 96: TT security ID
- 97: Alias
- 98: Name
- A: Bloomberg Code
- H: Clearing House (Inbound Drop Copy only)
- S: OpenFIGI ID
- X: Series key
| | 207 | SecurityExchange | EXCHANGE | CRequired when Tag 100 (ExtDestination) is absent and when tag 22 (IDSource) is 8 (Exchange symbol), 97 (Alias) or 9 (Name).
| Name of the market where the instrument trades.
TT FIX uses this value to identify the exchange that offers the
security.
Possible values:- AGGREGATOR
- ALGO
- ASE
- ASX
- B3
- BitMEX
- BrokerTec
- Cboe
- CboeFX_SW_NY
- CBOT
- CFE
- CME
- Coinbase
- CoinFLEX
- CurveGlobal
- CZCE
- DCE
- DGCX
- EEX
- Eurex
- Euronext
- Fenics
- FEX
- HKEX
- ICE
- ICE_L
- IDEM
- INE
- KCG
- KRK
- LME
- LSE
- MEFF
- MEXDER
- MX
- NDAQ_EU
- NFI
- NFX
- OSE
- SGX
- TFEX
- TFX
- TOCOM
| | 207 | SecurityExchange | EXCHANGE | CRequired when Tag 100 (ExtDestination) is absent
| Name of the market where the instrument trades.
TT FIX uses this value to identify the exchange that offers the
security.
Possible values:- AGGREGATOR
- ALGO
- ASE
- ASX
- B3
- BitMEX
- BrokerTec
- Cboe
- CboeFX_SW_NY
- CBOT
- CFE
- CME
- Coinbase
- CoinFLEX
- CurveGlobal
- CZCE
- DCE
- DGCX
- EEX
- Eurex
- Euronext
- Fenics
- FEX
- HKEX
- ICE
- ICE_L
- IDEM
- INE
- KCG
- KRK
- LME
- LSE
- MEFF
- MEXDER
- MX
- NDAQ_EU
- NFI
- NFX
- OSE
- SGX
- TFEX
- TFX
- TOCOM
| | 207 | SecurityExchange | EXCHANGE | CRequired when Tag 100 (ExtDestination) is absent
| Name of the market where the instrument trades.
TT FIX uses this value to identify the exchange that offers the
security.
Possible values:- AGGREGATOR
- ALGO
- ASE
- ASX
- B3
- BitMEX
- BrokerTec
- Cboe
- CboeFX_SW_NY
- CBOT
- CFE
- CME
- Coinbase
- CoinFLEX
- CurveGlobal
- CZCE
- DCE
- DGCX
- EEX
- Eurex
- Euronext
- Fenics
- FEX
- HKEX
- ICE
- ICE_L
- IDEM
- INE
- KCG
- KRK
- LME
- LSE
- MEFF
- MEXDER
- MX
- NDAQ_EU
- NFI
- NFX
- OSE
- SGX
- TFEX
- TFX
- TOCOM
| | 207 | SecurityExchange | EXCHANGE | C | Name of the market where the instrument trades.
TT FIX uses this value to identify the exchange that offers the
security.
Possible values:- AGGREGATOR
- ALGO
- ASE
- ASX
- B3
- BitMEX
- BrokerTec
- Cboe
- CboeFX_SW_NY
- CBOT
- CFE
- CME
- Coinbase
- CoinFLEX
- CurveGlobal
- CZCE
- DCE
- DGCX
- EEX
- Eurex
- Euronext
- Fenics
- FEX
- HKEX
- ICE
- ICE_L
- IDEM
- INE
- KCG
- KRK
- LME
- LSE
- MEFF
- MEXDER
- MX
- NDAQ_EU
- NFI
- NFX
- OSE
- SGX
- TFEX
- TFX
- TOCOM
| | 100 | ExDestination | EXCHANGE | CRequired when Tag 207 (SecurityExchange) is absent and when tag 22 (IDSource) is 8 (Exchange symbol), 97 (Alias) or 9 (Name).
| Market Identifier Code (MIC) of the sub-market where the instrument trades.
Execution destination for the order as defined by the institution
Some traders use this tag in place of Tag 207 (SecurityExchange) to
identify the exchange.
ISO 10383 defines a comprehensive list of MIC codes.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 100 | ExDestination | EXCHANGE | CRequired when Tag 207 (SecurityExchange) is absent
| Market Identifier Code (MIC) of the sub-market where the instrument trades.
Execution destination for the order as defined by the institution
Some traders use this tag in place of Tag 207 (SecurityExchange) to
identify the exchange.
ISO 10383 defines a comprehensive list of MIC codes.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 100 | ExDestination | EXCHANGE | CRequired when Tag 207 (SecurityExchange) is absent
| Name of the sub-market where the instrument trades.
Execution destination for the order as defined by the institution
Some traders use this tag in place of Tag 207 (SecurityExchange) to
identify the exchange.
ISO 10383 defines a comprehensive list of MIC codes.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 100 | ExDestination | EXCHANGE | CSent when available for FIX 4.2 sessions
| Name of the sub-market where the instrument trades.
Market Identifier Code (MIC) of the sub-market where the instrument trades.
Execution destination for the order as defined by the institution
Some traders use this tag in place of Tag 207 (SecurityExchange) to
identify the exchange.
ISO 10383 defines a comprehensive list of MIC codes.
| | 30 | LastMkt | EXCHANGE | CSent when available for FIX 4.4 sessions
|
Market of execution for last fill, or an indication of the market
where an order was routed.
ISO 10383 defines a comprehensive list of MIC codes.
| | 461 | CFICode | STRING | N |
Type of security using ISO 10962 standard,
Classification of Financial Instruments (CFI code) values.
ISO 10962 is maintained by ANNA (Association of National Numbering
Agencies) acting as Registration Authority.
Note: For SPOT and CUR products, you must also
specify the corresponding tag 167 (SecurityType) value.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 461 | CFICode | STRING | N |
Type of security using ISO 10962 standard,
Classification of Financial Instruments (CFI code) values.
ISO 10962 is maintained by ANNA (Association of National Numbering
Agencies) acting as Registration Authority.
Note: For SPOT and CUR products, you must also
specify the corresponding tag 167 (SecurityType) value.
| | 167 | SecurityType | STRING | Y | Asset class of the instrument.
Possible values:- CS: common stock
- CUR: currency
- FOR: Spot FX
- FUT: future
- MLEG: multi-leg
- NDF: Non-Deliverable Forwards
- NONE: No security type (Not valid for 35=c, e or V)
- OPT: option
- SPOT: EEX spot products
- TBOND: treasury bond
- INDEX: index
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 167 | SecurityType | STRING | Y | Asset class of the instrument.
Possible values:- CS: common stock
- CUR: currency
- FOR: Spot FX
- FUT: future
- MLEG: multi-leg
- NDF: Non-Deliverable Forwards
- NONE: No security type (Not valid for 35=c, e or V)
- OPT: option
- SPOT: EEX spot products
- TBOND: treasury bond
- INDEX: index
| | 167 | SecurityType | STRING | C | Asset class of the instrument.
Possible values:- CS: common stock
- CUR: currency
- FOR: Spot FX
- FUT: future
- MLEG: multi-leg
- NDF: Non-Deliverable Forwards
- NONE: No security type (Not valid for 35=c, e or V)
- OPT: option
- SPOT: EEX spot products
- TBOND: treasury bond
- INDEX: index
| | 460 | Product | INT | N | Product type associated with the security.
Note: Sent only in
Security
Definition (d)
and
Execution
Report (8)
messages.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
Possible values:- 1: Agency
- 2: Commodity
- 3: Corporate
- 4: Currency
- 5: Equity
- 6: Government
- 7: Index
- 8: Loan
- 9: Money market
- 10: Mortgage
- 11: Municipal
- 12: Other
- 13: Financing
- 14: Energy
| | 460 | Product | INT | N | Product type associated with the security.
Note: Sent only in
Security
Definition (d)
and
Execution
Report (8)
messages.
Possible values:- 1: Agency
- 2: Commodity
- 3: Corporate
- 4: Currency
- 5: Equity
- 6: Government
- 7: Index
- 8: Loan
- 9: Money market
- 10: Mortgage
- 11: Municipal
- 12: Other
- 13: Financing
- 14: Energy
| | 107 | SecurityDesc | STRING | N | | | 107 | SecurityDesc | STRING | N | Can be used to provide an optional textual description for a financial instrument
| | 454 | NoSecurityAltID | NUMINGROUP | Y | Number of alternate security IDs in this repeating group
| | 455 | SecurityAltID | STRING | Y |
Alternate ID for an instrument or security, typically for display
purposes.
| | 456 | SecurityAltIDSource | STRING | Y | Identifies class or source of the SecurityAltID (455) value.
Notes:
99 (Other) is not valid for order routing requests.
At this time, TT does not support FIX order routing or FIX market data subscriptions using CUSIP numbers for BrokerTec Treasury securities on CME.
Possible values:- 1: CUSIP number (sent only when provided by the exchange)
- 4: ISIN number
- 5: RIC code
- 8: Exchange security ID
- 91: Ticker Symbol
- 92: TT product family ID (sent only for Security Definition (d) messages)
- 93: TT product ID (sent only for Security Definition (d) messages)
- 94: Alt Symbol (For ICE, the value is the “Cleared Alias” for the contract.)
- 95: Clearport
- 97: Alias
- 98: Name
- 99: Other (Set to instrument symbol if both product symbol and an instrument symbol are present in PDS and they are not the same.)
- 100: Energy Identifier Code (EIC). Currently only used for the EPEX and Nord Pool exchanges.
- A: Bloomberg Code
- H: Clearing House (Inbound Drop Copy only)
- S: OpenFIGI ID
| | 16207 | BloombergSecurityExchange | STRING | C | Name of the market where the instrument of the SecurityAltID (455) value trades.
| | 55 | Symbol | STRING | Y | Exchange-provided product symbol for the tradable product.
When specifying instruments for NewOrderMultileg (AB) and MultilegOrderCancelReplace (AC):
- When submitting multi-leg instrument, set tag 55 to “[NA]”.
- When tag 54 (Side) is B or C, the value in tag 55 is ignored; the values in tag 600 (LegSymbol) and tag 624 (LegSide) in the LegInstrument group are used instead.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 55 | Symbol | STRING | Y | Exchange-provided product symbol for the tradable product.
When specifying instruments for NewOrderMultileg (AB) and MultilegOrderCancelReplace (AC):
- When submitting multi-leg instrument, set tag 55 to “[NA]”.
- When tag 54 (Side) is B or C, the value in tag 55 is ignored; the values in tag 600 (LegSymbol) and tag 624 (LegSide) in the LegInstrument group are used instead.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 55 | Symbol | STRING | CNot used when Tag 167 (SecurityType)=MLEG.
| Exchange-provided product symbol for the tradable product.
When specifying instruments for NewOrderMultileg (AB) and MultilegOrderCancelReplace (AC):
- When submitting multi-leg instrument, set tag 55 to “[NA]”.
- When tag 54 (Side) is B or C, the value in tag 55 is ignored; the values in tag 600 (LegSymbol) and tag 624 (LegSide) in the LegInstrument group are used instead.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 55 | Symbol | STRING | C | Exchange-provided product symbol for the tradable product.
| | 200 | MaturityMonthYear | MONTHYEAR | CRequired when Tag 541 is not specified and Tag 167 (SecurityType) is not MLEG or SPOT
| Month and year the instrument reaches maturity in the format YYYYMM.
Note: If included, tag 541 (MaturityDate) will override this tag.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 200 | MaturityMonthYear | MONTHYEAR | CSent when Tag 167 (SecurityType) is not MLEG or SPOT
| Month and year the instrument reaches maturity in the format YYYYMM.
| | 541 | MaturityDate | LOCALMKTDATE | CRequired when Tag 200 is not specified and Tag 167 (SecurityType) is not MLEG or SPOT
| Maturity date in format YYYYMMDD.
Note: This tag value overrides tag 200 (MaturityMonthYear) and tag 205 (MaturityDay), if they are also specified.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 541 | MaturityDate | LOCALMKTDATE | CSent when Tag 167 (SecurityType) is not MLEG or SPOT
| Maturity date in format YYYYMMDD.
| | 205 | MaturityDay | DAYOFMONTH | CRequired when multiple contracts exist for the same month
| Day of expiration for the instrument.
TT FIX uses this value and tag 200 (MaturityMonthYear) to specify the maturity date when tag 167 (SecurityType) is not MLEG and tag 18211 (DeliveryTerm) is not Month.
Whenever possible, tag 200 will match the Month & Year shown in TT Market Explorer, not the tag 541/Maturity Date field. In those cases where the MonthYear does not match, the value in tag 205 will be the day from tag 541, not necessarily the day associated with tag 200 MonthYear.
Range: 1-31
Note: If included, tag 541 (MaturityDate) will override this tag.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 205 | MaturityDay | DAYOFMONTH | CSent when multiple contracts exist for the same month
| Day of expiration for the instrument.
| | 18223 | ContractYearMonth | STRING | N | Contract term in the form, YYYYMM
Condition: Sent when Tag 167 (SecurityType) is not MLEG
| | 18223 | ContractYearMonth | STRING | N | Contract term in the form, YYYYMM
Condition: Sent when Tag 167 (SecurityType) is not MLEG
| | 18211 | DeliveryTerm | CHAR | CRequired when both of the following are true:
- The Security Definition indicates it is required.
- The delivery term is not monthly.
| Term of delivery for the instrument.
TT FIX uses this value to identify contracts that do not have a monthly delivery term.
Note: When Tag 18211 DeliveryTerm equals any value except ‘M’, ‘Y’ or ‘Q’, then you must specify the delivery day/date in Tag 205 MaturityDay or Tag 541 MaturityDate.
Note: If you include this tag for instrument’s that do not require it, TT FIX rejects the request.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
Possible values:- A: Same day
- B: Balance of month
- C: End of Month
- D: Day
- E: Weekly
- H: Hour
- L: Balance of week
- M: Month
- N: Next day
- P: Pack
- Q: Quarterly
- S: Seasonal
- T: Weekend
- U: Bundle
- V: Variable
- W: Week
- X: Custom
- Y: Year
- Note: The following values are only available for EPEX and Nord Pool:
- a: Quarter hour
- b: Half hour
- c: One hour
- d: Two hour
- e: Four hour
- f: Eight hour
- g: One plus two
- h: Three plus four
- i: Baseload
- j: Peakload
- k: Overnight
- l: Extended peak
Note: If you include this tag for instrument’s that do not require it, TT FIX rejects the request.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 18211 | DeliveryTerm | CHAR | CSent when the delivery term is not monthly
| Term of delivery for the instrument.
TT FIX uses this value to identify contracts that do not have a monthly delivery term.
Note: When Tag 18211 DeliveryTerm equals any value except ‘M’, ‘Y’ or ‘Q’, then you must specify the delivery day/date in Tag 205 MaturityDay or Tag 541 MaturityDate.
Note: If you include this tag for instrument’s that do not require it, TT FIX rejects the request.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
Possible values:- A: Same day
- B: Balance of month
- C: End of Month
- D: Day
- E: Weekly
- H: Hour
- L: Balance of week
- M: Month
- N: Next day
- P: Pack
- Q: Quarterly
- S: Seasonal
- T: Weekend
- U: Bundle
- V: Variable
- W: Week
- X: Custom
- Y: Year
- Note: The following values are only available for EPEX and Nord Pool:
- a: Quarter hour
- b: Half hour
- c: One hour
- d: Two hour
- e: Four hour
- f: Eight hour
- g: One plus two
- h: Three plus four
- i: Baseload
- j: Peakload
- k: Overnight
- l: Extended peak
| | 743 | DeliveryDate | LOCALMKTDATE | N | Date for contract delivery
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 743 | DeliveryDate | LOCALMKTDATE | C | Date for contract delivery
| | 64 | SettlDate | LOCALMKTDATE | CSent when tag 167 (SecurityType) = FOR or NDF
| Settlement date
| | 9020 | FixingDate | LOCALMKTDATE | CSent when tag 167 (SecurityType) = NDF
| Fixing date
| | 9032 | ReportingParty | BOOLEAN | CSent when tag 167 (SecurityType) = NDF
| Indicates if the Execution Report recipient is the reporting party. Follows GFMA FX reporting rules.
| | 9012 | IsFirm | INT | CSent when tag 167 (SecurityType) = FOR or NDF
| Indicates the type of quote that was crossed.
| | 201 | PutOrCall | INT | CRequired when Tag 167 (SecurityType) is OPT
| Whether the option represents a put or call
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 201 | PutOrCall | INT | CSent when Tag 167 (SecurityType) is OPT
| Whether the option represents a put or call
| | 202 | StrikePrice | PRICE | CRequired when Tag 167 (SecurityType) is OPT
| Strike price for an option
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 202 | StrikePrice | PRICE | CSent when Tag 167 (SecurityType) is OPT
| Strike price for an option
| | 9787 | DisplayFactor | STRING | C |
Factor to use when multiplying prices sent from a FIX client and
dividing prices sent from TT FIX
| | 15 | Currency | CURRENCY | C | ISO-standard symbol for the instrument’s trading currency.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 15 | Currency | CURRENCY | C | ISO-standard symbol for the instrument’s trading currency.
| | 70 | AllocID | STRING | C |
Identifier assigned to a leg of a leg fill for ASX clearing purposes
(clearing deal number).
| | 206 | OptAttribute | CHAR | CRequired when both of the following are true:
- Tag 167 (SecurityType) is OPT.
- A version for the underlying instrument exists.
| Additional information about the option contract.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 454 | NoSecurityAltID | NUMINGROUP | CSent when there are one or more alternate security IDs
| Number of alternate security IDs in this repeating group
| | 455 | SecurityAltID | STRING | Y |
Alternate ID for an instrument or security, typically for display
purposes.
| | 456 | SecurityAltIDSource | STRING | CSent when tag 455 (SecurityAltId) is sent
| Identifies class or source of the SecurityAltID (455) value.
Notes:
99 (Other) is not valid for order routing requests.
At this time, TT does not support FIX order routing or FIX market data subscriptions using CUSIP numbers for BrokerTec Treasury securities on CME.
Note: The following markets support RIC codes (22=5) for identifying futures, spreads and options instruments in tag 455 (SecurityAltID):
- ASX
- DGCX
- CFE
- CME
- EEX
- EUREX
- Euronext
- Hkex
- ICE
- ICE_L
- LME
- MEFF
- MX
- OSE
- SGX
- TFX
- TOCOM
Possible values:- 1: CUSIP number (sent only when provided by the exchange)
- 4: ISIN number
- 5: RIC code
- 8: Exchange security ID
- 91: Ticker Symbol
- 92: TT product family ID (sent only for Security Definition (d) messages)
- 93: TT product ID (sent only for Security Definition (d) messages)
- 94: Alt Symbol (For ICE, the value is the “Cleared Alias” for the contract.)
- 95: Clearport
- 97: Alias
- 98: Name
- 99: Other (Set to instrument symbol if both product symbol and an instrument symbol are present in PDS and they are not the same.)
- 100: Energy Identifier Code (EIC). Currently only used for the EPEX and Nord Pool exchanges.
- A: Bloomberg Code
- H: Clearing House (Inbound Drop Copy only)
- S: OpenFIGI ID
| | 16207 | BloombergSecurityExchange | STRING | C | Name of the market where the instrument of the SecurityAltID (455) value trades.
|
| | 762 | SecuritySubType | STRING | N | Sub-type qualification or identification of the SecurityType
For example, an instrument with SecurityType(167)=”MLEG” might use this tag to specify the name of the option or futures strategy, such as “Calendar”, “Vertical”, or “Butterfly”.
For synthetic staged orders, i.e., HandlInst (21)=3 and SecurityType(167)=”Synthetic”, the TT FIX engine checks whether the instrument already exists and automatically creates the synthetic spread if the instrument does not exist.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 762 | SecuritySubType | STRING | N | Sub-type qualification or identification of the SecurityType
For example, an instrument with SecurityType(167)=”MLEG” might use this tag to specify the name of the option or futures strategy, such as “Calendar”, “Vertical”, or “Butterfly”.
| | 1194 | ExerciseStyle | INT | N | Type of exercise for a derivatives security.
Conditional: This value only sent if supported by the exchange.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available
| | 1194 | ExerciseStyle | INT | N | Type of exercise for a derivatives security.
Conditional: This value only sent if supported by the exchange.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available
| | 1194 | ExerciseStyle | INT | N | Type of exercise for a derivatives security.
Conditional: This value only sent if supported by the exchange.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available
| | 1194 | ExerciseStyle | INT | N | Type of exercise for a derivatives security.
Conditional: This value only sent if supported by the exchange.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available
| | 555 | NoLegs | STRING | Y | Number of legs in the repeating group
Can be zero (e.g. standardized multileg instrument such as an Option
strategy). The value must be provided even if zero.
| | 555 | NoLegs | STRING | Y | Number of legs in the repeating group
Can be zero (e.g. standardized multileg instrument such as an Option
strategy). The value must be provided even if zero.
| | 616 | LegSecurityExchange | EXCHANGE | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 18100 (LegExtDestination) and Tag 602 (LegSecurityId) are absent.
| Multi-leg instrument’s individual security’s SecurityExchange.
Possible values:- AGGREGATOR
- ALGO
- ASE
- ASX
- B3
- BitMEX
- BrokerTec
- CBOE
- CboeFX_SW_NY
- CBOT
- CFE
- CME
- Coinbase
- CoinFLEX
- CurveGlobal
- CZCE
- DCE
- DGCX
- EEX
- Eurex
- Euronext
- Fenics
- FEX
- HKEX
- ICE
- ICE_L
- IDEM
- INE
- KCG
- KRK
- LME
- LSE
- MEFF
- MEXDER
- MX
- NDAQ_EU
- NFI
- NFX
- OSE
- SGX
- TFEX
- TFX
- TOCOM
| | 616 | LegSecurityExchange | EXCHANGE | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 18100 (LegExtDestination) and Tag 602 (LegSecurityId) are absent.
| Multi-leg instrument’s individual security’s SecurityExchange.
Possible values:- AGGREGATOR
- ALGO
- ASE
- ASX
- B3
- BitMEX
- BrokerTec
- CBOE
- CboeFX_SW_NY
- CBOT
- CFE
- CME
- Coinbase
- CoinFLEX
- CurveGlobal
- CZCE
- DCE
- DGCX
- EEX
- Eurex
- Euronext
- Fenics
- FEX
- HKEX
- ICE
- ICE_L
- IDEM
- INE
- KCG
- KRK
- LME
- LSE
- MEFF
- MEXDER
- MX
- NDAQ_EU
- NFI
- NFX
- OSE
- SGX
- TFEX
- TFX
- TOCOM
| | 18100 | LegExDestination | EXCHANGE | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 616 (LegSecurityExchange) and Tag 602 (LegSecurityId) are absent.
|
Execution destination for the leg order as defined by the institution
Some traders use this tag in place of Tag 207 (SecurityExchange) to
identify the exchange.
ISO 10383 defines a comprehensive list of MIC codes.
| | 18100 | LegExDestination | EXCHANGE | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 616 (LegSecurityExchange) and Tag 602 (LegSecurityId) are absent.
|
Execution destination for the leg order as defined by the institution
Some traders use this tag in place of Tag 207 (SecurityExchange) to
identify the exchange.
ISO 10383 defines a comprehensive list of MIC codes.
| | 602 | LegSecurityID | STRING | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 18100 (LegExtDestination) and Tag 616 (LegSecurityExchange) are absent.
| TT security ID that uniquely identifies the instrument in the TT platform.
Note: The combination of this tag and tag 603
(LegSecurityIDSource) must uniquely identify an instrument in the TT platform.
| | 602 | LegSecurityID | STRING | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 18100 (LegExtDestination) and Tag 616 (LegSecurityExchange) are absent.
| TT security ID that uniquely identifies the instrument in the TT platform.
Note: The combination of this tag and tag 603
(LegSecurityIDSource) must uniquely identify an instrument in the TT platform.
| | 603 | LegIDSource | STRING | CRequired when Tag 18100 (LegExtDestination) and Tag 616 (LegSecurityExchange) are absent.
| Multileg instrument’s individual security’s SecurityIDSource.
Note: The combination of this tag and tag 602
(LegSecurityId) must uniquely identify an instrument in the TT
platform.
| | 603 | LegIDSource | STRING | CRequired when Tag 18100 (LegExtDestination) and Tag 616 (LegSecurityExchange) are absent.
| Multileg instrument’s individual security’s SecurityIDSource.
Note: The combination of this tag and tag 602
(LegSecurityId) must uniquely identify an instrument in the TT
platform.
| | 600 | LegSymbol | STRING | N | Multi-leg instrument’s individual security’s Symbol.
Condition: Required when Tag 167 (SecurityType)=MLEG.
See Symbol (55) field for description.
Note: Users can map the value of Tag 600 to a different symbology using the Symbol Mapping feature in User Setup. Refer to the Fix Rules and Symbol Mappings section in the User Setup Help for more information.
| | 600 | LegSymbol | STRING | N | Multi-leg instrument’s individual security’s Symbol.
Condition: Required when Tag 167 (SecurityType)=MLEG.
See Symbol (55) field for description.
Note: Users can map the value of Tag 600 to a different symbology using the Symbol Mapping feature in User Setup. Refer to the Fix Rules and Symbol Mappings section in the User Setup Help for more information.
| | 608 | LegCFICode | STRING | N | Multileg instrument’s individual security’s CFICode (tag 461).
See CFICode (461) field for description
| | 608 | LegCFICode | STRING | N | Multileg instrument’s individual security’s CFICode (tag 461).
See CFICode (461) field for description
| | 620 | LegSecurityDesc | STRING | N | Leg security description.
| | 620 | LegSecurityDesc | STRING | N | Leg security description.
| | 607 | LegProduct | INT | N | Multileg instrument’s individual security’s product.
Possible values:- 1: Agency
- 2: Commodity
- 3: Corporate
- 4: Currency
- 5: Equity
- 6: Government
- 7: Index
- 8: Loan
- 9: Money market
- 10: Mortgage
- 11: Municipal
- 12: Other
- 13: Financing
- 14: Energy
| | 607 | LegProduct | INT | N | Multileg instrument’s individual security’s product.
Possible values:- 1: Agency
- 2: Commodity
- 3: Corporate
- 4: Currency
- 5: Equity
- 6: Government
- 7: Index
- 8: Loan
- 9: Money market
- 10: Mortgage
- 11: Municipal
- 12: Other
- 13: Financing
- 14: Energy
| | 609 | LegSecurityType | STRING | N | Multi-leg instrument’s individual security’s SecurityType.
Possible values:- FUT: Future
- MLEG: Multi-leg
- OPT: Option
- SPOT: EEX spot products
- TBOND: Treasury bond
- CS: Common stock
- NONE: No security type (Not valid for 35=c, e or V)
| | 609 | LegSecurityType | STRING | N | Multi-leg instrument’s individual security’s SecurityType.
Possible values:- FUT: Future
- MLEG: Multi-leg
- OPT: Option
- SPOT: EEX spot products
- TBOND: Treasury bond
- CS: Common stock
- NONE: No security type (Not valid for 35=c, e or V)
| | 764 | LegSecuritySubType | STRING | N | SecuritySubType of the leg instrument.
See SecuritySubType (762) field for description
| | 764 | LegSecuritySubType | STRING | N | SecuritySubType of the leg instrument.
See SecuritySubType (762) field for description
| | 610 | LegMaturityMonthYear | MONTHYEAR | N | Multi-leg instrument’s individual security’s MaturityMonthYear
| | 610 | LegMaturityMonthYear | MONTHYEAR | N | Multi-leg instrument’s individual security’s MaturityMonthYear
| | 611 | LegMaturityDate | LOCALMKTDATE | N | Multi-leg instrument’s individual security’s MaturityDate.
| | 611 | LegMaturityDate | LOCALMKTDATE | N | Multi-leg instrument’s individual security’s MaturityDate.
| | 18314 | LegMaturityDay | DAYOFMONTH | N | Multi-leg instrument’s individual security’s MaturityDay.
| | 18314 | LegMaturityDay | DAYOFMONTH | N | Multi-leg instrument’s individual security’s MaturityDay.
| | 612 | LegStrikePrice | PRICE | N | Multi-leg instrument’s individual security’s StrikePrice.
| | 612 | LegStrikePrice | PRICE | N | Multi-leg instrument’s individual security’s StrikePrice.
| | 1358 | LegPutOrCall | INT | CRequired when Tag 609 (LegSecurityType) is OPT
| Whether the option represents a put or call
| | 1358 | LegPutOrCall | INT | CRequired when Tag 609 (LegSecurityType) is OPT
| Whether the option represents a put or call
| | 624 | LegSide | CHAR | N | The side of this individual leg (multi-leg security).
Possible values:- 1: Buy
- 2: Sell
- 3: Buy minus
- 4: Sell plus
- 5: Sell short
- 6: Sell short exempt
- 7: Undisclosed
- 8: Cross
- 9: Cross short
| | 624 | LegSide | CHAR | N | The side of this individual leg (multi-leg security).
Possible values:- 1: Buy
- 2: Sell
- 3: Buy minus
- 4: Sell plus
- 5: Sell short
- 6: Sell short exempt
- 7: Undisclosed
- 8: Cross
- 9: Cross short
| | 623 | LegRatioQty | FLOAT | N |
Ratio of quantity for this individual leg relative to the entire
multi-leg security
The value represents one of the following:
-
For a leg of a covered strategy (such as a volatility trade) on CME
or NYSE_Liffe markets, the value represents the delta (expressed as
an integer between 1 and 100).
-
In all other cases, the value represents the quantity of this leg in
the strategy.
| | 623 | LegRatioQty | FLOAT | N |
Ratio of quantity for this individual leg relative to the entire
multi-leg security
The value represents one of the following:
-
For a leg of a covered strategy (such as a volatility trade) on CME
or NYSE_Liffe markets, the value represents the delta (expressed as
an integer between 1 and 100).
-
In all other cases, the value represents the quantity of this leg in
the strategy.
| | 1420 | LegExerciseStyle | INT | N | Type of exercise for a derivatives security.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available.
| | 1420 | LegExerciseStyle | INT | N | Type of exercise for a derivatives security.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available.
| | 1420 | LegExerciseStyle | INT | N | Type of exercise for a derivatives security.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available.
| | 1420 | LegExerciseStyle | INT | N | Type of exercise for a derivatives security.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available.
| | 556 | LegCurrency | CURRENCY | N | Currency associated with a particular leg’s price
| | 556 | LegCurrency | CURRENCY | N | Currency associated with a particular leg’s price
| | 561 | RoundLot | QTY | N | The trading lot size of a security.
| | 561 | RoundLot | QTY | N | The trading lot size of a security.
| | 566 | LegPrice | PRICE | N | Price of the leg for a multi-leg instrument
| | 566 | LegPrice | PRICE | N | Price of the leg for a multi-leg instrument
| | 687 | LegQty | QTY | N | Quantity of this leg.
| | 687 | LegQty | QTY | N | Quantity of this leg.
| | 654 | LegRefID | STRING | N | Unique indicator for a specific leg.
Note: Sent only for FIX 4.4 sessions when the tag is
included the corresponding
New Order
Multileg (AB)
request. FIX 4.4 Drop Copy sessions will not send this tag for orders
placed from the TT Trade application.
| | 654 | LegRefID | STRING | N | Unique indicator for a specific leg.
Note: Sent only for FIX 4.4 sessions when the tag is
included the corresponding
New Order
Multileg (AB)
request. FIX 4.4 Drop Copy sessions will not send this tag for orders
placed from the TT Trade application.
| | 637 | LegLastPx | PRICE | N | Execution price assigned to a leg of a multileg instrument.
| | 637 | LegLastPx | PRICE | N | Execution price assigned to a leg of a multileg instrument.
| | 18224 | LegContractYearMonth | STRING | N | Contract term of the underlying instrument in the form, YYYYMMM
| | 18224 | LegContractYearMonth | STRING | N | Contract term of the underlying instrument in the form, YYYYMMM
| | 18212 | LegDeliveryTerm | CHAR | CRequired when both of the following are true:
- The Security Definition indicates it is required.
- The delivery term is not monthly.
| Term of delivery for the underlying instrument.
TT FIX uses this value to identify contracts that do not have a
monthly delivery term.
Possible values:
- A: Same day
- B: Balance of month
- C: End of Month
- D: Day
- E: Weekly
- H: Hour
- L: Balance of week
- M: Month
- N: Next day
- P: Pack
- Q: Quarterly
- S: Seasonal
- T: Weekend
- V: Variable
- W: Week
- X: Custom
- Y: Year
| | 18212 | LegDeliveryTerm | CHAR | CRequired when both of the following are true:
- The Security Definition indicates it is required.
- The delivery term is not monthly.
| Term of delivery for the underlying instrument.
TT FIX uses this value to identify contracts that do not have a
monthly delivery term.
Possible values:
- A: Same day
- B: Balance of month
- C: End of Month
- D: Day
- E: Weekly
- H: Hour
- L: Balance of week
- M: Month
- N: Next day
- P: Pack
- Q: Quarterly
- S: Seasonal
- T: Weekend
- V: Variable
- W: Week
- X: Custom
- Y: Year
| | 18213 | LegDeliveryDate | LOCALMKTDATE | C | Date for contract delivery
| | 18213 | LegDeliveryDate | LOCALMKTDATE | C | Date for contract delivery
| | 1366 | LegAllocID | STRING | CSent when provided by the exchange.
|
Identifier assigned to a leg of a multi-leg trade for ASX clearing
purposes (clearing deal number).
| | 1366 | LegAllocID | STRING | CSent when provided by the exchange.
|
Identifier assigned to a leg of a multi-leg trade for ASX clearing
purposes (clearing deal number).
| | 16568 | LegAvgPx | PRICE | C | The average (mean) price for the legs of a spread.
This value will be populated on Summary Spread Fill Execution Reports.
| | 16568 | LegAvgPx | PRICE | C | The average (mean) price for the legs of a spread.
This value will be populated on Summary Spread Fill Execution Reports.
| | 16615 | LegTTRoutingAccount | STRING | N | TT Routing Account for the leg. Valid for routing synthetic spread orders only.
| | 16615 | LegTTRoutingAccount | STRING | N | TT Routing Account for the leg. Valid for routing synthetic spread orders only.
| | 604 | NoLegSecurityAltID | NUMINGROUP | CSent when there are one or more alternate leg security IDs
| Number of alternate leg security IDs contained in this repeating group
| | 605 | LegSecurityAltID | STRING | Y | Alternate ID for an instrument or security, typically for display purposes.
| | 606 | LegSecurityAltIDSource | STRING | Y | New tag for TT
Class or source of the LegSecurityAltID (605) value.
Possible values:- 1: CUSIP number (sent only when provided by the exchange)
- 4: ISIN number
- 5: RIC code
- 8: Exchange security ID
- 94: Alt Symbol (For ICE, the value is the “Cleared Alias” for the contract.)
- 95: Clearport
- 97: Alias
- 98: Name
- 99: Other
- 91: Exchange Ticker
- A: Bloomberg Code
- H: Clearing House
- S: OpenFIGI ID
| | 16616 | LegBloombergSecurityExchange | STRING | N | Name of the market where the instrument of the LegSecurityAltID (605) value trades.
|
| | 16120 | LegNoFills | NUMINGROUP | CSent for each leg when a multileg order is filled through multiple price levels in a single match transaction, i.e. “sweeping the market”. Can be sent when LegNoFills = 1 for some markets, such as Eurex/EEX.
| Number of partial leg fills included in an Execution Report
Note: Only sent if the FIX client is connected to a TT FIX 4.4 session.
| | 16121 | LegFillExecID | STRING | C | Unique identifier of leg execution as assigned by sell-side (broker, exchange, ECN). The ID must not overlap tag 17 (ExecID).
| | 16122 | LegFillPx | PRICE | C | Price of this leg fill
| | 16123 | LegFillQty | QTY | C | Quantity of this leg fill
| | 16124 | LegFillTradingVenueRegulatoryTradeID | STRING | CSent if available when tag 16120 > 0
| Trading Venue transaction identification code of this leg fill
| | 16125 | LegFillLastLiquidityIndicator | INT | N | Whether this leg fill was a result of a liquidity provider providing or a liquidity taker taking the liquidity in this LegFillsGrp repeating group.
Possible values:- 1: Added liquidity
- 2: Removed liquidity
|
|
| | 555 | NoLegs | STRING | Y | Number of legs in the repeating group
Can be zero (e.g. standardized multileg instrument such as an Option
strategy). The value must be provided even if zero.
| | 555 | NoLegs | STRING | Y | Number of legs in the repeating group
Can be zero (e.g. standardized multileg instrument such as an Option
strategy). The value must be provided even if zero.
| | 616 | LegSecurityExchange | EXCHANGE | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 18100 (LegExtDestination) and Tag 602 (LegSecurityId) are absent.
| Multi-leg instrument’s individual security’s SecurityExchange.
Possible values:- AGGREGATOR
- ALGO
- ASE
- ASX
- B3
- BitMEX
- BrokerTec
- CBOE
- CboeFX_SW_NY
- CBOT
- CFE
- CME
- Coinbase
- CoinFLEX
- CurveGlobal
- CZCE
- DCE
- DGCX
- EEX
- Eurex
- Euronext
- Fenics
- FEX
- HKEX
- ICE
- ICE_L
- IDEM
- INE
- KCG
- KRK
- LME
- LSE
- MEFF
- MEXDER
- MX
- NDAQ_EU
- NFI
- NFX
- OSE
- SGX
- TFEX
- TFX
- TOCOM
| | 616 | LegSecurityExchange | EXCHANGE | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 18100 (LegExtDestination) and Tag 602 (LegSecurityId) are absent.
| Multi-leg instrument’s individual security’s SecurityExchange.
Possible values:- AGGREGATOR
- ALGO
- ASE
- ASX
- B3
- BitMEX
- BrokerTec
- CBOE
- CboeFX_SW_NY
- CBOT
- CFE
- CME
- Coinbase
- CoinFLEX
- CurveGlobal
- CZCE
- DCE
- DGCX
- EEX
- Eurex
- Euronext
- Fenics
- FEX
- HKEX
- ICE
- ICE_L
- IDEM
- INE
- KCG
- KRK
- LME
- LSE
- MEFF
- MEXDER
- MX
- NDAQ_EU
- NFI
- NFX
- OSE
- SGX
- TFEX
- TFX
- TOCOM
| | 18100 | LegExDestination | EXCHANGE | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 616 (LegSecurityExchange) and Tag 602 (LegSecurityId) are absent.
|
Execution destination for the leg order as defined by the institution
Some traders use this tag in place of Tag 207 (SecurityExchange) to
identify the exchange.
ISO 10383 defines a comprehensive list of MIC codes.
| | 18100 | LegExDestination | EXCHANGE | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 616 (LegSecurityExchange) and Tag 602 (LegSecurityId) are absent.
|
Execution destination for the leg order as defined by the institution
Some traders use this tag in place of Tag 207 (SecurityExchange) to
identify the exchange.
ISO 10383 defines a comprehensive list of MIC codes.
| | 602 | LegSecurityID | STRING | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 18100 (LegExtDestination) and Tag 616 (LegSecurityExchange) are absent.
| TT security ID that uniquely identifies the instrument in the TT platform.
Note: The combination of this tag and tag 603
(LegSecurityIDSource) must uniquely identify an instrument in the TT platform.
| | 602 | LegSecurityID | STRING | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 18100 (LegExtDestination) and Tag 616 (LegSecurityExchange) are absent.
| TT security ID that uniquely identifies the instrument in the TT platform.
Note: The combination of this tag and tag 603
(LegSecurityIDSource) must uniquely identify an instrument in the TT platform.
| | 603 | LegIDSource | STRING | CRequired when Tag 18100 (LegExtDestination) and Tag 616 (LegSecurityExchange) are absent.
| Multileg instrument’s individual security’s SecurityIDSource.
Note: The combination of this tag and tag 602
(LegSecurityId) must uniquely identify an instrument in the TT
platform.
| | 603 | LegIDSource | STRING | CRequired when Tag 18100 (LegExtDestination) and Tag 616 (LegSecurityExchange) are absent.
| Multileg instrument’s individual security’s SecurityIDSource.
Note: The combination of this tag and tag 602
(LegSecurityId) must uniquely identify an instrument in the TT
platform.
| | 600 | LegSymbol | STRING | N | Multi-leg instrument’s individual security’s Symbol.
Condition: Required when Tag 167 (SecurityType)=MLEG.
See Symbol (55) field for description.
Note: Users can map the value of Tag 600 to a different symbology using the Symbol Mapping feature in User Setup. Refer to the Fix Rules and Symbol Mappings section in the User Setup Help for more information.
| | 600 | LegSymbol | STRING | N | Multi-leg instrument’s individual security’s Symbol.
Condition: Required when Tag 167 (SecurityType)=MLEG.
See Symbol (55) field for description.
Note: Users can map the value of Tag 600 to a different symbology using the Symbol Mapping feature in User Setup. Refer to the Fix Rules and Symbol Mappings section in the User Setup Help for more information.
| | 608 | LegCFICode | STRING | N | Multileg instrument’s individual security’s CFICode (tag 461).
See CFICode (461) field for description
| | 608 | LegCFICode | STRING | N | Multileg instrument’s individual security’s CFICode (tag 461).
See CFICode (461) field for description
| | 620 | LegSecurityDesc | STRING | N | Leg security description.
| | 620 | LegSecurityDesc | STRING | N | Leg security description.
| | 607 | LegProduct | INT | N | Multileg instrument’s individual security’s product.
Possible values:- 1: Agency
- 2: Commodity
- 3: Corporate
- 4: Currency
- 5: Equity
- 6: Government
- 7: Index
- 8: Loan
- 9: Money market
- 10: Mortgage
- 11: Municipal
- 12: Other
- 13: Financing
- 14: Energy
| | 607 | LegProduct | INT | N | Multileg instrument’s individual security’s product.
Possible values:- 1: Agency
- 2: Commodity
- 3: Corporate
- 4: Currency
- 5: Equity
- 6: Government
- 7: Index
- 8: Loan
- 9: Money market
- 10: Mortgage
- 11: Municipal
- 12: Other
- 13: Financing
- 14: Energy
| | 609 | LegSecurityType | STRING | N | Multi-leg instrument’s individual security’s SecurityType.
Possible values:- FUT: Future
- MLEG: Multi-leg
- OPT: Option
- SPOT: EEX spot products
- TBOND: Treasury bond
- CS: Common stock
- NONE: No security type (Not valid for 35=c, e or V)
| | 609 | LegSecurityType | STRING | N | Multi-leg instrument’s individual security’s SecurityType.
Possible values:- FUT: Future
- MLEG: Multi-leg
- OPT: Option
- SPOT: EEX spot products
- TBOND: Treasury bond
- CS: Common stock
- NONE: No security type (Not valid for 35=c, e or V)
| | 764 | LegSecuritySubType | STRING | N | SecuritySubType of the leg instrument.
See SecuritySubType (762) field for description
| | 764 | LegSecuritySubType | STRING | N | SecuritySubType of the leg instrument.
See SecuritySubType (762) field for description
| | 610 | LegMaturityMonthYear | MONTHYEAR | N | Multi-leg instrument’s individual security’s MaturityMonthYear
| | 610 | LegMaturityMonthYear | MONTHYEAR | N | Multi-leg instrument’s individual security’s MaturityMonthYear
| | 611 | LegMaturityDate | LOCALMKTDATE | N | Multi-leg instrument’s individual security’s MaturityDate.
| | 611 | LegMaturityDate | LOCALMKTDATE | N | Multi-leg instrument’s individual security’s MaturityDate.
| | 18314 | LegMaturityDay | DAYOFMONTH | N | Multi-leg instrument’s individual security’s MaturityDay.
| | 18314 | LegMaturityDay | DAYOFMONTH | N | Multi-leg instrument’s individual security’s MaturityDay.
| | 612 | LegStrikePrice | PRICE | N | Multi-leg instrument’s individual security’s StrikePrice.
| | 612 | LegStrikePrice | PRICE | N | Multi-leg instrument’s individual security’s StrikePrice.
| | 1358 | LegPutOrCall | INT | CRequired when Tag 609 (LegSecurityType) is OPT
| Whether the option represents a put or call
| | 1358 | LegPutOrCall | INT | CRequired when Tag 609 (LegSecurityType) is OPT
| Whether the option represents a put or call
| | 624 | LegSide | CHAR | N | The side of this individual leg (multi-leg security).
Possible values:- 1: Buy
- 2: Sell
- 3: Buy minus
- 4: Sell plus
- 5: Sell short
- 6: Sell short exempt
- 7: Undisclosed
- 8: Cross
- 9: Cross short
| | 624 | LegSide | CHAR | N | The side of this individual leg (multi-leg security).
Possible values:- 1: Buy
- 2: Sell
- 3: Buy minus
- 4: Sell plus
- 5: Sell short
- 6: Sell short exempt
- 7: Undisclosed
- 8: Cross
- 9: Cross short
| | 623 | LegRatioQty | FLOAT | N |
Ratio of quantity for this individual leg relative to the entire
multi-leg security
The value represents one of the following:
-
For a leg of a covered strategy (such as a volatility trade) on CME
or NYSE_Liffe markets, the value represents the delta (expressed as
an integer between 1 and 100).
-
In all other cases, the value represents the quantity of this leg in
the strategy.
| | 623 | LegRatioQty | FLOAT | N |
Ratio of quantity for this individual leg relative to the entire
multi-leg security
The value represents one of the following:
-
For a leg of a covered strategy (such as a volatility trade) on CME
or NYSE_Liffe markets, the value represents the delta (expressed as
an integer between 1 and 100).
-
In all other cases, the value represents the quantity of this leg in
the strategy.
| | 1420 | LegExerciseStyle | INT | N | Type of exercise for a derivatives security.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available.
| | 1420 | LegExerciseStyle | INT | N | Type of exercise for a derivatives security.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available.
| | 1420 | LegExerciseStyle | INT | N | Type of exercise for a derivatives security.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available.
| | 1420 | LegExerciseStyle | INT | N | Type of exercise for a derivatives security.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available.
| | 556 | LegCurrency | CURRENCY | N | Currency associated with a particular leg’s price
| | 556 | LegCurrency | CURRENCY | N | Currency associated with a particular leg’s price
| | 561 | RoundLot | QTY | N | The trading lot size of a security.
| | 561 | RoundLot | QTY | N | The trading lot size of a security.
| | 566 | LegPrice | PRICE | N | Price of the leg for a multi-leg instrument
| | 566 | LegPrice | PRICE | N | Price of the leg for a multi-leg instrument
| | 687 | LegQty | QTY | N | Quantity of this leg.
| | 687 | LegQty | QTY | N | Quantity of this leg.
| | 654 | LegRefID | STRING | N | Unique indicator for a specific leg.
Note: Sent only for FIX 4.4 sessions when the tag is
included the corresponding
New Order
Multileg (AB)
request. FIX 4.4 Drop Copy sessions will not send this tag for orders
placed from the TT Trade application.
| | 654 | LegRefID | STRING | N | Unique indicator for a specific leg.
Note: Sent only for FIX 4.4 sessions when the tag is
included the corresponding
New Order
Multileg (AB)
request. FIX 4.4 Drop Copy sessions will not send this tag for orders
placed from the TT Trade application.
| | 637 | LegLastPx | PRICE | N | Execution price assigned to a leg of a multileg instrument.
| | 637 | LegLastPx | PRICE | N | Execution price assigned to a leg of a multileg instrument.
| | 18224 | LegContractYearMonth | STRING | N | Contract term of the underlying instrument in the form, YYYYMMM
| | 18224 | LegContractYearMonth | STRING | N | Contract term of the underlying instrument in the form, YYYYMMM
| | 18212 | LegDeliveryTerm | CHAR | CRequired when both of the following are true:
- The Security Definition indicates it is required.
- The delivery term is not monthly.
| Term of delivery for the underlying instrument.
TT FIX uses this value to identify contracts that do not have a
monthly delivery term.
Possible values:
- A: Same day
- B: Balance of month
- C: End of Month
- D: Day
- E: Weekly
- H: Hour
- L: Balance of week
- M: Month
- N: Next day
- P: Pack
- Q: Quarterly
- S: Seasonal
- T: Weekend
- V: Variable
- W: Week
- X: Custom
- Y: Year
| | 18212 | LegDeliveryTerm | CHAR | CRequired when both of the following are true:
- The Security Definition indicates it is required.
- The delivery term is not monthly.
| Term of delivery for the underlying instrument.
TT FIX uses this value to identify contracts that do not have a
monthly delivery term.
Possible values:
- A: Same day
- B: Balance of month
- C: End of Month
- D: Day
- E: Weekly
- H: Hour
- L: Balance of week
- M: Month
- N: Next day
- P: Pack
- Q: Quarterly
- S: Seasonal
- T: Weekend
- V: Variable
- W: Week
- X: Custom
- Y: Year
| | 18213 | LegDeliveryDate | LOCALMKTDATE | C | Date for contract delivery
| | 18213 | LegDeliveryDate | LOCALMKTDATE | C | Date for contract delivery
| | 1366 | LegAllocID | STRING | CSent when provided by the exchange.
|
Identifier assigned to a leg of a multi-leg trade for ASX clearing
purposes (clearing deal number).
| | 1366 | LegAllocID | STRING | CSent when provided by the exchange.
|
Identifier assigned to a leg of a multi-leg trade for ASX clearing
purposes (clearing deal number).
| | 16568 | LegAvgPx | PRICE | C | The average (mean) price for the legs of a spread.
This value will be populated on Summary Spread Fill Execution Reports.
| | 16568 | LegAvgPx | PRICE | C | The average (mean) price for the legs of a spread.
This value will be populated on Summary Spread Fill Execution Reports.
| | 16615 | LegTTRoutingAccount | STRING | N | TT Routing Account for the leg. Valid for routing synthetic spread orders only.
| | 16615 | LegTTRoutingAccount | STRING | N | TT Routing Account for the leg. Valid for routing synthetic spread orders only.
| | 604 | NoLegSecurityAltID | NUMINGROUP | CSent when there are one or more alternate leg security IDs
| Number of alternate leg security IDs contained in this repeating group
| | 605 | LegSecurityAltID | STRING | Y | Alternate ID for an instrument or security, typically for display purposes.
| | 606 | LegSecurityAltIDSource | STRING | Y | New tag for TT
Class or source of the LegSecurityAltID (605) value.
Possible values:- 1: CUSIP number (sent only when provided by the exchange)
- 4: ISIN number
- 5: RIC code
- 8: Exchange security ID
- 94: Alt Symbol (For ICE, the value is the “Cleared Alias” for the contract.)
- 95: Clearport
- 97: Alias
- 98: Name
- 99: Other
- 91: Exchange Ticker
- A: Bloomberg Code
- H: Clearing House
- S: OpenFIGI ID
| | 16616 | LegBloombergSecurityExchange | STRING | N | Name of the market where the instrument of the LegSecurityAltID (605) value trades.
|
| | 16120 | LegNoFills | NUMINGROUP | CSent for each leg when a multileg order is filled through multiple price levels in a single match transaction, i.e. “sweeping the market”. Can be sent when LegNoFills = 1 for some markets, such as Eurex/EEX.
| Number of partial leg fills included in an Execution Report
Note: Only sent if the FIX client is connected to a TT FIX 4.4 session.
| | 16121 | LegFillExecID | STRING | C | Unique identifier of leg execution as assigned by sell-side (broker, exchange, ECN). The ID must not overlap tag 17 (ExecID).
| | 16122 | LegFillPx | PRICE | C | Price of this leg fill
| | 16123 | LegFillQty | QTY | C | Quantity of this leg fill
| | 16124 | LegFillTradingVenueRegulatoryTradeID | STRING | CSent if available when tag 16120 > 0
| Trading Venue transaction identification code of this leg fill
| | 16125 | LegFillLastLiquidityIndicator | INT | N | Whether this leg fill was a result of a liquidity provider providing or a liquidity taker taking the liquidity in this LegFillsGrp repeating group.
Possible values:- 1: Added liquidity
- 2: Removed liquidity
|
|
|
|
| 48 | SecurityID | STRING | Y | ID of the instrument.
Note: The combination of this tag and tag 22 (IDSource) must uniquely identify an instrument in the TT platform.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 48 | SecurityID | STRING | Y | ID of the instrument.
Note: The combination of this tag and tag 22 (IDSource) must uniquely identify an instrument in the TT platform.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 22 | IDSource | STRING | Y | Source for the value of tag 48 (SecurityID).
Note: The following markets support RIC codes (22=5) for identifying futures, spreads and options
instruments in tag 48 (SecurityID):
- ASX
- DGCX
- CFE
- CME
- EEX
- EUREX
- Euronext
- Hkex
- ICE
- ICE_L
- LME
- MEFF
- MX
- OSE
- SGX
- TFX
- TOCOM
Note: The combination of this tag and tag 48 (SecurityID) must uniquely identify an instrument in the TT platform.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
Possible values:- 4: ISIN number
- 5: RIC code
- 8: Exchange symbol
- 91: Ticker symbol
- 96: TT security ID
- 97: Alias
- 98: Name
- A: Bloomberg Code
- H: Clearing House (Inbound Drop Copy only)
- S: OpenFIGI ID
- X: Series key
| | 22 | IDSource | STRING | N | Source for the value of tag 48 (SecurityID).
Note: The following markets support RIC codes (22=5) for identifying futures, spreads and options
instruments in tag 48 (SecurityID):
- ASX
- DGCX
- CFE
- CME
- EEX
- EUREX
- Euronext
- Hkex
- ICE
- ICE_L
- LME
- MEFF
- MX
- OSE
- SGX
- TFX
- TOCOM
Possible values:- 4: ISIN number
- 5: RIC code
- 8: Exchange symbol
- 91: Ticker symbol
- 96: TT security ID
- 97: Alias
- 98: Name
- A: Bloomberg Code
- H: Clearing House (Inbound Drop Copy only)
- S: OpenFIGI ID
- X: Series key
| | 207 | SecurityExchange | EXCHANGE | CRequired when Tag 100 (ExtDestination) is absent and when tag 22 (IDSource) is 8 (Exchange symbol), 97 (Alias) or 9 (Name).
| Name of the market where the instrument trades.
TT FIX uses this value to identify the exchange that offers the
security.
Possible values:- AGGREGATOR
- ALGO
- ASE
- ASX
- B3
- BitMEX
- BrokerTec
- Cboe
- CboeFX_SW_NY
- CBOT
- CFE
- CME
- Coinbase
- CoinFLEX
- CurveGlobal
- CZCE
- DCE
- DGCX
- EEX
- Eurex
- Euronext
- Fenics
- FEX
- HKEX
- ICE
- ICE_L
- IDEM
- INE
- KCG
- KRK
- LME
- LSE
- MEFF
- MEXDER
- MX
- NDAQ_EU
- NFI
- NFX
- OSE
- SGX
- TFEX
- TFX
- TOCOM
| | 207 | SecurityExchange | EXCHANGE | CRequired when Tag 100 (ExtDestination) is absent
| Name of the market where the instrument trades.
TT FIX uses this value to identify the exchange that offers the
security.
Possible values:- AGGREGATOR
- ALGO
- ASE
- ASX
- B3
- BitMEX
- BrokerTec
- Cboe
- CboeFX_SW_NY
- CBOT
- CFE
- CME
- Coinbase
- CoinFLEX
- CurveGlobal
- CZCE
- DCE
- DGCX
- EEX
- Eurex
- Euronext
- Fenics
- FEX
- HKEX
- ICE
- ICE_L
- IDEM
- INE
- KCG
- KRK
- LME
- LSE
- MEFF
- MEXDER
- MX
- NDAQ_EU
- NFI
- NFX
- OSE
- SGX
- TFEX
- TFX
- TOCOM
| | 207 | SecurityExchange | EXCHANGE | CRequired when Tag 100 (ExtDestination) is absent
| Name of the market where the instrument trades.
TT FIX uses this value to identify the exchange that offers the
security.
Possible values:- AGGREGATOR
- ALGO
- ASE
- ASX
- B3
- BitMEX
- BrokerTec
- Cboe
- CboeFX_SW_NY
- CBOT
- CFE
- CME
- Coinbase
- CoinFLEX
- CurveGlobal
- CZCE
- DCE
- DGCX
- EEX
- Eurex
- Euronext
- Fenics
- FEX
- HKEX
- ICE
- ICE_L
- IDEM
- INE
- KCG
- KRK
- LME
- LSE
- MEFF
- MEXDER
- MX
- NDAQ_EU
- NFI
- NFX
- OSE
- SGX
- TFEX
- TFX
- TOCOM
| | 207 | SecurityExchange | EXCHANGE | C | Name of the market where the instrument trades.
TT FIX uses this value to identify the exchange that offers the
security.
Possible values:- AGGREGATOR
- ALGO
- ASE
- ASX
- B3
- BitMEX
- BrokerTec
- Cboe
- CboeFX_SW_NY
- CBOT
- CFE
- CME
- Coinbase
- CoinFLEX
- CurveGlobal
- CZCE
- DCE
- DGCX
- EEX
- Eurex
- Euronext
- Fenics
- FEX
- HKEX
- ICE
- ICE_L
- IDEM
- INE
- KCG
- KRK
- LME
- LSE
- MEFF
- MEXDER
- MX
- NDAQ_EU
- NFI
- NFX
- OSE
- SGX
- TFEX
- TFX
- TOCOM
| | 100 | ExDestination | EXCHANGE | CRequired when Tag 207 (SecurityExchange) is absent and when tag 22 (IDSource) is 8 (Exchange symbol), 97 (Alias) or 9 (Name).
| Market Identifier Code (MIC) of the sub-market where the instrument trades.
Execution destination for the order as defined by the institution
Some traders use this tag in place of Tag 207 (SecurityExchange) to
identify the exchange.
ISO 10383 defines a comprehensive list of MIC codes.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 100 | ExDestination | EXCHANGE | CRequired when Tag 207 (SecurityExchange) is absent
| Market Identifier Code (MIC) of the sub-market where the instrument trades.
Execution destination for the order as defined by the institution
Some traders use this tag in place of Tag 207 (SecurityExchange) to
identify the exchange.
ISO 10383 defines a comprehensive list of MIC codes.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 100 | ExDestination | EXCHANGE | CRequired when Tag 207 (SecurityExchange) is absent
| Name of the sub-market where the instrument trades.
Execution destination for the order as defined by the institution
Some traders use this tag in place of Tag 207 (SecurityExchange) to
identify the exchange.
ISO 10383 defines a comprehensive list of MIC codes.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 100 | ExDestination | EXCHANGE | CSent when available for FIX 4.2 sessions
| Name of the sub-market where the instrument trades.
Market Identifier Code (MIC) of the sub-market where the instrument trades.
Execution destination for the order as defined by the institution
Some traders use this tag in place of Tag 207 (SecurityExchange) to
identify the exchange.
ISO 10383 defines a comprehensive list of MIC codes.
| | 30 | LastMkt | EXCHANGE | CSent when available for FIX 4.4 sessions
|
Market of execution for last fill, or an indication of the market
where an order was routed.
ISO 10383 defines a comprehensive list of MIC codes.
| | 461 | CFICode | STRING | N |
Type of security using ISO 10962 standard,
Classification of Financial Instruments (CFI code) values.
ISO 10962 is maintained by ANNA (Association of National Numbering
Agencies) acting as Registration Authority.
Note: For SPOT and CUR products, you must also
specify the corresponding tag 167 (SecurityType) value.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 461 | CFICode | STRING | N |
Type of security using ISO 10962 standard,
Classification of Financial Instruments (CFI code) values.
ISO 10962 is maintained by ANNA (Association of National Numbering
Agencies) acting as Registration Authority.
Note: For SPOT and CUR products, you must also
specify the corresponding tag 167 (SecurityType) value.
| | 167 | SecurityType | STRING | Y | Asset class of the instrument.
Possible values:- CS: common stock
- CUR: currency
- FOR: Spot FX
- FUT: future
- MLEG: multi-leg
- NDF: Non-Deliverable Forwards
- NONE: No security type (Not valid for 35=c, e or V)
- OPT: option
- SPOT: EEX spot products
- TBOND: treasury bond
- INDEX: index
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 167 | SecurityType | STRING | Y | Asset class of the instrument.
Possible values:- CS: common stock
- CUR: currency
- FOR: Spot FX
- FUT: future
- MLEG: multi-leg
- NDF: Non-Deliverable Forwards
- NONE: No security type (Not valid for 35=c, e or V)
- OPT: option
- SPOT: EEX spot products
- TBOND: treasury bond
- INDEX: index
| | 167 | SecurityType | STRING | C | Asset class of the instrument.
Possible values:- CS: common stock
- CUR: currency
- FOR: Spot FX
- FUT: future
- MLEG: multi-leg
- NDF: Non-Deliverable Forwards
- NONE: No security type (Not valid for 35=c, e or V)
- OPT: option
- SPOT: EEX spot products
- TBOND: treasury bond
- INDEX: index
| | 460 | Product | INT | N | Product type associated with the security.
Note: Sent only in
Security
Definition (d)
and
Execution
Report (8)
messages.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
Possible values:- 1: Agency
- 2: Commodity
- 3: Corporate
- 4: Currency
- 5: Equity
- 6: Government
- 7: Index
- 8: Loan
- 9: Money market
- 10: Mortgage
- 11: Municipal
- 12: Other
- 13: Financing
- 14: Energy
| | 460 | Product | INT | N | Product type associated with the security.
Note: Sent only in
Security
Definition (d)
and
Execution
Report (8)
messages.
Possible values:- 1: Agency
- 2: Commodity
- 3: Corporate
- 4: Currency
- 5: Equity
- 6: Government
- 7: Index
- 8: Loan
- 9: Money market
- 10: Mortgage
- 11: Municipal
- 12: Other
- 13: Financing
- 14: Energy
| | 107 | SecurityDesc | STRING | N | | | 107 | SecurityDesc | STRING | N | Can be used to provide an optional textual description for a financial instrument
| | 454 | NoSecurityAltID | NUMINGROUP | Y | Number of alternate security IDs in this repeating group
| | 455 | SecurityAltID | STRING | Y |
Alternate ID for an instrument or security, typically for display
purposes.
| | 456 | SecurityAltIDSource | STRING | Y | Identifies class or source of the SecurityAltID (455) value.
Notes:
99 (Other) is not valid for order routing requests.
At this time, TT does not support FIX order routing or FIX market data subscriptions using CUSIP numbers for BrokerTec Treasury securities on CME.
Possible values:- 1: CUSIP number (sent only when provided by the exchange)
- 4: ISIN number
- 5: RIC code
- 8: Exchange security ID
- 91: Ticker Symbol
- 92: TT product family ID (sent only for Security Definition (d) messages)
- 93: TT product ID (sent only for Security Definition (d) messages)
- 94: Alt Symbol (For ICE, the value is the “Cleared Alias” for the contract.)
- 95: Clearport
- 97: Alias
- 98: Name
- 99: Other (Set to instrument symbol if both product symbol and an instrument symbol are present in PDS and they are not the same.)
- 100: Energy Identifier Code (EIC). Currently only used for the EPEX and Nord Pool exchanges.
- A: Bloomberg Code
- H: Clearing House (Inbound Drop Copy only)
- S: OpenFIGI ID
| | 16207 | BloombergSecurityExchange | STRING | C | Name of the market where the instrument of the SecurityAltID (455) value trades.
| | 55 | Symbol | STRING | Y | Exchange-provided product symbol for the tradable product.
When specifying instruments for NewOrderMultileg (AB) and MultilegOrderCancelReplace (AC):
- When submitting multi-leg instrument, set tag 55 to “[NA]”.
- When tag 54 (Side) is B or C, the value in tag 55 is ignored; the values in tag 600 (LegSymbol) and tag 624 (LegSide) in the LegInstrument group are used instead.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 55 | Symbol | STRING | Y | Exchange-provided product symbol for the tradable product.
When specifying instruments for NewOrderMultileg (AB) and MultilegOrderCancelReplace (AC):
- When submitting multi-leg instrument, set tag 55 to “[NA]”.
- When tag 54 (Side) is B or C, the value in tag 55 is ignored; the values in tag 600 (LegSymbol) and tag 624 (LegSide) in the LegInstrument group are used instead.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 55 | Symbol | STRING | CNot used when Tag 167 (SecurityType)=MLEG.
| Exchange-provided product symbol for the tradable product.
When specifying instruments for NewOrderMultileg (AB) and MultilegOrderCancelReplace (AC):
- When submitting multi-leg instrument, set tag 55 to “[NA]”.
- When tag 54 (Side) is B or C, the value in tag 55 is ignored; the values in tag 600 (LegSymbol) and tag 624 (LegSide) in the LegInstrument group are used instead.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 55 | Symbol | STRING | C | Exchange-provided product symbol for the tradable product.
| | 200 | MaturityMonthYear | MONTHYEAR | CRequired when Tag 541 is not specified and Tag 167 (SecurityType) is not MLEG or SPOT
| Month and year the instrument reaches maturity in the format YYYYMM.
Note: If included, tag 541 (MaturityDate) will override this tag.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 200 | MaturityMonthYear | MONTHYEAR | CSent when Tag 167 (SecurityType) is not MLEG or SPOT
| Month and year the instrument reaches maturity in the format YYYYMM.
| | 541 | MaturityDate | LOCALMKTDATE | CRequired when Tag 200 is not specified and Tag 167 (SecurityType) is not MLEG or SPOT
| Maturity date in format YYYYMMDD.
Note: This tag value overrides tag 200 (MaturityMonthYear) and tag 205 (MaturityDay), if they are also specified.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 541 | MaturityDate | LOCALMKTDATE | CSent when Tag 167 (SecurityType) is not MLEG or SPOT
| Maturity date in format YYYYMMDD.
| | 205 | MaturityDay | DAYOFMONTH | CRequired when multiple contracts exist for the same month
| Day of expiration for the instrument.
TT FIX uses this value and tag 200 (MaturityMonthYear) to specify the maturity date when tag 167 (SecurityType) is not MLEG and tag 18211 (DeliveryTerm) is not Month.
Whenever possible, tag 200 will match the Month & Year shown in TT Market Explorer, not the tag 541/Maturity Date field. In those cases where the MonthYear does not match, the value in tag 205 will be the day from tag 541, not necessarily the day associated with tag 200 MonthYear.
Range: 1-31
Note: If included, tag 541 (MaturityDate) will override this tag.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 205 | MaturityDay | DAYOFMONTH | CSent when multiple contracts exist for the same month
| Day of expiration for the instrument.
| | 18223 | ContractYearMonth | STRING | N | Contract term in the form, YYYYMM
Condition: Sent when Tag 167 (SecurityType) is not MLEG
| | 18223 | ContractYearMonth | STRING | N | Contract term in the form, YYYYMM
Condition: Sent when Tag 167 (SecurityType) is not MLEG
| | 18211 | DeliveryTerm | CHAR | CRequired when both of the following are true:
- The Security Definition indicates it is required.
- The delivery term is not monthly.
| Term of delivery for the instrument.
TT FIX uses this value to identify contracts that do not have a monthly delivery term.
Note: When Tag 18211 DeliveryTerm equals any value except ‘M’, ‘Y’ or ‘Q’, then you must specify the delivery day/date in Tag 205 MaturityDay or Tag 541 MaturityDate.
Note: If you include this tag for instrument’s that do not require it, TT FIX rejects the request.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
Possible values:- A: Same day
- B: Balance of month
- C: End of Month
- D: Day
- E: Weekly
- H: Hour
- L: Balance of week
- M: Month
- N: Next day
- P: Pack
- Q: Quarterly
- S: Seasonal
- T: Weekend
- U: Bundle
- V: Variable
- W: Week
- X: Custom
- Y: Year
- Note: The following values are only available for EPEX and Nord Pool:
- a: Quarter hour
- b: Half hour
- c: One hour
- d: Two hour
- e: Four hour
- f: Eight hour
- g: One plus two
- h: Three plus four
- i: Baseload
- j: Peakload
- k: Overnight
- l: Extended peak
Note: If you include this tag for instrument’s that do not require it, TT FIX rejects the request.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 18211 | DeliveryTerm | CHAR | CSent when the delivery term is not monthly
| Term of delivery for the instrument.
TT FIX uses this value to identify contracts that do not have a monthly delivery term.
Note: When Tag 18211 DeliveryTerm equals any value except ‘M’, ‘Y’ or ‘Q’, then you must specify the delivery day/date in Tag 205 MaturityDay or Tag 541 MaturityDate.
Note: If you include this tag for instrument’s that do not require it, TT FIX rejects the request.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
Possible values:- A: Same day
- B: Balance of month
- C: End of Month
- D: Day
- E: Weekly
- H: Hour
- L: Balance of week
- M: Month
- N: Next day
- P: Pack
- Q: Quarterly
- S: Seasonal
- T: Weekend
- U: Bundle
- V: Variable
- W: Week
- X: Custom
- Y: Year
- Note: The following values are only available for EPEX and Nord Pool:
- a: Quarter hour
- b: Half hour
- c: One hour
- d: Two hour
- e: Four hour
- f: Eight hour
- g: One plus two
- h: Three plus four
- i: Baseload
- j: Peakload
- k: Overnight
- l: Extended peak
| | 743 | DeliveryDate | LOCALMKTDATE | N | Date for contract delivery
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 743 | DeliveryDate | LOCALMKTDATE | C | Date for contract delivery
| | 64 | SettlDate | LOCALMKTDATE | CSent when tag 167 (SecurityType) = FOR or NDF
| Settlement date
| | 9020 | FixingDate | LOCALMKTDATE | CSent when tag 167 (SecurityType) = NDF
| Fixing date
| | 9032 | ReportingParty | BOOLEAN | CSent when tag 167 (SecurityType) = NDF
| Indicates if the Execution Report recipient is the reporting party. Follows GFMA FX reporting rules.
| | 9012 | IsFirm | INT | CSent when tag 167 (SecurityType) = FOR or NDF
| Indicates the type of quote that was crossed.
| | 201 | PutOrCall | INT | CRequired when Tag 167 (SecurityType) is OPT
| Whether the option represents a put or call
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 201 | PutOrCall | INT | CSent when Tag 167 (SecurityType) is OPT
| Whether the option represents a put or call
| | 202 | StrikePrice | PRICE | CRequired when Tag 167 (SecurityType) is OPT
| Strike price for an option
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 202 | StrikePrice | PRICE | CSent when Tag 167 (SecurityType) is OPT
| Strike price for an option
| | 9787 | DisplayFactor | STRING | C |
Factor to use when multiplying prices sent from a FIX client and
dividing prices sent from TT FIX
| | 15 | Currency | CURRENCY | C | ISO-standard symbol for the instrument’s trading currency.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 15 | Currency | CURRENCY | C | ISO-standard symbol for the instrument’s trading currency.
| | 70 | AllocID | STRING | C |
Identifier assigned to a leg of a leg fill for ASX clearing purposes
(clearing deal number).
| | 206 | OptAttribute | CHAR | CRequired when both of the following are true:
- Tag 167 (SecurityType) is OPT.
- A version for the underlying instrument exists.
| Additional information about the option contract.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 454 | NoSecurityAltID | NUMINGROUP | CSent when there are one or more alternate security IDs
| Number of alternate security IDs in this repeating group
| | 455 | SecurityAltID | STRING | Y |
Alternate ID for an instrument or security, typically for display
purposes.
| | 456 | SecurityAltIDSource | STRING | CSent when tag 455 (SecurityAltId) is sent
| Identifies class or source of the SecurityAltID (455) value.
Notes:
99 (Other) is not valid for order routing requests.
At this time, TT does not support FIX order routing or FIX market data subscriptions using CUSIP numbers for BrokerTec Treasury securities on CME.
Note: The following markets support RIC codes (22=5) for identifying futures, spreads and options instruments in tag 455 (SecurityAltID):
- ASX
- DGCX
- CFE
- CME
- EEX
- EUREX
- Euronext
- Hkex
- ICE
- ICE_L
- LME
- MEFF
- MX
- OSE
- SGX
- TFX
- TOCOM
Possible values:- 1: CUSIP number (sent only when provided by the exchange)
- 4: ISIN number
- 5: RIC code
- 8: Exchange security ID
- 91: Ticker Symbol
- 92: TT product family ID (sent only for Security Definition (d) messages)
- 93: TT product ID (sent only for Security Definition (d) messages)
- 94: Alt Symbol (For ICE, the value is the “Cleared Alias” for the contract.)
- 95: Clearport
- 97: Alias
- 98: Name
- 99: Other (Set to instrument symbol if both product symbol and an instrument symbol are present in PDS and they are not the same.)
- 100: Energy Identifier Code (EIC). Currently only used for the EPEX and Nord Pool exchanges.
- A: Bloomberg Code
- H: Clearing House (Inbound Drop Copy only)
- S: OpenFIGI ID
| | 16207 | BloombergSecurityExchange | STRING | C | Name of the market where the instrument of the SecurityAltID (455) value trades.
|
| | 762 | SecuritySubType | STRING | N | Sub-type qualification or identification of the SecurityType
For example, an instrument with SecurityType(167)=”MLEG” might use this tag to specify the name of the option or futures strategy, such as “Calendar”, “Vertical”, or “Butterfly”.
For synthetic staged orders, i.e., HandlInst (21)=3 and SecurityType(167)=”Synthetic”, the TT FIX engine checks whether the instrument already exists and automatically creates the synthetic spread if the instrument does not exist.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 762 | SecuritySubType | STRING | N | Sub-type qualification or identification of the SecurityType
For example, an instrument with SecurityType(167)=”MLEG” might use this tag to specify the name of the option or futures strategy, such as “Calendar”, “Vertical”, or “Butterfly”.
| | 1194 | ExerciseStyle | INT | N | Type of exercise for a derivatives security.
Conditional: This value only sent if supported by the exchange.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available
| | 1194 | ExerciseStyle | INT | N | Type of exercise for a derivatives security.
Conditional: This value only sent if supported by the exchange.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available
| | 1194 | ExerciseStyle | INT | N | Type of exercise for a derivatives security.
Conditional: This value only sent if supported by the exchange.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available
| | 1194 | ExerciseStyle | INT | N | Type of exercise for a derivatives security.
Conditional: This value only sent if supported by the exchange.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available
| | 555 | NoLegs | STRING | Y | Number of legs in the repeating group
Can be zero (e.g. standardized multileg instrument such as an Option
strategy). The value must be provided even if zero.
| | 555 | NoLegs | STRING | Y | Number of legs in the repeating group
Can be zero (e.g. standardized multileg instrument such as an Option
strategy). The value must be provided even if zero.
| | 616 | LegSecurityExchange | EXCHANGE | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 18100 (LegExtDestination) and Tag 602 (LegSecurityId) are absent.
| Multi-leg instrument’s individual security’s SecurityExchange.
Possible values:- AGGREGATOR
- ALGO
- ASE
- ASX
- B3
- BitMEX
- BrokerTec
- CBOE
- CboeFX_SW_NY
- CBOT
- CFE
- CME
- Coinbase
- CoinFLEX
- CurveGlobal
- CZCE
- DCE
- DGCX
- EEX
- Eurex
- Euronext
- Fenics
- FEX
- HKEX
- ICE
- ICE_L
- IDEM
- INE
- KCG
- KRK
- LME
- LSE
- MEFF
- MEXDER
- MX
- NDAQ_EU
- NFI
- NFX
- OSE
- SGX
- TFEX
- TFX
- TOCOM
| | 616 | LegSecurityExchange | EXCHANGE | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 18100 (LegExtDestination) and Tag 602 (LegSecurityId) are absent.
| Multi-leg instrument’s individual security’s SecurityExchange.
Possible values:- AGGREGATOR
- ALGO
- ASE
- ASX
- B3
- BitMEX
- BrokerTec
- CBOE
- CboeFX_SW_NY
- CBOT
- CFE
- CME
- Coinbase
- CoinFLEX
- CurveGlobal
- CZCE
- DCE
- DGCX
- EEX
- Eurex
- Euronext
- Fenics
- FEX
- HKEX
- ICE
- ICE_L
- IDEM
- INE
- KCG
- KRK
- LME
- LSE
- MEFF
- MEXDER
- MX
- NDAQ_EU
- NFI
- NFX
- OSE
- SGX
- TFEX
- TFX
- TOCOM
| | 18100 | LegExDestination | EXCHANGE | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 616 (LegSecurityExchange) and Tag 602 (LegSecurityId) are absent.
|
Execution destination for the leg order as defined by the institution
Some traders use this tag in place of Tag 207 (SecurityExchange) to
identify the exchange.
ISO 10383 defines a comprehensive list of MIC codes.
| | 18100 | LegExDestination | EXCHANGE | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 616 (LegSecurityExchange) and Tag 602 (LegSecurityId) are absent.
|
Execution destination for the leg order as defined by the institution
Some traders use this tag in place of Tag 207 (SecurityExchange) to
identify the exchange.
ISO 10383 defines a comprehensive list of MIC codes.
| | 602 | LegSecurityID | STRING | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 18100 (LegExtDestination) and Tag 616 (LegSecurityExchange) are absent.
| TT security ID that uniquely identifies the instrument in the TT platform.
Note: The combination of this tag and tag 603
(LegSecurityIDSource) must uniquely identify an instrument in the TT platform.
| | 602 | LegSecurityID | STRING | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 18100 (LegExtDestination) and Tag 616 (LegSecurityExchange) are absent.
| TT security ID that uniquely identifies the instrument in the TT platform.
Note: The combination of this tag and tag 603
(LegSecurityIDSource) must uniquely identify an instrument in the TT platform.
| | 603 | LegIDSource | STRING | CRequired when Tag 18100 (LegExtDestination) and Tag 616 (LegSecurityExchange) are absent.
| Multileg instrument’s individual security’s SecurityIDSource.
Note: The combination of this tag and tag 602
(LegSecurityId) must uniquely identify an instrument in the TT
platform.
| | 603 | LegIDSource | STRING | CRequired when Tag 18100 (LegExtDestination) and Tag 616 (LegSecurityExchange) are absent.
| Multileg instrument’s individual security’s SecurityIDSource.
Note: The combination of this tag and tag 602
(LegSecurityId) must uniquely identify an instrument in the TT
platform.
| | 600 | LegSymbol | STRING | N | Multi-leg instrument’s individual security’s Symbol.
Condition: Required when Tag 167 (SecurityType)=MLEG.
See Symbol (55) field for description.
Note: Users can map the value of Tag 600 to a different symbology using the Symbol Mapping feature in User Setup. Refer to the Fix Rules and Symbol Mappings section in the User Setup Help for more information.
| | 600 | LegSymbol | STRING | N | Multi-leg instrument’s individual security’s Symbol.
Condition: Required when Tag 167 (SecurityType)=MLEG.
See Symbol (55) field for description.
Note: Users can map the value of Tag 600 to a different symbology using the Symbol Mapping feature in User Setup. Refer to the Fix Rules and Symbol Mappings section in the User Setup Help for more information.
| | 608 | LegCFICode | STRING | N | Multileg instrument’s individual security’s CFICode (tag 461).
See CFICode (461) field for description
| | 608 | LegCFICode | STRING | N | Multileg instrument’s individual security’s CFICode (tag 461).
See CFICode (461) field for description
| | 620 | LegSecurityDesc | STRING | N | Leg security description.
| | 620 | LegSecurityDesc | STRING | N | Leg security description.
| | 607 | LegProduct | INT | N | Multileg instrument’s individual security’s product.
Possible values:- 1: Agency
- 2: Commodity
- 3: Corporate
- 4: Currency
- 5: Equity
- 6: Government
- 7: Index
- 8: Loan
- 9: Money market
- 10: Mortgage
- 11: Municipal
- 12: Other
- 13: Financing
- 14: Energy
| | 607 | LegProduct | INT | N | Multileg instrument’s individual security’s product.
Possible values:- 1: Agency
- 2: Commodity
- 3: Corporate
- 4: Currency
- 5: Equity
- 6: Government
- 7: Index
- 8: Loan
- 9: Money market
- 10: Mortgage
- 11: Municipal
- 12: Other
- 13: Financing
- 14: Energy
| | 609 | LegSecurityType | STRING | N | Multi-leg instrument’s individual security’s SecurityType.
Possible values:- FUT: Future
- MLEG: Multi-leg
- OPT: Option
- SPOT: EEX spot products
- TBOND: Treasury bond
- CS: Common stock
- NONE: No security type (Not valid for 35=c, e or V)
| | 609 | LegSecurityType | STRING | N | Multi-leg instrument’s individual security’s SecurityType.
Possible values:- FUT: Future
- MLEG: Multi-leg
- OPT: Option
- SPOT: EEX spot products
- TBOND: Treasury bond
- CS: Common stock
- NONE: No security type (Not valid for 35=c, e or V)
| | 764 | LegSecuritySubType | STRING | N | SecuritySubType of the leg instrument.
See SecuritySubType (762) field for description
| | 764 | LegSecuritySubType | STRING | N | SecuritySubType of the leg instrument.
See SecuritySubType (762) field for description
| | 610 | LegMaturityMonthYear | MONTHYEAR | N | Multi-leg instrument’s individual security’s MaturityMonthYear
| | 610 | LegMaturityMonthYear | MONTHYEAR | N | Multi-leg instrument’s individual security’s MaturityMonthYear
| | 611 | LegMaturityDate | LOCALMKTDATE | N | Multi-leg instrument’s individual security’s MaturityDate.
| | 611 | LegMaturityDate | LOCALMKTDATE | N | Multi-leg instrument’s individual security’s MaturityDate.
| | 18314 | LegMaturityDay | DAYOFMONTH | N | Multi-leg instrument’s individual security’s MaturityDay.
| | 18314 | LegMaturityDay | DAYOFMONTH | N | Multi-leg instrument’s individual security’s MaturityDay.
| | 612 | LegStrikePrice | PRICE | N | Multi-leg instrument’s individual security’s StrikePrice.
| | 612 | LegStrikePrice | PRICE | N | Multi-leg instrument’s individual security’s StrikePrice.
| | 1358 | LegPutOrCall | INT | CRequired when Tag 609 (LegSecurityType) is OPT
| Whether the option represents a put or call
| | 1358 | LegPutOrCall | INT | CRequired when Tag 609 (LegSecurityType) is OPT
| Whether the option represents a put or call
| | 624 | LegSide | CHAR | N | The side of this individual leg (multi-leg security).
Possible values:- 1: Buy
- 2: Sell
- 3: Buy minus
- 4: Sell plus
- 5: Sell short
- 6: Sell short exempt
- 7: Undisclosed
- 8: Cross
- 9: Cross short
| | 624 | LegSide | CHAR | N | The side of this individual leg (multi-leg security).
Possible values:- 1: Buy
- 2: Sell
- 3: Buy minus
- 4: Sell plus
- 5: Sell short
- 6: Sell short exempt
- 7: Undisclosed
- 8: Cross
- 9: Cross short
| | 623 | LegRatioQty | FLOAT | N |
Ratio of quantity for this individual leg relative to the entire
multi-leg security
The value represents one of the following:
-
For a leg of a covered strategy (such as a volatility trade) on CME
or NYSE_Liffe markets, the value represents the delta (expressed as
an integer between 1 and 100).
-
In all other cases, the value represents the quantity of this leg in
the strategy.
| | 623 | LegRatioQty | FLOAT | N |
Ratio of quantity for this individual leg relative to the entire
multi-leg security
The value represents one of the following:
-
For a leg of a covered strategy (such as a volatility trade) on CME
or NYSE_Liffe markets, the value represents the delta (expressed as
an integer between 1 and 100).
-
In all other cases, the value represents the quantity of this leg in
the strategy.
| | 1420 | LegExerciseStyle | INT | N | Type of exercise for a derivatives security.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available.
| | 1420 | LegExerciseStyle | INT | N | Type of exercise for a derivatives security.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available.
| | 1420 | LegExerciseStyle | INT | N | Type of exercise for a derivatives security.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available.
| | 1420 | LegExerciseStyle | INT | N | Type of exercise for a derivatives security.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available.
| | 556 | LegCurrency | CURRENCY | N | Currency associated with a particular leg’s price
| | 556 | LegCurrency | CURRENCY | N | Currency associated with a particular leg’s price
| | 561 | RoundLot | QTY | N | The trading lot size of a security.
| | 561 | RoundLot | QTY | N | The trading lot size of a security.
| | 566 | LegPrice | PRICE | N | Price of the leg for a multi-leg instrument
| | 566 | LegPrice | PRICE | N | Price of the leg for a multi-leg instrument
| | 687 | LegQty | QTY | N | Quantity of this leg.
| | 687 | LegQty | QTY | N | Quantity of this leg.
| | 654 | LegRefID | STRING | N | Unique indicator for a specific leg.
Note: Sent only for FIX 4.4 sessions when the tag is
included the corresponding
New Order
Multileg (AB)
request. FIX 4.4 Drop Copy sessions will not send this tag for orders
placed from the TT Trade application.
| | 654 | LegRefID | STRING | N | Unique indicator for a specific leg.
Note: Sent only for FIX 4.4 sessions when the tag is
included the corresponding
New Order
Multileg (AB)
request. FIX 4.4 Drop Copy sessions will not send this tag for orders
placed from the TT Trade application.
| | 637 | LegLastPx | PRICE | N | Execution price assigned to a leg of a multileg instrument.
| | 637 | LegLastPx | PRICE | N | Execution price assigned to a leg of a multileg instrument.
| | 18224 | LegContractYearMonth | STRING | N | Contract term of the underlying instrument in the form, YYYYMMM
| | 18224 | LegContractYearMonth | STRING | N | Contract term of the underlying instrument in the form, YYYYMMM
| | 18212 | LegDeliveryTerm | CHAR | CRequired when both of the following are true:
- The Security Definition indicates it is required.
- The delivery term is not monthly.
| Term of delivery for the underlying instrument.
TT FIX uses this value to identify contracts that do not have a
monthly delivery term.
Possible values:
- A: Same day
- B: Balance of month
- C: End of Month
- D: Day
- E: Weekly
- H: Hour
- L: Balance of week
- M: Month
- N: Next day
- P: Pack
- Q: Quarterly
- S: Seasonal
- T: Weekend
- V: Variable
- W: Week
- X: Custom
- Y: Year
| | 18212 | LegDeliveryTerm | CHAR | CRequired when both of the following are true:
- The Security Definition indicates it is required.
- The delivery term is not monthly.
| Term of delivery for the underlying instrument.
TT FIX uses this value to identify contracts that do not have a
monthly delivery term.
Possible values:
- A: Same day
- B: Balance of month
- C: End of Month
- D: Day
- E: Weekly
- H: Hour
- L: Balance of week
- M: Month
- N: Next day
- P: Pack
- Q: Quarterly
- S: Seasonal
- T: Weekend
- V: Variable
- W: Week
- X: Custom
- Y: Year
| | 18213 | LegDeliveryDate | LOCALMKTDATE | C | Date for contract delivery
| | 18213 | LegDeliveryDate | LOCALMKTDATE | C | Date for contract delivery
| | 1366 | LegAllocID | STRING | CSent when provided by the exchange.
|
Identifier assigned to a leg of a multi-leg trade for ASX clearing
purposes (clearing deal number).
| | 1366 | LegAllocID | STRING | CSent when provided by the exchange.
|
Identifier assigned to a leg of a multi-leg trade for ASX clearing
purposes (clearing deal number).
| | 16568 | LegAvgPx | PRICE | C | The average (mean) price for the legs of a spread.
This value will be populated on Summary Spread Fill Execution Reports.
| | 16568 | LegAvgPx | PRICE | C | The average (mean) price for the legs of a spread.
This value will be populated on Summary Spread Fill Execution Reports.
| | 16615 | LegTTRoutingAccount | STRING | N | TT Routing Account for the leg. Valid for routing synthetic spread orders only.
| | 16615 | LegTTRoutingAccount | STRING | N | TT Routing Account for the leg. Valid for routing synthetic spread orders only.
| | 604 | NoLegSecurityAltID | NUMINGROUP | CSent when there are one or more alternate leg security IDs
| Number of alternate leg security IDs contained in this repeating group
| | 605 | LegSecurityAltID | STRING | Y | Alternate ID for an instrument or security, typically for display purposes.
| | 606 | LegSecurityAltIDSource | STRING | Y | New tag for TT
Class or source of the LegSecurityAltID (605) value.
Possible values:- 1: CUSIP number (sent only when provided by the exchange)
- 4: ISIN number
- 5: RIC code
- 8: Exchange security ID
- 94: Alt Symbol (For ICE, the value is the “Cleared Alias” for the contract.)
- 95: Clearport
- 97: Alias
- 98: Name
- 99: Other
- 91: Exchange Ticker
- A: Bloomberg Code
- H: Clearing House
- S: OpenFIGI ID
| | 16616 | LegBloombergSecurityExchange | STRING | N | Name of the market where the instrument of the LegSecurityAltID (605) value trades.
|
| | 16120 | LegNoFills | NUMINGROUP | CSent for each leg when a multileg order is filled through multiple price levels in a single match transaction, i.e. “sweeping the market”. Can be sent when LegNoFills = 1 for some markets, such as Eurex/EEX.
| Number of partial leg fills included in an Execution Report
Note: Only sent if the FIX client is connected to a TT FIX 4.4 session.
| | 16121 | LegFillExecID | STRING | C | Unique identifier of leg execution as assigned by sell-side (broker, exchange, ECN). The ID must not overlap tag 17 (ExecID).
| | 16122 | LegFillPx | PRICE | C | Price of this leg fill
| | 16123 | LegFillQty | QTY | C | Quantity of this leg fill
| | 16124 | LegFillTradingVenueRegulatoryTradeID | STRING | CSent if available when tag 16120 > 0
| Trading Venue transaction identification code of this leg fill
| | 16125 | LegFillLastLiquidityIndicator | INT | N | Whether this leg fill was a result of a liquidity provider providing or a liquidity taker taking the liquidity in this LegFillsGrp repeating group.
Possible values:- 1: Added liquidity
- 2: Removed liquidity
|
|
| | 555 | NoLegs | STRING | Y | Number of legs in the repeating group
Can be zero (e.g. standardized multileg instrument such as an Option
strategy). The value must be provided even if zero.
| | 555 | NoLegs | STRING | Y | Number of legs in the repeating group
Can be zero (e.g. standardized multileg instrument such as an Option
strategy). The value must be provided even if zero.
| | 616 | LegSecurityExchange | EXCHANGE | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 18100 (LegExtDestination) and Tag 602 (LegSecurityId) are absent.
| Multi-leg instrument’s individual security’s SecurityExchange.
Possible values:- AGGREGATOR
- ALGO
- ASE
- ASX
- B3
- BitMEX
- BrokerTec
- CBOE
- CboeFX_SW_NY
- CBOT
- CFE
- CME
- Coinbase
- CoinFLEX
- CurveGlobal
- CZCE
- DCE
- DGCX
- EEX
- Eurex
- Euronext
- Fenics
- FEX
- HKEX
- ICE
- ICE_L
- IDEM
- INE
- KCG
- KRK
- LME
- LSE
- MEFF
- MEXDER
- MX
- NDAQ_EU
- NFI
- NFX
- OSE
- SGX
- TFEX
- TFX
- TOCOM
| | 616 | LegSecurityExchange | EXCHANGE | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 18100 (LegExtDestination) and Tag 602 (LegSecurityId) are absent.
| Multi-leg instrument’s individual security’s SecurityExchange.
Possible values:- AGGREGATOR
- ALGO
- ASE
- ASX
- B3
- BitMEX
- BrokerTec
- CBOE
- CboeFX_SW_NY
- CBOT
- CFE
- CME
- Coinbase
- CoinFLEX
- CurveGlobal
- CZCE
- DCE
- DGCX
- EEX
- Eurex
- Euronext
- Fenics
- FEX
- HKEX
- ICE
- ICE_L
- IDEM
- INE
- KCG
- KRK
- LME
- LSE
- MEFF
- MEXDER
- MX
- NDAQ_EU
- NFI
- NFX
- OSE
- SGX
- TFEX
- TFX
- TOCOM
| | 18100 | LegExDestination | EXCHANGE | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 616 (LegSecurityExchange) and Tag 602 (LegSecurityId) are absent.
|
Execution destination for the leg order as defined by the institution
Some traders use this tag in place of Tag 207 (SecurityExchange) to
identify the exchange.
ISO 10383 defines a comprehensive list of MIC codes.
| | 18100 | LegExDestination | EXCHANGE | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 616 (LegSecurityExchange) and Tag 602 (LegSecurityId) are absent.
|
Execution destination for the leg order as defined by the institution
Some traders use this tag in place of Tag 207 (SecurityExchange) to
identify the exchange.
ISO 10383 defines a comprehensive list of MIC codes.
| | 602 | LegSecurityID | STRING | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 18100 (LegExtDestination) and Tag 616 (LegSecurityExchange) are absent.
| TT security ID that uniquely identifies the instrument in the TT platform.
Note: The combination of this tag and tag 603
(LegSecurityIDSource) must uniquely identify an instrument in the TT platform.
| | 602 | LegSecurityID | STRING | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 18100 (LegExtDestination) and Tag 616 (LegSecurityExchange) are absent.
| TT security ID that uniquely identifies the instrument in the TT platform.
Note: The combination of this tag and tag 603
(LegSecurityIDSource) must uniquely identify an instrument in the TT platform.
| | 603 | LegIDSource | STRING | CRequired when Tag 18100 (LegExtDestination) and Tag 616 (LegSecurityExchange) are absent.
| Multileg instrument’s individual security’s SecurityIDSource.
Note: The combination of this tag and tag 602
(LegSecurityId) must uniquely identify an instrument in the TT
platform.
| | 603 | LegIDSource | STRING | CRequired when Tag 18100 (LegExtDestination) and Tag 616 (LegSecurityExchange) are absent.
| Multileg instrument’s individual security’s SecurityIDSource.
Note: The combination of this tag and tag 602
(LegSecurityId) must uniquely identify an instrument in the TT
platform.
| | 600 | LegSymbol | STRING | N | Multi-leg instrument’s individual security’s Symbol.
Condition: Required when Tag 167 (SecurityType)=MLEG.
See Symbol (55) field for description.
Note: Users can map the value of Tag 600 to a different symbology using the Symbol Mapping feature in User Setup. Refer to the Fix Rules and Symbol Mappings section in the User Setup Help for more information.
| | 600 | LegSymbol | STRING | N | Multi-leg instrument’s individual security’s Symbol.
Condition: Required when Tag 167 (SecurityType)=MLEG.
See Symbol (55) field for description.
Note: Users can map the value of Tag 600 to a different symbology using the Symbol Mapping feature in User Setup. Refer to the Fix Rules and Symbol Mappings section in the User Setup Help for more information.
| | 608 | LegCFICode | STRING | N | Multileg instrument’s individual security’s CFICode (tag 461).
See CFICode (461) field for description
| | 608 | LegCFICode | STRING | N | Multileg instrument’s individual security’s CFICode (tag 461).
See CFICode (461) field for description
| | 620 | LegSecurityDesc | STRING | N | Leg security description.
| | 620 | LegSecurityDesc | STRING | N | Leg security description.
| | 607 | LegProduct | INT | N | Multileg instrument’s individual security’s product.
Possible values:- 1: Agency
- 2: Commodity
- 3: Corporate
- 4: Currency
- 5: Equity
- 6: Government
- 7: Index
- 8: Loan
- 9: Money market
- 10: Mortgage
- 11: Municipal
- 12: Other
- 13: Financing
- 14: Energy
| | 607 | LegProduct | INT | N | Multileg instrument’s individual security’s product.
Possible values:- 1: Agency
- 2: Commodity
- 3: Corporate
- 4: Currency
- 5: Equity
- 6: Government
- 7: Index
- 8: Loan
- 9: Money market
- 10: Mortgage
- 11: Municipal
- 12: Other
- 13: Financing
- 14: Energy
| | 609 | LegSecurityType | STRING | N | Multi-leg instrument’s individual security’s SecurityType.
Possible values:- FUT: Future
- MLEG: Multi-leg
- OPT: Option
- SPOT: EEX spot products
- TBOND: Treasury bond
- CS: Common stock
- NONE: No security type (Not valid for 35=c, e or V)
| | 609 | LegSecurityType | STRING | N | Multi-leg instrument’s individual security’s SecurityType.
Possible values:- FUT: Future
- MLEG: Multi-leg
- OPT: Option
- SPOT: EEX spot products
- TBOND: Treasury bond
- CS: Common stock
- NONE: No security type (Not valid for 35=c, e or V)
| | 764 | LegSecuritySubType | STRING | N | SecuritySubType of the leg instrument.
See SecuritySubType (762) field for description
| | 764 | LegSecuritySubType | STRING | N | SecuritySubType of the leg instrument.
See SecuritySubType (762) field for description
| | 610 | LegMaturityMonthYear | MONTHYEAR | N | Multi-leg instrument’s individual security’s MaturityMonthYear
| | 610 | LegMaturityMonthYear | MONTHYEAR | N | Multi-leg instrument’s individual security’s MaturityMonthYear
| | 611 | LegMaturityDate | LOCALMKTDATE | N | Multi-leg instrument’s individual security’s MaturityDate.
| | 611 | LegMaturityDate | LOCALMKTDATE | N | Multi-leg instrument’s individual security’s MaturityDate.
| | 18314 | LegMaturityDay | DAYOFMONTH | N | Multi-leg instrument’s individual security’s MaturityDay.
| | 18314 | LegMaturityDay | DAYOFMONTH | N | Multi-leg instrument’s individual security’s MaturityDay.
| | 612 | LegStrikePrice | PRICE | N | Multi-leg instrument’s individual security’s StrikePrice.
| | 612 | LegStrikePrice | PRICE | N | Multi-leg instrument’s individual security’s StrikePrice.
| | 1358 | LegPutOrCall | INT | CRequired when Tag 609 (LegSecurityType) is OPT
| Whether the option represents a put or call
| | 1358 | LegPutOrCall | INT | CRequired when Tag 609 (LegSecurityType) is OPT
| Whether the option represents a put or call
| | 624 | LegSide | CHAR | N | The side of this individual leg (multi-leg security).
Possible values:- 1: Buy
- 2: Sell
- 3: Buy minus
- 4: Sell plus
- 5: Sell short
- 6: Sell short exempt
- 7: Undisclosed
- 8: Cross
- 9: Cross short
| | 624 | LegSide | CHAR | N | The side of this individual leg (multi-leg security).
Possible values:- 1: Buy
- 2: Sell
- 3: Buy minus
- 4: Sell plus
- 5: Sell short
- 6: Sell short exempt
- 7: Undisclosed
- 8: Cross
- 9: Cross short
| | 623 | LegRatioQty | FLOAT | N |
Ratio of quantity for this individual leg relative to the entire
multi-leg security
The value represents one of the following:
-
For a leg of a covered strategy (such as a volatility trade) on CME
or NYSE_Liffe markets, the value represents the delta (expressed as
an integer between 1 and 100).
-
In all other cases, the value represents the quantity of this leg in
the strategy.
| | 623 | LegRatioQty | FLOAT | N |
Ratio of quantity for this individual leg relative to the entire
multi-leg security
The value represents one of the following:
-
For a leg of a covered strategy (such as a volatility trade) on CME
or NYSE_Liffe markets, the value represents the delta (expressed as
an integer between 1 and 100).
-
In all other cases, the value represents the quantity of this leg in
the strategy.
| | 1420 | LegExerciseStyle | INT | N | Type of exercise for a derivatives security.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available.
| | 1420 | LegExerciseStyle | INT | N | Type of exercise for a derivatives security.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available.
| | 1420 | LegExerciseStyle | INT | N | Type of exercise for a derivatives security.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available.
| | 1420 | LegExerciseStyle | INT | N | Type of exercise for a derivatives security.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available.
| | 556 | LegCurrency | CURRENCY | N | Currency associated with a particular leg’s price
| | 556 | LegCurrency | CURRENCY | N | Currency associated with a particular leg’s price
| | 561 | RoundLot | QTY | N | The trading lot size of a security.
| | 561 | RoundLot | QTY | N | The trading lot size of a security.
| | 566 | LegPrice | PRICE | N | Price of the leg for a multi-leg instrument
| | 566 | LegPrice | PRICE | N | Price of the leg for a multi-leg instrument
| | 687 | LegQty | QTY | N | Quantity of this leg.
| | 687 | LegQty | QTY | N | Quantity of this leg.
| | 654 | LegRefID | STRING | N | Unique indicator for a specific leg.
Note: Sent only for FIX 4.4 sessions when the tag is
included the corresponding
New Order
Multileg (AB)
request. FIX 4.4 Drop Copy sessions will not send this tag for orders
placed from the TT Trade application.
| | 654 | LegRefID | STRING | N | Unique indicator for a specific leg.
Note: Sent only for FIX 4.4 sessions when the tag is
included the corresponding
New Order
Multileg (AB)
request. FIX 4.4 Drop Copy sessions will not send this tag for orders
placed from the TT Trade application.
| | 637 | LegLastPx | PRICE | N | Execution price assigned to a leg of a multileg instrument.
| | 637 | LegLastPx | PRICE | N | Execution price assigned to a leg of a multileg instrument.
| | 18224 | LegContractYearMonth | STRING | N | Contract term of the underlying instrument in the form, YYYYMMM
| | 18224 | LegContractYearMonth | STRING | N | Contract term of the underlying instrument in the form, YYYYMMM
| | 18212 | LegDeliveryTerm | CHAR | CRequired when both of the following are true:
- The Security Definition indicates it is required.
- The delivery term is not monthly.
| Term of delivery for the underlying instrument.
TT FIX uses this value to identify contracts that do not have a
monthly delivery term.
Possible values:
- A: Same day
- B: Balance of month
- C: End of Month
- D: Day
- E: Weekly
- H: Hour
- L: Balance of week
- M: Month
- N: Next day
- P: Pack
- Q: Quarterly
- S: Seasonal
- T: Weekend
- V: Variable
- W: Week
- X: Custom
- Y: Year
| | 18212 | LegDeliveryTerm | CHAR | CRequired when both of the following are true:
- The Security Definition indicates it is required.
- The delivery term is not monthly.
| Term of delivery for the underlying instrument.
TT FIX uses this value to identify contracts that do not have a
monthly delivery term.
Possible values:
- A: Same day
- B: Balance of month
- C: End of Month
- D: Day
- E: Weekly
- H: Hour
- L: Balance of week
- M: Month
- N: Next day
- P: Pack
- Q: Quarterly
- S: Seasonal
- T: Weekend
- V: Variable
- W: Week
- X: Custom
- Y: Year
| | 18213 | LegDeliveryDate | LOCALMKTDATE | C | Date for contract delivery
| | 18213 | LegDeliveryDate | LOCALMKTDATE | C | Date for contract delivery
| | 1366 | LegAllocID | STRING | CSent when provided by the exchange.
|
Identifier assigned to a leg of a multi-leg trade for ASX clearing
purposes (clearing deal number).
| | 1366 | LegAllocID | STRING | CSent when provided by the exchange.
|
Identifier assigned to a leg of a multi-leg trade for ASX clearing
purposes (clearing deal number).
| | 16568 | LegAvgPx | PRICE | C | The average (mean) price for the legs of a spread.
This value will be populated on Summary Spread Fill Execution Reports.
| | 16568 | LegAvgPx | PRICE | C | The average (mean) price for the legs of a spread.
This value will be populated on Summary Spread Fill Execution Reports.
| | 16615 | LegTTRoutingAccount | STRING | N | TT Routing Account for the leg. Valid for routing synthetic spread orders only.
| | 16615 | LegTTRoutingAccount | STRING | N | TT Routing Account for the leg. Valid for routing synthetic spread orders only.
| | 604 | NoLegSecurityAltID | NUMINGROUP | CSent when there are one or more alternate leg security IDs
| Number of alternate leg security IDs contained in this repeating group
| | 605 | LegSecurityAltID | STRING | Y | Alternate ID for an instrument or security, typically for display purposes.
| | 606 | LegSecurityAltIDSource | STRING | Y | New tag for TT
Class or source of the LegSecurityAltID (605) value.
Possible values:- 1: CUSIP number (sent only when provided by the exchange)
- 4: ISIN number
- 5: RIC code
- 8: Exchange security ID
- 94: Alt Symbol (For ICE, the value is the “Cleared Alias” for the contract.)
- 95: Clearport
- 97: Alias
- 98: Name
- 99: Other
- 91: Exchange Ticker
- A: Bloomberg Code
- H: Clearing House
- S: OpenFIGI ID
| | 16616 | LegBloombergSecurityExchange | STRING | N | Name of the market where the instrument of the LegSecurityAltID (605) value trades.
|
| | 16120 | LegNoFills | NUMINGROUP | CSent for each leg when a multileg order is filled through multiple price levels in a single match transaction, i.e. “sweeping the market”. Can be sent when LegNoFills = 1 for some markets, such as Eurex/EEX.
| Number of partial leg fills included in an Execution Report
Note: Only sent if the FIX client is connected to a TT FIX 4.4 session.
| | 16121 | LegFillExecID | STRING | C | Unique identifier of leg execution as assigned by sell-side (broker, exchange, ECN). The ID must not overlap tag 17 (ExecID).
| | 16122 | LegFillPx | PRICE | C | Price of this leg fill
| | 16123 | LegFillQty | QTY | C | Quantity of this leg fill
| | 16124 | LegFillTradingVenueRegulatoryTradeID | STRING | CSent if available when tag 16120 > 0
| Trading Venue transaction identification code of this leg fill
| | 16125 | LegFillLastLiquidityIndicator | INT | N | Whether this leg fill was a result of a liquidity provider providing or a liquidity taker taking the liquidity in this LegFillsGrp repeating group.
Possible values:- 1: Added liquidity
- 2: Removed liquidity
|
|
|
|
| 48 | SecurityID | STRING | Y | ID of the instrument.
Note: The combination of this tag and tag 22 (IDSource) must uniquely identify an instrument in the TT platform.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 48 | SecurityID | STRING | Y | ID of the instrument.
Note: The combination of this tag and tag 22 (IDSource) must uniquely identify an instrument in the TT platform.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 22 | IDSource | STRING | Y | Source for the value of tag 48 (SecurityID).
Note: The following markets support RIC codes (22=5) for identifying futures, spreads and options
instruments in tag 48 (SecurityID):
- ASX
- DGCX
- CFE
- CME
- EEX
- EUREX
- Euronext
- Hkex
- ICE
- ICE_L
- LME
- MEFF
- MX
- OSE
- SGX
- TFX
- TOCOM
Note: The combination of this tag and tag 48 (SecurityID) must uniquely identify an instrument in the TT platform.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
Possible values:- 4: ISIN number
- 5: RIC code
- 8: Exchange symbol
- 91: Ticker symbol
- 96: TT security ID
- 97: Alias
- 98: Name
- A: Bloomberg Code
- H: Clearing House (Inbound Drop Copy only)
- S: OpenFIGI ID
- X: Series key
| | 22 | IDSource | STRING | N | Source for the value of tag 48 (SecurityID).
Note: The following markets support RIC codes (22=5) for identifying futures, spreads and options
instruments in tag 48 (SecurityID):
- ASX
- DGCX
- CFE
- CME
- EEX
- EUREX
- Euronext
- Hkex
- ICE
- ICE_L
- LME
- MEFF
- MX
- OSE
- SGX
- TFX
- TOCOM
Possible values:- 4: ISIN number
- 5: RIC code
- 8: Exchange symbol
- 91: Ticker symbol
- 96: TT security ID
- 97: Alias
- 98: Name
- A: Bloomberg Code
- H: Clearing House (Inbound Drop Copy only)
- S: OpenFIGI ID
- X: Series key
| | 207 | SecurityExchange | EXCHANGE | CRequired when Tag 100 (ExtDestination) is absent and when tag 22 (IDSource) is 8 (Exchange symbol), 97 (Alias) or 9 (Name).
| Name of the market where the instrument trades.
TT FIX uses this value to identify the exchange that offers the
security.
Possible values:- AGGREGATOR
- ALGO
- ASE
- ASX
- B3
- BitMEX
- BrokerTec
- Cboe
- CboeFX_SW_NY
- CBOT
- CFE
- CME
- Coinbase
- CoinFLEX
- CurveGlobal
- CZCE
- DCE
- DGCX
- EEX
- Eurex
- Euronext
- Fenics
- FEX
- HKEX
- ICE
- ICE_L
- IDEM
- INE
- KCG
- KRK
- LME
- LSE
- MEFF
- MEXDER
- MX
- NDAQ_EU
- NFI
- NFX
- OSE
- SGX
- TFEX
- TFX
- TOCOM
| | 207 | SecurityExchange | EXCHANGE | CRequired when Tag 100 (ExtDestination) is absent
| Name of the market where the instrument trades.
TT FIX uses this value to identify the exchange that offers the
security.
Possible values:- AGGREGATOR
- ALGO
- ASE
- ASX
- B3
- BitMEX
- BrokerTec
- Cboe
- CboeFX_SW_NY
- CBOT
- CFE
- CME
- Coinbase
- CoinFLEX
- CurveGlobal
- CZCE
- DCE
- DGCX
- EEX
- Eurex
- Euronext
- Fenics
- FEX
- HKEX
- ICE
- ICE_L
- IDEM
- INE
- KCG
- KRK
- LME
- LSE
- MEFF
- MEXDER
- MX
- NDAQ_EU
- NFI
- NFX
- OSE
- SGX
- TFEX
- TFX
- TOCOM
| | 207 | SecurityExchange | EXCHANGE | CRequired when Tag 100 (ExtDestination) is absent
| Name of the market where the instrument trades.
TT FIX uses this value to identify the exchange that offers the
security.
Possible values:- AGGREGATOR
- ALGO
- ASE
- ASX
- B3
- BitMEX
- BrokerTec
- Cboe
- CboeFX_SW_NY
- CBOT
- CFE
- CME
- Coinbase
- CoinFLEX
- CurveGlobal
- CZCE
- DCE
- DGCX
- EEX
- Eurex
- Euronext
- Fenics
- FEX
- HKEX
- ICE
- ICE_L
- IDEM
- INE
- KCG
- KRK
- LME
- LSE
- MEFF
- MEXDER
- MX
- NDAQ_EU
- NFI
- NFX
- OSE
- SGX
- TFEX
- TFX
- TOCOM
| | 207 | SecurityExchange | EXCHANGE | C | Name of the market where the instrument trades.
TT FIX uses this value to identify the exchange that offers the
security.
Possible values:- AGGREGATOR
- ALGO
- ASE
- ASX
- B3
- BitMEX
- BrokerTec
- Cboe
- CboeFX_SW_NY
- CBOT
- CFE
- CME
- Coinbase
- CoinFLEX
- CurveGlobal
- CZCE
- DCE
- DGCX
- EEX
- Eurex
- Euronext
- Fenics
- FEX
- HKEX
- ICE
- ICE_L
- IDEM
- INE
- KCG
- KRK
- LME
- LSE
- MEFF
- MEXDER
- MX
- NDAQ_EU
- NFI
- NFX
- OSE
- SGX
- TFEX
- TFX
- TOCOM
| | 100 | ExDestination | EXCHANGE | CRequired when Tag 207 (SecurityExchange) is absent and when tag 22 (IDSource) is 8 (Exchange symbol), 97 (Alias) or 9 (Name).
| Market Identifier Code (MIC) of the sub-market where the instrument trades.
Execution destination for the order as defined by the institution
Some traders use this tag in place of Tag 207 (SecurityExchange) to
identify the exchange.
ISO 10383 defines a comprehensive list of MIC codes.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 100 | ExDestination | EXCHANGE | CRequired when Tag 207 (SecurityExchange) is absent
| Market Identifier Code (MIC) of the sub-market where the instrument trades.
Execution destination for the order as defined by the institution
Some traders use this tag in place of Tag 207 (SecurityExchange) to
identify the exchange.
ISO 10383 defines a comprehensive list of MIC codes.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 100 | ExDestination | EXCHANGE | CRequired when Tag 207 (SecurityExchange) is absent
| Name of the sub-market where the instrument trades.
Execution destination for the order as defined by the institution
Some traders use this tag in place of Tag 207 (SecurityExchange) to
identify the exchange.
ISO 10383 defines a comprehensive list of MIC codes.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 100 | ExDestination | EXCHANGE | CSent when available for FIX 4.2 sessions
| Name of the sub-market where the instrument trades.
Market Identifier Code (MIC) of the sub-market where the instrument trades.
Execution destination for the order as defined by the institution
Some traders use this tag in place of Tag 207 (SecurityExchange) to
identify the exchange.
ISO 10383 defines a comprehensive list of MIC codes.
| | 30 | LastMkt | EXCHANGE | CSent when available for FIX 4.4 sessions
|
Market of execution for last fill, or an indication of the market
where an order was routed.
ISO 10383 defines a comprehensive list of MIC codes.
| | 461 | CFICode | STRING | N |
Type of security using ISO 10962 standard,
Classification of Financial Instruments (CFI code) values.
ISO 10962 is maintained by ANNA (Association of National Numbering
Agencies) acting as Registration Authority.
Note: For SPOT and CUR products, you must also
specify the corresponding tag 167 (SecurityType) value.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 461 | CFICode | STRING | N |
Type of security using ISO 10962 standard,
Classification of Financial Instruments (CFI code) values.
ISO 10962 is maintained by ANNA (Association of National Numbering
Agencies) acting as Registration Authority.
Note: For SPOT and CUR products, you must also
specify the corresponding tag 167 (SecurityType) value.
| | 167 | SecurityType | STRING | Y | Asset class of the instrument.
Possible values:- CS: common stock
- CUR: currency
- FOR: Spot FX
- FUT: future
- MLEG: multi-leg
- NDF: Non-Deliverable Forwards
- NONE: No security type (Not valid for 35=c, e or V)
- OPT: option
- SPOT: EEX spot products
- TBOND: treasury bond
- INDEX: index
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 167 | SecurityType | STRING | Y | Asset class of the instrument.
Possible values:- CS: common stock
- CUR: currency
- FOR: Spot FX
- FUT: future
- MLEG: multi-leg
- NDF: Non-Deliverable Forwards
- NONE: No security type (Not valid for 35=c, e or V)
- OPT: option
- SPOT: EEX spot products
- TBOND: treasury bond
- INDEX: index
| | 167 | SecurityType | STRING | C | Asset class of the instrument.
Possible values:- CS: common stock
- CUR: currency
- FOR: Spot FX
- FUT: future
- MLEG: multi-leg
- NDF: Non-Deliverable Forwards
- NONE: No security type (Not valid for 35=c, e or V)
- OPT: option
- SPOT: EEX spot products
- TBOND: treasury bond
- INDEX: index
| | 460 | Product | INT | N | Product type associated with the security.
Note: Sent only in
Security
Definition (d)
and
Execution
Report (8)
messages.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
Possible values:- 1: Agency
- 2: Commodity
- 3: Corporate
- 4: Currency
- 5: Equity
- 6: Government
- 7: Index
- 8: Loan
- 9: Money market
- 10: Mortgage
- 11: Municipal
- 12: Other
- 13: Financing
- 14: Energy
| | 460 | Product | INT | N | Product type associated with the security.
Note: Sent only in
Security
Definition (d)
and
Execution
Report (8)
messages.
Possible values:- 1: Agency
- 2: Commodity
- 3: Corporate
- 4: Currency
- 5: Equity
- 6: Government
- 7: Index
- 8: Loan
- 9: Money market
- 10: Mortgage
- 11: Municipal
- 12: Other
- 13: Financing
- 14: Energy
| | 107 | SecurityDesc | STRING | N | | | 107 | SecurityDesc | STRING | N | Can be used to provide an optional textual description for a financial instrument
| | 454 | NoSecurityAltID | NUMINGROUP | Y | Number of alternate security IDs in this repeating group
| | 455 | SecurityAltID | STRING | Y |
Alternate ID for an instrument or security, typically for display
purposes.
| | 456 | SecurityAltIDSource | STRING | Y | Identifies class or source of the SecurityAltID (455) value.
Notes:
99 (Other) is not valid for order routing requests.
At this time, TT does not support FIX order routing or FIX market data subscriptions using CUSIP numbers for BrokerTec Treasury securities on CME.
Possible values:- 1: CUSIP number (sent only when provided by the exchange)
- 4: ISIN number
- 5: RIC code
- 8: Exchange security ID
- 91: Ticker Symbol
- 92: TT product family ID (sent only for Security Definition (d) messages)
- 93: TT product ID (sent only for Security Definition (d) messages)
- 94: Alt Symbol (For ICE, the value is the “Cleared Alias” for the contract.)
- 95: Clearport
- 97: Alias
- 98: Name
- 99: Other (Set to instrument symbol if both product symbol and an instrument symbol are present in PDS and they are not the same.)
- 100: Energy Identifier Code (EIC). Currently only used for the EPEX and Nord Pool exchanges.
- A: Bloomberg Code
- H: Clearing House (Inbound Drop Copy only)
- S: OpenFIGI ID
| | 16207 | BloombergSecurityExchange | STRING | C | Name of the market where the instrument of the SecurityAltID (455) value trades.
| | 55 | Symbol | STRING | Y | Exchange-provided product symbol for the tradable product.
When specifying instruments for NewOrderMultileg (AB) and MultilegOrderCancelReplace (AC):
- When submitting multi-leg instrument, set tag 55 to “[NA]”.
- When tag 54 (Side) is B or C, the value in tag 55 is ignored; the values in tag 600 (LegSymbol) and tag 624 (LegSide) in the LegInstrument group are used instead.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 55 | Symbol | STRING | Y | Exchange-provided product symbol for the tradable product.
When specifying instruments for NewOrderMultileg (AB) and MultilegOrderCancelReplace (AC):
- When submitting multi-leg instrument, set tag 55 to “[NA]”.
- When tag 54 (Side) is B or C, the value in tag 55 is ignored; the values in tag 600 (LegSymbol) and tag 624 (LegSide) in the LegInstrument group are used instead.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 55 | Symbol | STRING | CNot used when Tag 167 (SecurityType)=MLEG.
| Exchange-provided product symbol for the tradable product.
When specifying instruments for NewOrderMultileg (AB) and MultilegOrderCancelReplace (AC):
- When submitting multi-leg instrument, set tag 55 to “[NA]”.
- When tag 54 (Side) is B or C, the value in tag 55 is ignored; the values in tag 600 (LegSymbol) and tag 624 (LegSide) in the LegInstrument group are used instead.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 55 | Symbol | STRING | C | Exchange-provided product symbol for the tradable product.
| | 200 | MaturityMonthYear | MONTHYEAR | CRequired when Tag 541 is not specified and Tag 167 (SecurityType) is not MLEG or SPOT
| Month and year the instrument reaches maturity in the format YYYYMM.
Note: If included, tag 541 (MaturityDate) will override this tag.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 200 | MaturityMonthYear | MONTHYEAR | CSent when Tag 167 (SecurityType) is not MLEG or SPOT
| Month and year the instrument reaches maturity in the format YYYYMM.
| | 541 | MaturityDate | LOCALMKTDATE | CRequired when Tag 200 is not specified and Tag 167 (SecurityType) is not MLEG or SPOT
| Maturity date in format YYYYMMDD.
Note: This tag value overrides tag 200 (MaturityMonthYear) and tag 205 (MaturityDay), if they are also specified.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 541 | MaturityDate | LOCALMKTDATE | CSent when Tag 167 (SecurityType) is not MLEG or SPOT
| Maturity date in format YYYYMMDD.
| | 205 | MaturityDay | DAYOFMONTH | CRequired when multiple contracts exist for the same month
| Day of expiration for the instrument.
TT FIX uses this value and tag 200 (MaturityMonthYear) to specify the maturity date when tag 167 (SecurityType) is not MLEG and tag 18211 (DeliveryTerm) is not Month.
Whenever possible, tag 200 will match the Month & Year shown in TT Market Explorer, not the tag 541/Maturity Date field. In those cases where the MonthYear does not match, the value in tag 205 will be the day from tag 541, not necessarily the day associated with tag 200 MonthYear.
Range: 1-31
Note: If included, tag 541 (MaturityDate) will override this tag.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 205 | MaturityDay | DAYOFMONTH | CSent when multiple contracts exist for the same month
| Day of expiration for the instrument.
| | 18223 | ContractYearMonth | STRING | N | Contract term in the form, YYYYMM
Condition: Sent when Tag 167 (SecurityType) is not MLEG
| | 18223 | ContractYearMonth | STRING | N | Contract term in the form, YYYYMM
Condition: Sent when Tag 167 (SecurityType) is not MLEG
| | 18211 | DeliveryTerm | CHAR | CRequired when both of the following are true:
- The Security Definition indicates it is required.
- The delivery term is not monthly.
| Term of delivery for the instrument.
TT FIX uses this value to identify contracts that do not have a monthly delivery term.
Note: When Tag 18211 DeliveryTerm equals any value except ‘M’, ‘Y’ or ‘Q’, then you must specify the delivery day/date in Tag 205 MaturityDay or Tag 541 MaturityDate.
Note: If you include this tag for instrument’s that do not require it, TT FIX rejects the request.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
Possible values:- A: Same day
- B: Balance of month
- C: End of Month
- D: Day
- E: Weekly
- H: Hour
- L: Balance of week
- M: Month
- N: Next day
- P: Pack
- Q: Quarterly
- S: Seasonal
- T: Weekend
- U: Bundle
- V: Variable
- W: Week
- X: Custom
- Y: Year
- Note: The following values are only available for EPEX and Nord Pool:
- a: Quarter hour
- b: Half hour
- c: One hour
- d: Two hour
- e: Four hour
- f: Eight hour
- g: One plus two
- h: Three plus four
- i: Baseload
- j: Peakload
- k: Overnight
- l: Extended peak
Note: If you include this tag for instrument’s that do not require it, TT FIX rejects the request.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 18211 | DeliveryTerm | CHAR | CSent when the delivery term is not monthly
| Term of delivery for the instrument.
TT FIX uses this value to identify contracts that do not have a monthly delivery term.
Note: When Tag 18211 DeliveryTerm equals any value except ‘M’, ‘Y’ or ‘Q’, then you must specify the delivery day/date in Tag 205 MaturityDay or Tag 541 MaturityDate.
Note: If you include this tag for instrument’s that do not require it, TT FIX rejects the request.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
Possible values:- A: Same day
- B: Balance of month
- C: End of Month
- D: Day
- E: Weekly
- H: Hour
- L: Balance of week
- M: Month
- N: Next day
- P: Pack
- Q: Quarterly
- S: Seasonal
- T: Weekend
- U: Bundle
- V: Variable
- W: Week
- X: Custom
- Y: Year
- Note: The following values are only available for EPEX and Nord Pool:
- a: Quarter hour
- b: Half hour
- c: One hour
- d: Two hour
- e: Four hour
- f: Eight hour
- g: One plus two
- h: Three plus four
- i: Baseload
- j: Peakload
- k: Overnight
- l: Extended peak
| | 743 | DeliveryDate | LOCALMKTDATE | N | Date for contract delivery
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 743 | DeliveryDate | LOCALMKTDATE | C | Date for contract delivery
| | 64 | SettlDate | LOCALMKTDATE | CSent when tag 167 (SecurityType) = FOR or NDF
| Settlement date
| | 9020 | FixingDate | LOCALMKTDATE | CSent when tag 167 (SecurityType) = NDF
| Fixing date
| | 9032 | ReportingParty | BOOLEAN | CSent when tag 167 (SecurityType) = NDF
| Indicates if the Execution Report recipient is the reporting party. Follows GFMA FX reporting rules.
| | 9012 | IsFirm | INT | CSent when tag 167 (SecurityType) = FOR or NDF
| Indicates the type of quote that was crossed.
| | 201 | PutOrCall | INT | CRequired when Tag 167 (SecurityType) is OPT
| Whether the option represents a put or call
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 201 | PutOrCall | INT | CSent when Tag 167 (SecurityType) is OPT
| Whether the option represents a put or call
| | 202 | StrikePrice | PRICE | CRequired when Tag 167 (SecurityType) is OPT
| Strike price for an option
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 202 | StrikePrice | PRICE | CSent when Tag 167 (SecurityType) is OPT
| Strike price for an option
| | 9787 | DisplayFactor | STRING | C |
Factor to use when multiplying prices sent from a FIX client and
dividing prices sent from TT FIX
| | 15 | Currency | CURRENCY | C | ISO-standard symbol for the instrument’s trading currency.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 15 | Currency | CURRENCY | C | ISO-standard symbol for the instrument’s trading currency.
| | 70 | AllocID | STRING | C |
Identifier assigned to a leg of a leg fill for ASX clearing purposes
(clearing deal number).
| | 206 | OptAttribute | CHAR | CRequired when both of the following are true:
- Tag 167 (SecurityType) is OPT.
- A version for the underlying instrument exists.
| Additional information about the option contract.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 454 | NoSecurityAltID | NUMINGROUP | CSent when there are one or more alternate security IDs
| Number of alternate security IDs in this repeating group
| | 455 | SecurityAltID | STRING | Y |
Alternate ID for an instrument or security, typically for display
purposes.
| | 456 | SecurityAltIDSource | STRING | CSent when tag 455 (SecurityAltId) is sent
| Identifies class or source of the SecurityAltID (455) value.
Notes:
99 (Other) is not valid for order routing requests.
At this time, TT does not support FIX order routing or FIX market data subscriptions using CUSIP numbers for BrokerTec Treasury securities on CME.
Note: The following markets support RIC codes (22=5) for identifying futures, spreads and options instruments in tag 455 (SecurityAltID):
- ASX
- DGCX
- CFE
- CME
- EEX
- EUREX
- Euronext
- Hkex
- ICE
- ICE_L
- LME
- MEFF
- MX
- OSE
- SGX
- TFX
- TOCOM
Possible values:- 1: CUSIP number (sent only when provided by the exchange)
- 4: ISIN number
- 5: RIC code
- 8: Exchange security ID
- 91: Ticker Symbol
- 92: TT product family ID (sent only for Security Definition (d) messages)
- 93: TT product ID (sent only for Security Definition (d) messages)
- 94: Alt Symbol (For ICE, the value is the “Cleared Alias” for the contract.)
- 95: Clearport
- 97: Alias
- 98: Name
- 99: Other (Set to instrument symbol if both product symbol and an instrument symbol are present in PDS and they are not the same.)
- 100: Energy Identifier Code (EIC). Currently only used for the EPEX and Nord Pool exchanges.
- A: Bloomberg Code
- H: Clearing House (Inbound Drop Copy only)
- S: OpenFIGI ID
| | 16207 | BloombergSecurityExchange | STRING | C | Name of the market where the instrument of the SecurityAltID (455) value trades.
|
| | 762 | SecuritySubType | STRING | N | Sub-type qualification or identification of the SecurityType
For example, an instrument with SecurityType(167)=”MLEG” might use this tag to specify the name of the option or futures strategy, such as “Calendar”, “Vertical”, or “Butterfly”.
For synthetic staged orders, i.e., HandlInst (21)=3 and SecurityType(167)=”Synthetic”, the TT FIX engine checks whether the instrument already exists and automatically creates the synthetic spread if the instrument does not exist.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 762 | SecuritySubType | STRING | N | Sub-type qualification or identification of the SecurityType
For example, an instrument with SecurityType(167)=”MLEG” might use this tag to specify the name of the option or futures strategy, such as “Calendar”, “Vertical”, or “Butterfly”.
| | 1194 | ExerciseStyle | INT | N | Type of exercise for a derivatives security.
Conditional: This value only sent if supported by the exchange.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available
| | 1194 | ExerciseStyle | INT | N | Type of exercise for a derivatives security.
Conditional: This value only sent if supported by the exchange.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available
| | 1194 | ExerciseStyle | INT | N | Type of exercise for a derivatives security.
Conditional: This value only sent if supported by the exchange.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available
| | 1194 | ExerciseStyle | INT | N | Type of exercise for a derivatives security.
Conditional: This value only sent if supported by the exchange.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available
| | 555 | NoLegs | STRING | Y | Number of legs in the repeating group
Can be zero (e.g. standardized multileg instrument such as an Option
strategy). The value must be provided even if zero.
| | 555 | NoLegs | STRING | Y | Number of legs in the repeating group
Can be zero (e.g. standardized multileg instrument such as an Option
strategy). The value must be provided even if zero.
| | 616 | LegSecurityExchange | EXCHANGE | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 18100 (LegExtDestination) and Tag 602 (LegSecurityId) are absent.
| Multi-leg instrument’s individual security’s SecurityExchange.
Possible values:- AGGREGATOR
- ALGO
- ASE
- ASX
- B3
- BitMEX
- BrokerTec
- CBOE
- CboeFX_SW_NY
- CBOT
- CFE
- CME
- Coinbase
- CoinFLEX
- CurveGlobal
- CZCE
- DCE
- DGCX
- EEX
- Eurex
- Euronext
- Fenics
- FEX
- HKEX
- ICE
- ICE_L
- IDEM
- INE
- KCG
- KRK
- LME
- LSE
- MEFF
- MEXDER
- MX
- NDAQ_EU
- NFI
- NFX
- OSE
- SGX
- TFEX
- TFX
- TOCOM
| | 616 | LegSecurityExchange | EXCHANGE | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 18100 (LegExtDestination) and Tag 602 (LegSecurityId) are absent.
| Multi-leg instrument’s individual security’s SecurityExchange.
Possible values:- AGGREGATOR
- ALGO
- ASE
- ASX
- B3
- BitMEX
- BrokerTec
- CBOE
- CboeFX_SW_NY
- CBOT
- CFE
- CME
- Coinbase
- CoinFLEX
- CurveGlobal
- CZCE
- DCE
- DGCX
- EEX
- Eurex
- Euronext
- Fenics
- FEX
- HKEX
- ICE
- ICE_L
- IDEM
- INE
- KCG
- KRK
- LME
- LSE
- MEFF
- MEXDER
- MX
- NDAQ_EU
- NFI
- NFX
- OSE
- SGX
- TFEX
- TFX
- TOCOM
| | 18100 | LegExDestination | EXCHANGE | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 616 (LegSecurityExchange) and Tag 602 (LegSecurityId) are absent.
|
Execution destination for the leg order as defined by the institution
Some traders use this tag in place of Tag 207 (SecurityExchange) to
identify the exchange.
ISO 10383 defines a comprehensive list of MIC codes.
| | 18100 | LegExDestination | EXCHANGE | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 616 (LegSecurityExchange) and Tag 602 (LegSecurityId) are absent.
|
Execution destination for the leg order as defined by the institution
Some traders use this tag in place of Tag 207 (SecurityExchange) to
identify the exchange.
ISO 10383 defines a comprehensive list of MIC codes.
| | 602 | LegSecurityID | STRING | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 18100 (LegExtDestination) and Tag 616 (LegSecurityExchange) are absent.
| TT security ID that uniquely identifies the instrument in the TT platform.
Note: The combination of this tag and tag 603
(LegSecurityIDSource) must uniquely identify an instrument in the TT platform.
| | 602 | LegSecurityID | STRING | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 18100 (LegExtDestination) and Tag 616 (LegSecurityExchange) are absent.
| TT security ID that uniquely identifies the instrument in the TT platform.
Note: The combination of this tag and tag 603
(LegSecurityIDSource) must uniquely identify an instrument in the TT platform.
| | 603 | LegIDSource | STRING | CRequired when Tag 18100 (LegExtDestination) and Tag 616 (LegSecurityExchange) are absent.
| Multileg instrument’s individual security’s SecurityIDSource.
Note: The combination of this tag and tag 602
(LegSecurityId) must uniquely identify an instrument in the TT
platform.
| | 603 | LegIDSource | STRING | CRequired when Tag 18100 (LegExtDestination) and Tag 616 (LegSecurityExchange) are absent.
| Multileg instrument’s individual security’s SecurityIDSource.
Note: The combination of this tag and tag 602
(LegSecurityId) must uniquely identify an instrument in the TT
platform.
| | 600 | LegSymbol | STRING | N | Multi-leg instrument’s individual security’s Symbol.
Condition: Required when Tag 167 (SecurityType)=MLEG.
See Symbol (55) field for description.
Note: Users can map the value of Tag 600 to a different symbology using the Symbol Mapping feature in User Setup. Refer to the Fix Rules and Symbol Mappings section in the User Setup Help for more information.
| | 600 | LegSymbol | STRING | N | Multi-leg instrument’s individual security’s Symbol.
Condition: Required when Tag 167 (SecurityType)=MLEG.
See Symbol (55) field for description.
Note: Users can map the value of Tag 600 to a different symbology using the Symbol Mapping feature in User Setup. Refer to the Fix Rules and Symbol Mappings section in the User Setup Help for more information.
| | 608 | LegCFICode | STRING | N | Multileg instrument’s individual security’s CFICode (tag 461).
See CFICode (461) field for description
| | 608 | LegCFICode | STRING | N | Multileg instrument’s individual security’s CFICode (tag 461).
See CFICode (461) field for description
| | 620 | LegSecurityDesc | STRING | N | Leg security description.
| | 620 | LegSecurityDesc | STRING | N | Leg security description.
| | 607 | LegProduct | INT | N | Multileg instrument’s individual security’s product.
Possible values:- 1: Agency
- 2: Commodity
- 3: Corporate
- 4: Currency
- 5: Equity
- 6: Government
- 7: Index
- 8: Loan
- 9: Money market
- 10: Mortgage
- 11: Municipal
- 12: Other
- 13: Financing
- 14: Energy
| | 607 | LegProduct | INT | N | Multileg instrument’s individual security’s product.
Possible values:- 1: Agency
- 2: Commodity
- 3: Corporate
- 4: Currency
- 5: Equity
- 6: Government
- 7: Index
- 8: Loan
- 9: Money market
- 10: Mortgage
- 11: Municipal
- 12: Other
- 13: Financing
- 14: Energy
| | 609 | LegSecurityType | STRING | N | Multi-leg instrument’s individual security’s SecurityType.
Possible values:- FUT: Future
- MLEG: Multi-leg
- OPT: Option
- SPOT: EEX spot products
- TBOND: Treasury bond
- CS: Common stock
- NONE: No security type (Not valid for 35=c, e or V)
| | 609 | LegSecurityType | STRING | N | Multi-leg instrument’s individual security’s SecurityType.
Possible values:- FUT: Future
- MLEG: Multi-leg
- OPT: Option
- SPOT: EEX spot products
- TBOND: Treasury bond
- CS: Common stock
- NONE: No security type (Not valid for 35=c, e or V)
| | 764 | LegSecuritySubType | STRING | N | SecuritySubType of the leg instrument.
See SecuritySubType (762) field for description
| | 764 | LegSecuritySubType | STRING | N | SecuritySubType of the leg instrument.
See SecuritySubType (762) field for description
| | 610 | LegMaturityMonthYear | MONTHYEAR | N | Multi-leg instrument’s individual security’s MaturityMonthYear
| | 610 | LegMaturityMonthYear | MONTHYEAR | N | Multi-leg instrument’s individual security’s MaturityMonthYear
| | 611 | LegMaturityDate | LOCALMKTDATE | N | Multi-leg instrument’s individual security’s MaturityDate.
| | 611 | LegMaturityDate | LOCALMKTDATE | N | Multi-leg instrument’s individual security’s MaturityDate.
| | 18314 | LegMaturityDay | DAYOFMONTH | N | Multi-leg instrument’s individual security’s MaturityDay.
| | 18314 | LegMaturityDay | DAYOFMONTH | N | Multi-leg instrument’s individual security’s MaturityDay.
| | 612 | LegStrikePrice | PRICE | N | Multi-leg instrument’s individual security’s StrikePrice.
| | 612 | LegStrikePrice | PRICE | N | Multi-leg instrument’s individual security’s StrikePrice.
| | 1358 | LegPutOrCall | INT | CRequired when Tag 609 (LegSecurityType) is OPT
| Whether the option represents a put or call
| | 1358 | LegPutOrCall | INT | CRequired when Tag 609 (LegSecurityType) is OPT
| Whether the option represents a put or call
| | 624 | LegSide | CHAR | N | The side of this individual leg (multi-leg security).
Possible values:- 1: Buy
- 2: Sell
- 3: Buy minus
- 4: Sell plus
- 5: Sell short
- 6: Sell short exempt
- 7: Undisclosed
- 8: Cross
- 9: Cross short
| | 624 | LegSide | CHAR | N | The side of this individual leg (multi-leg security).
Possible values:- 1: Buy
- 2: Sell
- 3: Buy minus
- 4: Sell plus
- 5: Sell short
- 6: Sell short exempt
- 7: Undisclosed
- 8: Cross
- 9: Cross short
| | 623 | LegRatioQty | FLOAT | N |
Ratio of quantity for this individual leg relative to the entire
multi-leg security
The value represents one of the following:
-
For a leg of a covered strategy (such as a volatility trade) on CME
or NYSE_Liffe markets, the value represents the delta (expressed as
an integer between 1 and 100).
-
In all other cases, the value represents the quantity of this leg in
the strategy.
| | 623 | LegRatioQty | FLOAT | N |
Ratio of quantity for this individual leg relative to the entire
multi-leg security
The value represents one of the following:
-
For a leg of a covered strategy (such as a volatility trade) on CME
or NYSE_Liffe markets, the value represents the delta (expressed as
an integer between 1 and 100).
-
In all other cases, the value represents the quantity of this leg in
the strategy.
| | 1420 | LegExerciseStyle | INT | N | Type of exercise for a derivatives security.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available.
| | 1420 | LegExerciseStyle | INT | N | Type of exercise for a derivatives security.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available.
| | 1420 | LegExerciseStyle | INT | N | Type of exercise for a derivatives security.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available.
| | 1420 | LegExerciseStyle | INT | N | Type of exercise for a derivatives security.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available.
| | 556 | LegCurrency | CURRENCY | N | Currency associated with a particular leg’s price
| | 556 | LegCurrency | CURRENCY | N | Currency associated with a particular leg’s price
| | 561 | RoundLot | QTY | N | The trading lot size of a security.
| | 561 | RoundLot | QTY | N | The trading lot size of a security.
| | 566 | LegPrice | PRICE | N | Price of the leg for a multi-leg instrument
| | 566 | LegPrice | PRICE | N | Price of the leg for a multi-leg instrument
| | 687 | LegQty | QTY | N | Quantity of this leg.
| | 687 | LegQty | QTY | N | Quantity of this leg.
| | 654 | LegRefID | STRING | N | Unique indicator for a specific leg.
Note: Sent only for FIX 4.4 sessions when the tag is
included the corresponding
New Order
Multileg (AB)
request. FIX 4.4 Drop Copy sessions will not send this tag for orders
placed from the TT Trade application.
| | 654 | LegRefID | STRING | N | Unique indicator for a specific leg.
Note: Sent only for FIX 4.4 sessions when the tag is
included the corresponding
New Order
Multileg (AB)
request. FIX 4.4 Drop Copy sessions will not send this tag for orders
placed from the TT Trade application.
| | 637 | LegLastPx | PRICE | N | Execution price assigned to a leg of a multileg instrument.
| | 637 | LegLastPx | PRICE | N | Execution price assigned to a leg of a multileg instrument.
| | 18224 | LegContractYearMonth | STRING | N | Contract term of the underlying instrument in the form, YYYYMMM
| | 18224 | LegContractYearMonth | STRING | N | Contract term of the underlying instrument in the form, YYYYMMM
| | 18212 | LegDeliveryTerm | CHAR | CRequired when both of the following are true:
- The Security Definition indicates it is required.
- The delivery term is not monthly.
| Term of delivery for the underlying instrument.
TT FIX uses this value to identify contracts that do not have a
monthly delivery term.
Possible values:
- A: Same day
- B: Balance of month
- C: End of Month
- D: Day
- E: Weekly
- H: Hour
- L: Balance of week
- M: Month
- N: Next day
- P: Pack
- Q: Quarterly
- S: Seasonal
- T: Weekend
- V: Variable
- W: Week
- X: Custom
- Y: Year
| | 18212 | LegDeliveryTerm | CHAR | CRequired when both of the following are true:
- The Security Definition indicates it is required.
- The delivery term is not monthly.
| Term of delivery for the underlying instrument.
TT FIX uses this value to identify contracts that do not have a
monthly delivery term.
Possible values:
- A: Same day
- B: Balance of month
- C: End of Month
- D: Day
- E: Weekly
- H: Hour
- L: Balance of week
- M: Month
- N: Next day
- P: Pack
- Q: Quarterly
- S: Seasonal
- T: Weekend
- V: Variable
- W: Week
- X: Custom
- Y: Year
| | 18213 | LegDeliveryDate | LOCALMKTDATE | C | Date for contract delivery
| | 18213 | LegDeliveryDate | LOCALMKTDATE | C | Date for contract delivery
| | 1366 | LegAllocID | STRING | CSent when provided by the exchange.
|
Identifier assigned to a leg of a multi-leg trade for ASX clearing
purposes (clearing deal number).
| | 1366 | LegAllocID | STRING | CSent when provided by the exchange.
|
Identifier assigned to a leg of a multi-leg trade for ASX clearing
purposes (clearing deal number).
| | 16568 | LegAvgPx | PRICE | C | The average (mean) price for the legs of a spread.
This value will be populated on Summary Spread Fill Execution Reports.
| | 16568 | LegAvgPx | PRICE | C | The average (mean) price for the legs of a spread.
This value will be populated on Summary Spread Fill Execution Reports.
| | 16615 | LegTTRoutingAccount | STRING | N | TT Routing Account for the leg. Valid for routing synthetic spread orders only.
| | 16615 | LegTTRoutingAccount | STRING | N | TT Routing Account for the leg. Valid for routing synthetic spread orders only.
| | 604 | NoLegSecurityAltID | NUMINGROUP | CSent when there are one or more alternate leg security IDs
| Number of alternate leg security IDs contained in this repeating group
| | 605 | LegSecurityAltID | STRING | Y | Alternate ID for an instrument or security, typically for display purposes.
| | 606 | LegSecurityAltIDSource | STRING | Y | New tag for TT
Class or source of the LegSecurityAltID (605) value.
Possible values:- 1: CUSIP number (sent only when provided by the exchange)
- 4: ISIN number
- 5: RIC code
- 8: Exchange security ID
- 94: Alt Symbol (For ICE, the value is the “Cleared Alias” for the contract.)
- 95: Clearport
- 97: Alias
- 98: Name
- 99: Other
- 91: Exchange Ticker
- A: Bloomberg Code
- H: Clearing House
- S: OpenFIGI ID
| | 16616 | LegBloombergSecurityExchange | STRING | N | Name of the market where the instrument of the LegSecurityAltID (605) value trades.
|
| | 16120 | LegNoFills | NUMINGROUP | CSent for each leg when a multileg order is filled through multiple price levels in a single match transaction, i.e. “sweeping the market”. Can be sent when LegNoFills = 1 for some markets, such as Eurex/EEX.
| Number of partial leg fills included in an Execution Report
Note: Only sent if the FIX client is connected to a TT FIX 4.4 session.
| | 16121 | LegFillExecID | STRING | C | Unique identifier of leg execution as assigned by sell-side (broker, exchange, ECN). The ID must not overlap tag 17 (ExecID).
| | 16122 | LegFillPx | PRICE | C | Price of this leg fill
| | 16123 | LegFillQty | QTY | C | Quantity of this leg fill
| | 16124 | LegFillTradingVenueRegulatoryTradeID | STRING | CSent if available when tag 16120 > 0
| Trading Venue transaction identification code of this leg fill
| | 16125 | LegFillLastLiquidityIndicator | INT | N | Whether this leg fill was a result of a liquidity provider providing or a liquidity taker taking the liquidity in this LegFillsGrp repeating group.
Possible values:- 1: Added liquidity
- 2: Removed liquidity
|
|
| | 555 | NoLegs | STRING | Y | Number of legs in the repeating group
Can be zero (e.g. standardized multileg instrument such as an Option
strategy). The value must be provided even if zero.
| | 555 | NoLegs | STRING | Y | Number of legs in the repeating group
Can be zero (e.g. standardized multileg instrument such as an Option
strategy). The value must be provided even if zero.
| | 616 | LegSecurityExchange | EXCHANGE | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 18100 (LegExtDestination) and Tag 602 (LegSecurityId) are absent.
| Multi-leg instrument’s individual security’s SecurityExchange.
Possible values:- AGGREGATOR
- ALGO
- ASE
- ASX
- B3
- BitMEX
- BrokerTec
- CBOE
- CboeFX_SW_NY
- CBOT
- CFE
- CME
- Coinbase
- CoinFLEX
- CurveGlobal
- CZCE
- DCE
- DGCX
- EEX
- Eurex
- Euronext
- Fenics
- FEX
- HKEX
- ICE
- ICE_L
- IDEM
- INE
- KCG
- KRK
- LME
- LSE
- MEFF
- MEXDER
- MX
- NDAQ_EU
- NFI
- NFX
- OSE
- SGX
- TFEX
- TFX
- TOCOM
| | 616 | LegSecurityExchange | EXCHANGE | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 18100 (LegExtDestination) and Tag 602 (LegSecurityId) are absent.
| Multi-leg instrument’s individual security’s SecurityExchange.
Possible values:- AGGREGATOR
- ALGO
- ASE
- ASX
- B3
- BitMEX
- BrokerTec
- CBOE
- CboeFX_SW_NY
- CBOT
- CFE
- CME
- Coinbase
- CoinFLEX
- CurveGlobal
- CZCE
- DCE
- DGCX
- EEX
- Eurex
- Euronext
- Fenics
- FEX
- HKEX
- ICE
- ICE_L
- IDEM
- INE
- KCG
- KRK
- LME
- LSE
- MEFF
- MEXDER
- MX
- NDAQ_EU
- NFI
- NFX
- OSE
- SGX
- TFEX
- TFX
- TOCOM
| | 18100 | LegExDestination | EXCHANGE | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 616 (LegSecurityExchange) and Tag 602 (LegSecurityId) are absent.
|
Execution destination for the leg order as defined by the institution
Some traders use this tag in place of Tag 207 (SecurityExchange) to
identify the exchange.
ISO 10383 defines a comprehensive list of MIC codes.
| | 18100 | LegExDestination | EXCHANGE | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 616 (LegSecurityExchange) and Tag 602 (LegSecurityId) are absent.
|
Execution destination for the leg order as defined by the institution
Some traders use this tag in place of Tag 207 (SecurityExchange) to
identify the exchange.
ISO 10383 defines a comprehensive list of MIC codes.
| | 602 | LegSecurityID | STRING | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 18100 (LegExtDestination) and Tag 616 (LegSecurityExchange) are absent.
| TT security ID that uniquely identifies the instrument in the TT platform.
Note: The combination of this tag and tag 603
(LegSecurityIDSource) must uniquely identify an instrument in the TT platform.
| | 602 | LegSecurityID | STRING | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 18100 (LegExtDestination) and Tag 616 (LegSecurityExchange) are absent.
| TT security ID that uniquely identifies the instrument in the TT platform.
Note: The combination of this tag and tag 603
(LegSecurityIDSource) must uniquely identify an instrument in the TT platform.
| | 603 | LegIDSource | STRING | CRequired when Tag 18100 (LegExtDestination) and Tag 616 (LegSecurityExchange) are absent.
| Multileg instrument’s individual security’s SecurityIDSource.
Note: The combination of this tag and tag 602
(LegSecurityId) must uniquely identify an instrument in the TT
platform.
| | 603 | LegIDSource | STRING | CRequired when Tag 18100 (LegExtDestination) and Tag 616 (LegSecurityExchange) are absent.
| Multileg instrument’s individual security’s SecurityIDSource.
Note: The combination of this tag and tag 602
(LegSecurityId) must uniquely identify an instrument in the TT
platform.
| | 600 | LegSymbol | STRING | N | Multi-leg instrument’s individual security’s Symbol.
Condition: Required when Tag 167 (SecurityType)=MLEG.
See Symbol (55) field for description.
Note: Users can map the value of Tag 600 to a different symbology using the Symbol Mapping feature in User Setup. Refer to the Fix Rules and Symbol Mappings section in the User Setup Help for more information.
| | 600 | LegSymbol | STRING | N | Multi-leg instrument’s individual security’s Symbol.
Condition: Required when Tag 167 (SecurityType)=MLEG.
See Symbol (55) field for description.
Note: Users can map the value of Tag 600 to a different symbology using the Symbol Mapping feature in User Setup. Refer to the Fix Rules and Symbol Mappings section in the User Setup Help for more information.
| | 608 | LegCFICode | STRING | N | Multileg instrument’s individual security’s CFICode (tag 461).
See CFICode (461) field for description
| | 608 | LegCFICode | STRING | N | Multileg instrument’s individual security’s CFICode (tag 461).
See CFICode (461) field for description
| | 620 | LegSecurityDesc | STRING | N | Leg security description.
| | 620 | LegSecurityDesc | STRING | N | Leg security description.
| | 607 | LegProduct | INT | N | Multileg instrument’s individual security’s product.
Possible values:- 1: Agency
- 2: Commodity
- 3: Corporate
- 4: Currency
- 5: Equity
- 6: Government
- 7: Index
- 8: Loan
- 9: Money market
- 10: Mortgage
- 11: Municipal
- 12: Other
- 13: Financing
- 14: Energy
| | 607 | LegProduct | INT | N | Multileg instrument’s individual security’s product.
Possible values:- 1: Agency
- 2: Commodity
- 3: Corporate
- 4: Currency
- 5: Equity
- 6: Government
- 7: Index
- 8: Loan
- 9: Money market
- 10: Mortgage
- 11: Municipal
- 12: Other
- 13: Financing
- 14: Energy
| | 609 | LegSecurityType | STRING | N | Multi-leg instrument’s individual security’s SecurityType.
Possible values:- FUT: Future
- MLEG: Multi-leg
- OPT: Option
- SPOT: EEX spot products
- TBOND: Treasury bond
- CS: Common stock
- NONE: No security type (Not valid for 35=c, e or V)
| | 609 | LegSecurityType | STRING | N | Multi-leg instrument’s individual security’s SecurityType.
Possible values:- FUT: Future
- MLEG: Multi-leg
- OPT: Option
- SPOT: EEX spot products
- TBOND: Treasury bond
- CS: Common stock
- NONE: No security type (Not valid for 35=c, e or V)
| | 764 | LegSecuritySubType | STRING | N | SecuritySubType of the leg instrument.
See SecuritySubType (762) field for description
| | 764 | LegSecuritySubType | STRING | N | SecuritySubType of the leg instrument.
See SecuritySubType (762) field for description
| | 610 | LegMaturityMonthYear | MONTHYEAR | N | Multi-leg instrument’s individual security’s MaturityMonthYear
| | 610 | LegMaturityMonthYear | MONTHYEAR | N | Multi-leg instrument’s individual security’s MaturityMonthYear
| | 611 | LegMaturityDate | LOCALMKTDATE | N | Multi-leg instrument’s individual security’s MaturityDate.
| | 611 | LegMaturityDate | LOCALMKTDATE | N | Multi-leg instrument’s individual security’s MaturityDate.
| | 18314 | LegMaturityDay | DAYOFMONTH | N | Multi-leg instrument’s individual security’s MaturityDay.
| | 18314 | LegMaturityDay | DAYOFMONTH | N | Multi-leg instrument’s individual security’s MaturityDay.
| | 612 | LegStrikePrice | PRICE | N | Multi-leg instrument’s individual security’s StrikePrice.
| | 612 | LegStrikePrice | PRICE | N | Multi-leg instrument’s individual security’s StrikePrice.
| | 1358 | LegPutOrCall | INT | CRequired when Tag 609 (LegSecurityType) is OPT
| Whether the option represents a put or call
| | 1358 | LegPutOrCall | INT | CRequired when Tag 609 (LegSecurityType) is OPT
| Whether the option represents a put or call
| | 624 | LegSide | CHAR | N | The side of this individual leg (multi-leg security).
Possible values:- 1: Buy
- 2: Sell
- 3: Buy minus
- 4: Sell plus
- 5: Sell short
- 6: Sell short exempt
- 7: Undisclosed
- 8: Cross
- 9: Cross short
| | 624 | LegSide | CHAR | N | The side of this individual leg (multi-leg security).
Possible values:- 1: Buy
- 2: Sell
- 3: Buy minus
- 4: Sell plus
- 5: Sell short
- 6: Sell short exempt
- 7: Undisclosed
- 8: Cross
- 9: Cross short
| | 623 | LegRatioQty | FLOAT | N |
Ratio of quantity for this individual leg relative to the entire
multi-leg security
The value represents one of the following:
-
For a leg of a covered strategy (such as a volatility trade) on CME
or NYSE_Liffe markets, the value represents the delta (expressed as
an integer between 1 and 100).
-
In all other cases, the value represents the quantity of this leg in
the strategy.
| | 623 | LegRatioQty | FLOAT | N |
Ratio of quantity for this individual leg relative to the entire
multi-leg security
The value represents one of the following:
-
For a leg of a covered strategy (such as a volatility trade) on CME
or NYSE_Liffe markets, the value represents the delta (expressed as
an integer between 1 and 100).
-
In all other cases, the value represents the quantity of this leg in
the strategy.
| | 1420 | LegExerciseStyle | INT | N | Type of exercise for a derivatives security.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available.
| | 1420 | LegExerciseStyle | INT | N | Type of exercise for a derivatives security.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available.
| | 1420 | LegExerciseStyle | INT | N | Type of exercise for a derivatives security.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available.
| | 1420 | LegExerciseStyle | INT | N | Type of exercise for a derivatives security.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available.
| | 556 | LegCurrency | CURRENCY | N | Currency associated with a particular leg’s price
| | 556 | LegCurrency | CURRENCY | N | Currency associated with a particular leg’s price
| | 561 | RoundLot | QTY | N | The trading lot size of a security.
| | 561 | RoundLot | QTY | N | The trading lot size of a security.
| | 566 | LegPrice | PRICE | N | Price of the leg for a multi-leg instrument
| | 566 | LegPrice | PRICE | N | Price of the leg for a multi-leg instrument
| | 687 | LegQty | QTY | N | Quantity of this leg.
| | 687 | LegQty | QTY | N | Quantity of this leg.
| | 654 | LegRefID | STRING | N | Unique indicator for a specific leg.
Note: Sent only for FIX 4.4 sessions when the tag is
included the corresponding
New Order
Multileg (AB)
request. FIX 4.4 Drop Copy sessions will not send this tag for orders
placed from the TT Trade application.
| | 654 | LegRefID | STRING | N | Unique indicator for a specific leg.
Note: Sent only for FIX 4.4 sessions when the tag is
included the corresponding
New Order
Multileg (AB)
request. FIX 4.4 Drop Copy sessions will not send this tag for orders
placed from the TT Trade application.
| | 637 | LegLastPx | PRICE | N | Execution price assigned to a leg of a multileg instrument.
| | 637 | LegLastPx | PRICE | N | Execution price assigned to a leg of a multileg instrument.
| | 18224 | LegContractYearMonth | STRING | N | Contract term of the underlying instrument in the form, YYYYMMM
| | 18224 | LegContractYearMonth | STRING | N | Contract term of the underlying instrument in the form, YYYYMMM
| | 18212 | LegDeliveryTerm | CHAR | CRequired when both of the following are true:
- The Security Definition indicates it is required.
- The delivery term is not monthly.
| Term of delivery for the underlying instrument.
TT FIX uses this value to identify contracts that do not have a
monthly delivery term.
Possible values:
- A: Same day
- B: Balance of month
- C: End of Month
- D: Day
- E: Weekly
- H: Hour
- L: Balance of week
- M: Month
- N: Next day
- P: Pack
- Q: Quarterly
- S: Seasonal
- T: Weekend
- V: Variable
- W: Week
- X: Custom
- Y: Year
| | 18212 | LegDeliveryTerm | CHAR | CRequired when both of the following are true:
- The Security Definition indicates it is required.
- The delivery term is not monthly.
| Term of delivery for the underlying instrument.
TT FIX uses this value to identify contracts that do not have a
monthly delivery term.
Possible values:
- A: Same day
- B: Balance of month
- C: End of Month
- D: Day
- E: Weekly
- H: Hour
- L: Balance of week
- M: Month
- N: Next day
- P: Pack
- Q: Quarterly
- S: Seasonal
- T: Weekend
- V: Variable
- W: Week
- X: Custom
- Y: Year
| | 18213 | LegDeliveryDate | LOCALMKTDATE | C | Date for contract delivery
| | 18213 | LegDeliveryDate | LOCALMKTDATE | C | Date for contract delivery
| | 1366 | LegAllocID | STRING | CSent when provided by the exchange.
|
Identifier assigned to a leg of a multi-leg trade for ASX clearing
purposes (clearing deal number).
| | 1366 | LegAllocID | STRING | CSent when provided by the exchange.
|
Identifier assigned to a leg of a multi-leg trade for ASX clearing
purposes (clearing deal number).
| | 16568 | LegAvgPx | PRICE | C | The average (mean) price for the legs of a spread.
This value will be populated on Summary Spread Fill Execution Reports.
| | 16568 | LegAvgPx | PRICE | C | The average (mean) price for the legs of a spread.
This value will be populated on Summary Spread Fill Execution Reports.
| | 16615 | LegTTRoutingAccount | STRING | N | TT Routing Account for the leg. Valid for routing synthetic spread orders only.
| | 16615 | LegTTRoutingAccount | STRING | N | TT Routing Account for the leg. Valid for routing synthetic spread orders only.
| | 604 | NoLegSecurityAltID | NUMINGROUP | CSent when there are one or more alternate leg security IDs
| Number of alternate leg security IDs contained in this repeating group
| | 605 | LegSecurityAltID | STRING | Y | Alternate ID for an instrument or security, typically for display purposes.
| | 606 | LegSecurityAltIDSource | STRING | Y | New tag for TT
Class or source of the LegSecurityAltID (605) value.
Possible values:- 1: CUSIP number (sent only when provided by the exchange)
- 4: ISIN number
- 5: RIC code
- 8: Exchange security ID
- 94: Alt Symbol (For ICE, the value is the “Cleared Alias” for the contract.)
- 95: Clearport
- 97: Alias
- 98: Name
- 99: Other
- 91: Exchange Ticker
- A: Bloomberg Code
- H: Clearing House
- S: OpenFIGI ID
| | 16616 | LegBloombergSecurityExchange | STRING | N | Name of the market where the instrument of the LegSecurityAltID (605) value trades.
|
| | 16120 | LegNoFills | NUMINGROUP | CSent for each leg when a multileg order is filled through multiple price levels in a single match transaction, i.e. “sweeping the market”. Can be sent when LegNoFills = 1 for some markets, such as Eurex/EEX.
| Number of partial leg fills included in an Execution Report
Note: Only sent if the FIX client is connected to a TT FIX 4.4 session.
| | 16121 | LegFillExecID | STRING | C | Unique identifier of leg execution as assigned by sell-side (broker, exchange, ECN). The ID must not overlap tag 17 (ExecID).
| | 16122 | LegFillPx | PRICE | C | Price of this leg fill
| | 16123 | LegFillQty | QTY | C | Quantity of this leg fill
| | 16124 | LegFillTradingVenueRegulatoryTradeID | STRING | CSent if available when tag 16120 > 0
| Trading Venue transaction identification code of this leg fill
| | 16125 | LegFillLastLiquidityIndicator | INT | N | Whether this leg fill was a result of a liquidity provider providing or a liquidity taker taking the liquidity in this LegFillsGrp repeating group.
Possible values:- 1: Added liquidity
- 2: Removed liquidity
|
|
|
|
| 48 | SecurityID | STRING | Y | ID of the instrument.
Note: The combination of this tag and tag 22 (IDSource) must uniquely identify an instrument in the TT platform.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 48 | SecurityID | STRING | Y | ID of the instrument.
Note: The combination of this tag and tag 22 (IDSource) must uniquely identify an instrument in the TT platform.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 22 | IDSource | STRING | Y | Source for the value of tag 48 (SecurityID).
Note: The following markets support RIC codes (22=5) for identifying futures, spreads and options
instruments in tag 48 (SecurityID):
- ASX
- DGCX
- CFE
- CME
- EEX
- EUREX
- Euronext
- Hkex
- ICE
- ICE_L
- LME
- MEFF
- MX
- OSE
- SGX
- TFX
- TOCOM
Note: The combination of this tag and tag 48 (SecurityID) must uniquely identify an instrument in the TT platform.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
Possible values:- 4: ISIN number
- 5: RIC code
- 8: Exchange symbol
- 91: Ticker symbol
- 96: TT security ID
- 97: Alias
- 98: Name
- A: Bloomberg Code
- H: Clearing House (Inbound Drop Copy only)
- S: OpenFIGI ID
- X: Series key
| | 22 | IDSource | STRING | N | Source for the value of tag 48 (SecurityID).
Note: The following markets support RIC codes (22=5) for identifying futures, spreads and options
instruments in tag 48 (SecurityID):
- ASX
- DGCX
- CFE
- CME
- EEX
- EUREX
- Euronext
- Hkex
- ICE
- ICE_L
- LME
- MEFF
- MX
- OSE
- SGX
- TFX
- TOCOM
Possible values:- 4: ISIN number
- 5: RIC code
- 8: Exchange symbol
- 91: Ticker symbol
- 96: TT security ID
- 97: Alias
- 98: Name
- A: Bloomberg Code
- H: Clearing House (Inbound Drop Copy only)
- S: OpenFIGI ID
- X: Series key
| | 207 | SecurityExchange | EXCHANGE | CRequired when Tag 100 (ExtDestination) is absent and when tag 22 (IDSource) is 8 (Exchange symbol), 97 (Alias) or 9 (Name).
| Name of the market where the instrument trades.
TT FIX uses this value to identify the exchange that offers the
security.
Possible values:- AGGREGATOR
- ALGO
- ASE
- ASX
- B3
- BitMEX
- BrokerTec
- Cboe
- CboeFX_SW_NY
- CBOT
- CFE
- CME
- Coinbase
- CoinFLEX
- CurveGlobal
- CZCE
- DCE
- DGCX
- EEX
- Eurex
- Euronext
- Fenics
- FEX
- HKEX
- ICE
- ICE_L
- IDEM
- INE
- KCG
- KRK
- LME
- LSE
- MEFF
- MEXDER
- MX
- NDAQ_EU
- NFI
- NFX
- OSE
- SGX
- TFEX
- TFX
- TOCOM
| | 207 | SecurityExchange | EXCHANGE | CRequired when Tag 100 (ExtDestination) is absent
| Name of the market where the instrument trades.
TT FIX uses this value to identify the exchange that offers the
security.
Possible values:- AGGREGATOR
- ALGO
- ASE
- ASX
- B3
- BitMEX
- BrokerTec
- Cboe
- CboeFX_SW_NY
- CBOT
- CFE
- CME
- Coinbase
- CoinFLEX
- CurveGlobal
- CZCE
- DCE
- DGCX
- EEX
- Eurex
- Euronext
- Fenics
- FEX
- HKEX
- ICE
- ICE_L
- IDEM
- INE
- KCG
- KRK
- LME
- LSE
- MEFF
- MEXDER
- MX
- NDAQ_EU
- NFI
- NFX
- OSE
- SGX
- TFEX
- TFX
- TOCOM
| | 207 | SecurityExchange | EXCHANGE | CRequired when Tag 100 (ExtDestination) is absent
| Name of the market where the instrument trades.
TT FIX uses this value to identify the exchange that offers the
security.
Possible values:- AGGREGATOR
- ALGO
- ASE
- ASX
- B3
- BitMEX
- BrokerTec
- Cboe
- CboeFX_SW_NY
- CBOT
- CFE
- CME
- Coinbase
- CoinFLEX
- CurveGlobal
- CZCE
- DCE
- DGCX
- EEX
- Eurex
- Euronext
- Fenics
- FEX
- HKEX
- ICE
- ICE_L
- IDEM
- INE
- KCG
- KRK
- LME
- LSE
- MEFF
- MEXDER
- MX
- NDAQ_EU
- NFI
- NFX
- OSE
- SGX
- TFEX
- TFX
- TOCOM
| | 207 | SecurityExchange | EXCHANGE | C | Name of the market where the instrument trades.
TT FIX uses this value to identify the exchange that offers the
security.
Possible values:- AGGREGATOR
- ALGO
- ASE
- ASX
- B3
- BitMEX
- BrokerTec
- Cboe
- CboeFX_SW_NY
- CBOT
- CFE
- CME
- Coinbase
- CoinFLEX
- CurveGlobal
- CZCE
- DCE
- DGCX
- EEX
- Eurex
- Euronext
- Fenics
- FEX
- HKEX
- ICE
- ICE_L
- IDEM
- INE
- KCG
- KRK
- LME
- LSE
- MEFF
- MEXDER
- MX
- NDAQ_EU
- NFI
- NFX
- OSE
- SGX
- TFEX
- TFX
- TOCOM
| | 100 | ExDestination | EXCHANGE | CRequired when Tag 207 (SecurityExchange) is absent and when tag 22 (IDSource) is 8 (Exchange symbol), 97 (Alias) or 9 (Name).
| Market Identifier Code (MIC) of the sub-market where the instrument trades.
Execution destination for the order as defined by the institution
Some traders use this tag in place of Tag 207 (SecurityExchange) to
identify the exchange.
ISO 10383 defines a comprehensive list of MIC codes.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 100 | ExDestination | EXCHANGE | CRequired when Tag 207 (SecurityExchange) is absent
| Market Identifier Code (MIC) of the sub-market where the instrument trades.
Execution destination for the order as defined by the institution
Some traders use this tag in place of Tag 207 (SecurityExchange) to
identify the exchange.
ISO 10383 defines a comprehensive list of MIC codes.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 100 | ExDestination | EXCHANGE | CRequired when Tag 207 (SecurityExchange) is absent
| Name of the sub-market where the instrument trades.
Execution destination for the order as defined by the institution
Some traders use this tag in place of Tag 207 (SecurityExchange) to
identify the exchange.
ISO 10383 defines a comprehensive list of MIC codes.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 100 | ExDestination | EXCHANGE | CSent when available for FIX 4.2 sessions
| Name of the sub-market where the instrument trades.
Market Identifier Code (MIC) of the sub-market where the instrument trades.
Execution destination for the order as defined by the institution
Some traders use this tag in place of Tag 207 (SecurityExchange) to
identify the exchange.
ISO 10383 defines a comprehensive list of MIC codes.
| | 30 | LastMkt | EXCHANGE | CSent when available for FIX 4.4 sessions
|
Market of execution for last fill, or an indication of the market
where an order was routed.
ISO 10383 defines a comprehensive list of MIC codes.
| | 461 | CFICode | STRING | N |
Type of security using ISO 10962 standard,
Classification of Financial Instruments (CFI code) values.
ISO 10962 is maintained by ANNA (Association of National Numbering
Agencies) acting as Registration Authority.
Note: For SPOT and CUR products, you must also
specify the corresponding tag 167 (SecurityType) value.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 461 | CFICode | STRING | N |
Type of security using ISO 10962 standard,
Classification of Financial Instruments (CFI code) values.
ISO 10962 is maintained by ANNA (Association of National Numbering
Agencies) acting as Registration Authority.
Note: For SPOT and CUR products, you must also
specify the corresponding tag 167 (SecurityType) value.
| | 167 | SecurityType | STRING | Y | Asset class of the instrument.
Possible values:- CS: common stock
- CUR: currency
- FOR: Spot FX
- FUT: future
- MLEG: multi-leg
- NDF: Non-Deliverable Forwards
- NONE: No security type (Not valid for 35=c, e or V)
- OPT: option
- SPOT: EEX spot products
- TBOND: treasury bond
- INDEX: index
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 167 | SecurityType | STRING | Y | Asset class of the instrument.
Possible values:- CS: common stock
- CUR: currency
- FOR: Spot FX
- FUT: future
- MLEG: multi-leg
- NDF: Non-Deliverable Forwards
- NONE: No security type (Not valid for 35=c, e or V)
- OPT: option
- SPOT: EEX spot products
- TBOND: treasury bond
- INDEX: index
| | 167 | SecurityType | STRING | C | Asset class of the instrument.
Possible values:- CS: common stock
- CUR: currency
- FOR: Spot FX
- FUT: future
- MLEG: multi-leg
- NDF: Non-Deliverable Forwards
- NONE: No security type (Not valid for 35=c, e or V)
- OPT: option
- SPOT: EEX spot products
- TBOND: treasury bond
- INDEX: index
| | 460 | Product | INT | N | Product type associated with the security.
Note: Sent only in
Security
Definition (d)
and
Execution
Report (8)
messages.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
Possible values:- 1: Agency
- 2: Commodity
- 3: Corporate
- 4: Currency
- 5: Equity
- 6: Government
- 7: Index
- 8: Loan
- 9: Money market
- 10: Mortgage
- 11: Municipal
- 12: Other
- 13: Financing
- 14: Energy
| | 460 | Product | INT | N | Product type associated with the security.
Note: Sent only in
Security
Definition (d)
and
Execution
Report (8)
messages.
Possible values:- 1: Agency
- 2: Commodity
- 3: Corporate
- 4: Currency
- 5: Equity
- 6: Government
- 7: Index
- 8: Loan
- 9: Money market
- 10: Mortgage
- 11: Municipal
- 12: Other
- 13: Financing
- 14: Energy
| | 107 | SecurityDesc | STRING | N | | | 107 | SecurityDesc | STRING | N | Can be used to provide an optional textual description for a financial instrument
| | 454 | NoSecurityAltID | NUMINGROUP | Y | Number of alternate security IDs in this repeating group
| | 455 | SecurityAltID | STRING | Y |
Alternate ID for an instrument or security, typically for display
purposes.
| | 456 | SecurityAltIDSource | STRING | Y | Identifies class or source of the SecurityAltID (455) value.
Notes:
99 (Other) is not valid for order routing requests.
At this time, TT does not support FIX order routing or FIX market data subscriptions using CUSIP numbers for BrokerTec Treasury securities on CME.
Possible values:- 1: CUSIP number (sent only when provided by the exchange)
- 4: ISIN number
- 5: RIC code
- 8: Exchange security ID
- 91: Ticker Symbol
- 92: TT product family ID (sent only for Security Definition (d) messages)
- 93: TT product ID (sent only for Security Definition (d) messages)
- 94: Alt Symbol (For ICE, the value is the “Cleared Alias” for the contract.)
- 95: Clearport
- 97: Alias
- 98: Name
- 99: Other (Set to instrument symbol if both product symbol and an instrument symbol are present in PDS and they are not the same.)
- 100: Energy Identifier Code (EIC). Currently only used for the EPEX and Nord Pool exchanges.
- A: Bloomberg Code
- H: Clearing House (Inbound Drop Copy only)
- S: OpenFIGI ID
| | 16207 | BloombergSecurityExchange | STRING | C | Name of the market where the instrument of the SecurityAltID (455) value trades.
| | 55 | Symbol | STRING | Y | Exchange-provided product symbol for the tradable product.
When specifying instruments for NewOrderMultileg (AB) and MultilegOrderCancelReplace (AC):
- When submitting multi-leg instrument, set tag 55 to “[NA]”.
- When tag 54 (Side) is B or C, the value in tag 55 is ignored; the values in tag 600 (LegSymbol) and tag 624 (LegSide) in the LegInstrument group are used instead.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 55 | Symbol | STRING | Y | Exchange-provided product symbol for the tradable product.
When specifying instruments for NewOrderMultileg (AB) and MultilegOrderCancelReplace (AC):
- When submitting multi-leg instrument, set tag 55 to “[NA]”.
- When tag 54 (Side) is B or C, the value in tag 55 is ignored; the values in tag 600 (LegSymbol) and tag 624 (LegSide) in the LegInstrument group are used instead.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 55 | Symbol | STRING | CNot used when Tag 167 (SecurityType)=MLEG.
| Exchange-provided product symbol for the tradable product.
When specifying instruments for NewOrderMultileg (AB) and MultilegOrderCancelReplace (AC):
- When submitting multi-leg instrument, set tag 55 to “[NA]”.
- When tag 54 (Side) is B or C, the value in tag 55 is ignored; the values in tag 600 (LegSymbol) and tag 624 (LegSide) in the LegInstrument group are used instead.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 55 | Symbol | STRING | C | Exchange-provided product symbol for the tradable product.
| | 200 | MaturityMonthYear | MONTHYEAR | CRequired when Tag 541 is not specified and Tag 167 (SecurityType) is not MLEG or SPOT
| Month and year the instrument reaches maturity in the format YYYYMM.
Note: If included, tag 541 (MaturityDate) will override this tag.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 200 | MaturityMonthYear | MONTHYEAR | CSent when Tag 167 (SecurityType) is not MLEG or SPOT
| Month and year the instrument reaches maturity in the format YYYYMM.
| | 541 | MaturityDate | LOCALMKTDATE | CRequired when Tag 200 is not specified and Tag 167 (SecurityType) is not MLEG or SPOT
| Maturity date in format YYYYMMDD.
Note: This tag value overrides tag 200 (MaturityMonthYear) and tag 205 (MaturityDay), if they are also specified.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 541 | MaturityDate | LOCALMKTDATE | CSent when Tag 167 (SecurityType) is not MLEG or SPOT
| Maturity date in format YYYYMMDD.
| | 205 | MaturityDay | DAYOFMONTH | CRequired when multiple contracts exist for the same month
| Day of expiration for the instrument.
TT FIX uses this value and tag 200 (MaturityMonthYear) to specify the maturity date when tag 167 (SecurityType) is not MLEG and tag 18211 (DeliveryTerm) is not Month.
Whenever possible, tag 200 will match the Month & Year shown in TT Market Explorer, not the tag 541/Maturity Date field. In those cases where the MonthYear does not match, the value in tag 205 will be the day from tag 541, not necessarily the day associated with tag 200 MonthYear.
Range: 1-31
Note: If included, tag 541 (MaturityDate) will override this tag.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 205 | MaturityDay | DAYOFMONTH | CSent when multiple contracts exist for the same month
| Day of expiration for the instrument.
| | 18223 | ContractYearMonth | STRING | N | Contract term in the form, YYYYMM
Condition: Sent when Tag 167 (SecurityType) is not MLEG
| | 18223 | ContractYearMonth | STRING | N | Contract term in the form, YYYYMM
Condition: Sent when Tag 167 (SecurityType) is not MLEG
| | 18211 | DeliveryTerm | CHAR | CRequired when both of the following are true:
- The Security Definition indicates it is required.
- The delivery term is not monthly.
| Term of delivery for the instrument.
TT FIX uses this value to identify contracts that do not have a monthly delivery term.
Note: When Tag 18211 DeliveryTerm equals any value except ‘M’, ‘Y’ or ‘Q’, then you must specify the delivery day/date in Tag 205 MaturityDay or Tag 541 MaturityDate.
Note: If you include this tag for instrument’s that do not require it, TT FIX rejects the request.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
Possible values:- A: Same day
- B: Balance of month
- C: End of Month
- D: Day
- E: Weekly
- H: Hour
- L: Balance of week
- M: Month
- N: Next day
- P: Pack
- Q: Quarterly
- S: Seasonal
- T: Weekend
- U: Bundle
- V: Variable
- W: Week
- X: Custom
- Y: Year
- Note: The following values are only available for EPEX and Nord Pool:
- a: Quarter hour
- b: Half hour
- c: One hour
- d: Two hour
- e: Four hour
- f: Eight hour
- g: One plus two
- h: Three plus four
- i: Baseload
- j: Peakload
- k: Overnight
- l: Extended peak
Note: If you include this tag for instrument’s that do not require it, TT FIX rejects the request.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 18211 | DeliveryTerm | CHAR | CSent when the delivery term is not monthly
| Term of delivery for the instrument.
TT FIX uses this value to identify contracts that do not have a monthly delivery term.
Note: When Tag 18211 DeliveryTerm equals any value except ‘M’, ‘Y’ or ‘Q’, then you must specify the delivery day/date in Tag 205 MaturityDay or Tag 541 MaturityDate.
Note: If you include this tag for instrument’s that do not require it, TT FIX rejects the request.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
Possible values:- A: Same day
- B: Balance of month
- C: End of Month
- D: Day
- E: Weekly
- H: Hour
- L: Balance of week
- M: Month
- N: Next day
- P: Pack
- Q: Quarterly
- S: Seasonal
- T: Weekend
- U: Bundle
- V: Variable
- W: Week
- X: Custom
- Y: Year
- Note: The following values are only available for EPEX and Nord Pool:
- a: Quarter hour
- b: Half hour
- c: One hour
- d: Two hour
- e: Four hour
- f: Eight hour
- g: One plus two
- h: Three plus four
- i: Baseload
- j: Peakload
- k: Overnight
- l: Extended peak
| | 743 | DeliveryDate | LOCALMKTDATE | N | Date for contract delivery
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 743 | DeliveryDate | LOCALMKTDATE | C | Date for contract delivery
| | 64 | SettlDate | LOCALMKTDATE | CSent when tag 167 (SecurityType) = FOR or NDF
| Settlement date
| | 9020 | FixingDate | LOCALMKTDATE | CSent when tag 167 (SecurityType) = NDF
| Fixing date
| | 9032 | ReportingParty | BOOLEAN | CSent when tag 167 (SecurityType) = NDF
| Indicates if the Execution Report recipient is the reporting party. Follows GFMA FX reporting rules.
| | 9012 | IsFirm | INT | CSent when tag 167 (SecurityType) = FOR or NDF
| Indicates the type of quote that was crossed.
| | 201 | PutOrCall | INT | CRequired when Tag 167 (SecurityType) is OPT
| Whether the option represents a put or call
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 201 | PutOrCall | INT | CSent when Tag 167 (SecurityType) is OPT
| Whether the option represents a put or call
| | 202 | StrikePrice | PRICE | CRequired when Tag 167 (SecurityType) is OPT
| Strike price for an option
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 202 | StrikePrice | PRICE | CSent when Tag 167 (SecurityType) is OPT
| Strike price for an option
| | 9787 | DisplayFactor | STRING | C |
Factor to use when multiplying prices sent from a FIX client and
dividing prices sent from TT FIX
| | 15 | Currency | CURRENCY | C | ISO-standard symbol for the instrument’s trading currency.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 15 | Currency | CURRENCY | C | ISO-standard symbol for the instrument’s trading currency.
| | 70 | AllocID | STRING | C |
Identifier assigned to a leg of a leg fill for ASX clearing purposes
(clearing deal number).
| | 206 | OptAttribute | CHAR | CRequired when both of the following are true:
- Tag 167 (SecurityType) is OPT.
- A version for the underlying instrument exists.
| Additional information about the option contract.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 454 | NoSecurityAltID | NUMINGROUP | CSent when there are one or more alternate security IDs
| Number of alternate security IDs in this repeating group
| | 455 | SecurityAltID | STRING | Y |
Alternate ID for an instrument or security, typically for display
purposes.
| | 456 | SecurityAltIDSource | STRING | CSent when tag 455 (SecurityAltId) is sent
| Identifies class or source of the SecurityAltID (455) value.
Notes:
99 (Other) is not valid for order routing requests.
At this time, TT does not support FIX order routing or FIX market data subscriptions using CUSIP numbers for BrokerTec Treasury securities on CME.
Note: The following markets support RIC codes (22=5) for identifying futures, spreads and options instruments in tag 455 (SecurityAltID):
- ASX
- DGCX
- CFE
- CME
- EEX
- EUREX
- Euronext
- Hkex
- ICE
- ICE_L
- LME
- MEFF
- MX
- OSE
- SGX
- TFX
- TOCOM
Possible values:- 1: CUSIP number (sent only when provided by the exchange)
- 4: ISIN number
- 5: RIC code
- 8: Exchange security ID
- 91: Ticker Symbol
- 92: TT product family ID (sent only for Security Definition (d) messages)
- 93: TT product ID (sent only for Security Definition (d) messages)
- 94: Alt Symbol (For ICE, the value is the “Cleared Alias” for the contract.)
- 95: Clearport
- 97: Alias
- 98: Name
- 99: Other (Set to instrument symbol if both product symbol and an instrument symbol are present in PDS and they are not the same.)
- 100: Energy Identifier Code (EIC). Currently only used for the EPEX and Nord Pool exchanges.
- A: Bloomberg Code
- H: Clearing House (Inbound Drop Copy only)
- S: OpenFIGI ID
| | 16207 | BloombergSecurityExchange | STRING | C | Name of the market where the instrument of the SecurityAltID (455) value trades.
|
| | 762 | SecuritySubType | STRING | N | Sub-type qualification or identification of the SecurityType
For example, an instrument with SecurityType(167)=”MLEG” might use this tag to specify the name of the option or futures strategy, such as “Calendar”, “Vertical”, or “Butterfly”.
For synthetic staged orders, i.e., HandlInst (21)=3 and SecurityType(167)=”Synthetic”, the TT FIX engine checks whether the instrument already exists and automatically creates the synthetic spread if the instrument does not exist.
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
| | 762 | SecuritySubType | STRING | N | Sub-type qualification or identification of the SecurityType
For example, an instrument with SecurityType(167)=”MLEG” might use this tag to specify the name of the option or futures strategy, such as “Calendar”, “Vertical”, or “Butterfly”.
| | 1194 | ExerciseStyle | INT | N | Type of exercise for a derivatives security.
Conditional: This value only sent if supported by the exchange.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available
| | 1194 | ExerciseStyle | INT | N | Type of exercise for a derivatives security.
Conditional: This value only sent if supported by the exchange.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available
| | 1194 | ExerciseStyle | INT | N | Type of exercise for a derivatives security.
Conditional: This value only sent if supported by the exchange.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available
| | 1194 | ExerciseStyle | INT | N | Type of exercise for a derivatives security.
Conditional: This value only sent if supported by the exchange.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available
| | 555 | NoLegs | STRING | Y | Number of legs in the repeating group
Can be zero (e.g. standardized multileg instrument such as an Option
strategy). The value must be provided even if zero.
| | 555 | NoLegs | STRING | Y | Number of legs in the repeating group
Can be zero (e.g. standardized multileg instrument such as an Option
strategy). The value must be provided even if zero.
| | 616 | LegSecurityExchange | EXCHANGE | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 18100 (LegExtDestination) and Tag 602 (LegSecurityId) are absent.
| Multi-leg instrument’s individual security’s SecurityExchange.
Possible values:- AGGREGATOR
- ALGO
- ASE
- ASX
- B3
- BitMEX
- BrokerTec
- CBOE
- CboeFX_SW_NY
- CBOT
- CFE
- CME
- Coinbase
- CoinFLEX
- CurveGlobal
- CZCE
- DCE
- DGCX
- EEX
- Eurex
- Euronext
- Fenics
- FEX
- HKEX
- ICE
- ICE_L
- IDEM
- INE
- KCG
- KRK
- LME
- LSE
- MEFF
- MEXDER
- MX
- NDAQ_EU
- NFI
- NFX
- OSE
- SGX
- TFEX
- TFX
- TOCOM
| | 616 | LegSecurityExchange | EXCHANGE | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 18100 (LegExtDestination) and Tag 602 (LegSecurityId) are absent.
| Multi-leg instrument’s individual security’s SecurityExchange.
Possible values:- AGGREGATOR
- ALGO
- ASE
- ASX
- B3
- BitMEX
- BrokerTec
- CBOE
- CboeFX_SW_NY
- CBOT
- CFE
- CME
- Coinbase
- CoinFLEX
- CurveGlobal
- CZCE
- DCE
- DGCX
- EEX
- Eurex
- Euronext
- Fenics
- FEX
- HKEX
- ICE
- ICE_L
- IDEM
- INE
- KCG
- KRK
- LME
- LSE
- MEFF
- MEXDER
- MX
- NDAQ_EU
- NFI
- NFX
- OSE
- SGX
- TFEX
- TFX
- TOCOM
| | 18100 | LegExDestination | EXCHANGE | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 616 (LegSecurityExchange) and Tag 602 (LegSecurityId) are absent.
|
Execution destination for the leg order as defined by the institution
Some traders use this tag in place of Tag 207 (SecurityExchange) to
identify the exchange.
ISO 10383 defines a comprehensive list of MIC codes.
| | 18100 | LegExDestination | EXCHANGE | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 616 (LegSecurityExchange) and Tag 602 (LegSecurityId) are absent.
|
Execution destination for the leg order as defined by the institution
Some traders use this tag in place of Tag 207 (SecurityExchange) to
identify the exchange.
ISO 10383 defines a comprehensive list of MIC codes.
| | 602 | LegSecurityID | STRING | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 18100 (LegExtDestination) and Tag 616 (LegSecurityExchange) are absent.
| TT security ID that uniquely identifies the instrument in the TT platform.
Note: The combination of this tag and tag 603
(LegSecurityIDSource) must uniquely identify an instrument in the TT platform.
| | 602 | LegSecurityID | STRING | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 18100 (LegExtDestination) and Tag 616 (LegSecurityExchange) are absent.
| TT security ID that uniquely identifies the instrument in the TT platform.
Note: The combination of this tag and tag 603
(LegSecurityIDSource) must uniquely identify an instrument in the TT platform.
| | 603 | LegIDSource | STRING | CRequired when Tag 18100 (LegExtDestination) and Tag 616 (LegSecurityExchange) are absent.
| Multileg instrument’s individual security’s SecurityIDSource.
Note: The combination of this tag and tag 602
(LegSecurityId) must uniquely identify an instrument in the TT
platform.
| | 603 | LegIDSource | STRING | CRequired when Tag 18100 (LegExtDestination) and Tag 616 (LegSecurityExchange) are absent.
| Multileg instrument’s individual security’s SecurityIDSource.
Note: The combination of this tag and tag 602
(LegSecurityId) must uniquely identify an instrument in the TT
platform.
| | 600 | LegSymbol | STRING | N | Multi-leg instrument’s individual security’s Symbol.
Condition: Required when Tag 167 (SecurityType)=MLEG.
See Symbol (55) field for description.
Note: Users can map the value of Tag 600 to a different symbology using the Symbol Mapping feature in User Setup. Refer to the Fix Rules and Symbol Mappings section in the User Setup Help for more information.
| | 600 | LegSymbol | STRING | N | Multi-leg instrument’s individual security’s Symbol.
Condition: Required when Tag 167 (SecurityType)=MLEG.
See Symbol (55) field for description.
Note: Users can map the value of Tag 600 to a different symbology using the Symbol Mapping feature in User Setup. Refer to the Fix Rules and Symbol Mappings section in the User Setup Help for more information.
| | 608 | LegCFICode | STRING | N | Multileg instrument’s individual security’s CFICode (tag 461).
See CFICode (461) field for description
| | 608 | LegCFICode | STRING | N | Multileg instrument’s individual security’s CFICode (tag 461).
See CFICode (461) field for description
| | 620 | LegSecurityDesc | STRING | N | Leg security description.
| | 620 | LegSecurityDesc | STRING | N | Leg security description.
| | 607 | LegProduct | INT | N | Multileg instrument’s individual security’s product.
Possible values:- 1: Agency
- 2: Commodity
- 3: Corporate
- 4: Currency
- 5: Equity
- 6: Government
- 7: Index
- 8: Loan
- 9: Money market
- 10: Mortgage
- 11: Municipal
- 12: Other
- 13: Financing
- 14: Energy
| | 607 | LegProduct | INT | N | Multileg instrument’s individual security’s product.
Possible values:- 1: Agency
- 2: Commodity
- 3: Corporate
- 4: Currency
- 5: Equity
- 6: Government
- 7: Index
- 8: Loan
- 9: Money market
- 10: Mortgage
- 11: Municipal
- 12: Other
- 13: Financing
- 14: Energy
| | 609 | LegSecurityType | STRING | N | Multi-leg instrument’s individual security’s SecurityType.
Possible values:- FUT: Future
- MLEG: Multi-leg
- OPT: Option
- SPOT: EEX spot products
- TBOND: Treasury bond
- CS: Common stock
- NONE: No security type (Not valid for 35=c, e or V)
| | 609 | LegSecurityType | STRING | N | Multi-leg instrument’s individual security’s SecurityType.
Possible values:- FUT: Future
- MLEG: Multi-leg
- OPT: Option
- SPOT: EEX spot products
- TBOND: Treasury bond
- CS: Common stock
- NONE: No security type (Not valid for 35=c, e or V)
| | 764 | LegSecuritySubType | STRING | N | SecuritySubType of the leg instrument.
See SecuritySubType (762) field for description
| | 764 | LegSecuritySubType | STRING | N | SecuritySubType of the leg instrument.
See SecuritySubType (762) field for description
| | 610 | LegMaturityMonthYear | MONTHYEAR | N | Multi-leg instrument’s individual security’s MaturityMonthYear
| | 610 | LegMaturityMonthYear | MONTHYEAR | N | Multi-leg instrument’s individual security’s MaturityMonthYear
| | 611 | LegMaturityDate | LOCALMKTDATE | N | Multi-leg instrument’s individual security’s MaturityDate.
| | 611 | LegMaturityDate | LOCALMKTDATE | N | Multi-leg instrument’s individual security’s MaturityDate.
| | 18314 | LegMaturityDay | DAYOFMONTH | N | Multi-leg instrument’s individual security’s MaturityDay.
| | 18314 | LegMaturityDay | DAYOFMONTH | N | Multi-leg instrument’s individual security’s MaturityDay.
| | 612 | LegStrikePrice | PRICE | N | Multi-leg instrument’s individual security’s StrikePrice.
| | 612 | LegStrikePrice | PRICE | N | Multi-leg instrument’s individual security’s StrikePrice.
| | 1358 | LegPutOrCall | INT | CRequired when Tag 609 (LegSecurityType) is OPT
| Whether the option represents a put or call
| | 1358 | LegPutOrCall | INT | CRequired when Tag 609 (LegSecurityType) is OPT
| Whether the option represents a put or call
| | 624 | LegSide | CHAR | N | The side of this individual leg (multi-leg security).
Possible values:- 1: Buy
- 2: Sell
- 3: Buy minus
- 4: Sell plus
- 5: Sell short
- 6: Sell short exempt
- 7: Undisclosed
- 8: Cross
- 9: Cross short
| | 624 | LegSide | CHAR | N | The side of this individual leg (multi-leg security).
Possible values:- 1: Buy
- 2: Sell
- 3: Buy minus
- 4: Sell plus
- 5: Sell short
- 6: Sell short exempt
- 7: Undisclosed
- 8: Cross
- 9: Cross short
| | 623 | LegRatioQty | FLOAT | N |
Ratio of quantity for this individual leg relative to the entire
multi-leg security
The value represents one of the following:
-
For a leg of a covered strategy (such as a volatility trade) on CME
or NYSE_Liffe markets, the value represents the delta (expressed as
an integer between 1 and 100).
-
In all other cases, the value represents the quantity of this leg in
the strategy.
| | 623 | LegRatioQty | FLOAT | N |
Ratio of quantity for this individual leg relative to the entire
multi-leg security
The value represents one of the following:
-
For a leg of a covered strategy (such as a volatility trade) on CME
or NYSE_Liffe markets, the value represents the delta (expressed as
an integer between 1 and 100).
-
In all other cases, the value represents the quantity of this leg in
the strategy.
| | 1420 | LegExerciseStyle | INT | N | Type of exercise for a derivatives security.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available.
| | 1420 | LegExerciseStyle | INT | N | Type of exercise for a derivatives security.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available.
| | 1420 | LegExerciseStyle | INT | N | Type of exercise for a derivatives security.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available.
| | 1420 | LegExerciseStyle | INT | N | Type of exercise for a derivatives security.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available.
| | 556 | LegCurrency | CURRENCY | N | Currency associated with a particular leg’s price
| | 556 | LegCurrency | CURRENCY | N | Currency associated with a particular leg’s price
| | 561 | RoundLot | QTY | N | The trading lot size of a security.
| | 561 | RoundLot | QTY | N | The trading lot size of a security.
| | 566 | LegPrice | PRICE | N | Price of the leg for a multi-leg instrument
| | 566 | LegPrice | PRICE | N | Price of the leg for a multi-leg instrument
| | 687 | LegQty | QTY | N | Quantity of this leg.
| | 687 | LegQty | QTY | N | Quantity of this leg.
| | 654 | LegRefID | STRING | N | Unique indicator for a specific leg.
Note: Sent only for FIX 4.4 sessions when the tag is
included the corresponding
New Order
Multileg (AB)
request. FIX 4.4 Drop Copy sessions will not send this tag for orders
placed from the TT Trade application.
| | 654 | LegRefID | STRING | N | Unique indicator for a specific leg.
Note: Sent only for FIX 4.4 sessions when the tag is
included the corresponding
New Order
Multileg (AB)
request. FIX 4.4 Drop Copy sessions will not send this tag for orders
placed from the TT Trade application.
| | 637 | LegLastPx | PRICE | N | Execution price assigned to a leg of a multileg instrument.
| | 637 | LegLastPx | PRICE | N | Execution price assigned to a leg of a multileg instrument.
| | 18224 | LegContractYearMonth | STRING | N | Contract term of the underlying instrument in the form, YYYYMMM
| | 18224 | LegContractYearMonth | STRING | N | Contract term of the underlying instrument in the form, YYYYMMM
| | 18212 | LegDeliveryTerm | CHAR | CRequired when both of the following are true:
- The Security Definition indicates it is required.
- The delivery term is not monthly.
| Term of delivery for the underlying instrument.
TT FIX uses this value to identify contracts that do not have a
monthly delivery term.
Possible values:
- A: Same day
- B: Balance of month
- C: End of Month
- D: Day
- E: Weekly
- H: Hour
- L: Balance of week
- M: Month
- N: Next day
- P: Pack
- Q: Quarterly
- S: Seasonal
- T: Weekend
- V: Variable
- W: Week
- X: Custom
- Y: Year
| | 18212 | LegDeliveryTerm | CHAR | CRequired when both of the following are true:
- The Security Definition indicates it is required.
- The delivery term is not monthly.
| Term of delivery for the underlying instrument.
TT FIX uses this value to identify contracts that do not have a
monthly delivery term.
Possible values:
- A: Same day
- B: Balance of month
- C: End of Month
- D: Day
- E: Weekly
- H: Hour
- L: Balance of week
- M: Month
- N: Next day
- P: Pack
- Q: Quarterly
- S: Seasonal
- T: Weekend
- V: Variable
- W: Week
- X: Custom
- Y: Year
| | 18213 | LegDeliveryDate | LOCALMKTDATE | C | Date for contract delivery
| | 18213 | LegDeliveryDate | LOCALMKTDATE | C | Date for contract delivery
| | 1366 | LegAllocID | STRING | CSent when provided by the exchange.
|
Identifier assigned to a leg of a multi-leg trade for ASX clearing
purposes (clearing deal number).
| | 1366 | LegAllocID | STRING | CSent when provided by the exchange.
|
Identifier assigned to a leg of a multi-leg trade for ASX clearing
purposes (clearing deal number).
| | 16568 | LegAvgPx | PRICE | C | The average (mean) price for the legs of a spread.
This value will be populated on Summary Spread Fill Execution Reports.
| | 16568 | LegAvgPx | PRICE | C | The average (mean) price for the legs of a spread.
This value will be populated on Summary Spread Fill Execution Reports.
| | 16615 | LegTTRoutingAccount | STRING | N | TT Routing Account for the leg. Valid for routing synthetic spread orders only.
| | 16615 | LegTTRoutingAccount | STRING | N | TT Routing Account for the leg. Valid for routing synthetic spread orders only.
| | 604 | NoLegSecurityAltID | NUMINGROUP | CSent when there are one or more alternate leg security IDs
| Number of alternate leg security IDs contained in this repeating group
| | 605 | LegSecurityAltID | STRING | Y | Alternate ID for an instrument or security, typically for display purposes.
| | 606 | LegSecurityAltIDSource | STRING | Y | New tag for TT
Class or source of the LegSecurityAltID (605) value.
Possible values:- 1: CUSIP number (sent only when provided by the exchange)
- 4: ISIN number
- 5: RIC code
- 8: Exchange security ID
- 94: Alt Symbol (For ICE, the value is the “Cleared Alias” for the contract.)
- 95: Clearport
- 97: Alias
- 98: Name
- 99: Other
- 91: Exchange Ticker
- A: Bloomberg Code
- H: Clearing House
- S: OpenFIGI ID
| | 16616 | LegBloombergSecurityExchange | STRING | N | Name of the market where the instrument of the LegSecurityAltID (605) value trades.
|
| | 16120 | LegNoFills | NUMINGROUP | CSent for each leg when a multileg order is filled through multiple price levels in a single match transaction, i.e. “sweeping the market”. Can be sent when LegNoFills = 1 for some markets, such as Eurex/EEX.
| Number of partial leg fills included in an Execution Report
Note: Only sent if the FIX client is connected to a TT FIX 4.4 session.
| | 16121 | LegFillExecID | STRING | C | Unique identifier of leg execution as assigned by sell-side (broker, exchange, ECN). The ID must not overlap tag 17 (ExecID).
| | 16122 | LegFillPx | PRICE | C | Price of this leg fill
| | 16123 | LegFillQty | QTY | C | Quantity of this leg fill
| | 16124 | LegFillTradingVenueRegulatoryTradeID | STRING | CSent if available when tag 16120 > 0
| Trading Venue transaction identification code of this leg fill
| | 16125 | LegFillLastLiquidityIndicator | INT | N | Whether this leg fill was a result of a liquidity provider providing or a liquidity taker taking the liquidity in this LegFillsGrp repeating group.
Possible values:- 1: Added liquidity
- 2: Removed liquidity
|
|
| | 555 | NoLegs | STRING | Y | Number of legs in the repeating group
Can be zero (e.g. standardized multileg instrument such as an Option
strategy). The value must be provided even if zero.
| | 555 | NoLegs | STRING | Y | Number of legs in the repeating group
Can be zero (e.g. standardized multileg instrument such as an Option
strategy). The value must be provided even if zero.
| | 616 | LegSecurityExchange | EXCHANGE | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 18100 (LegExtDestination) and Tag 602 (LegSecurityId) are absent.
| Multi-leg instrument’s individual security’s SecurityExchange.
Possible values:- AGGREGATOR
- ALGO
- ASE
- ASX
- B3
- BitMEX
- BrokerTec
- CBOE
- CboeFX_SW_NY
- CBOT
- CFE
- CME
- Coinbase
- CoinFLEX
- CurveGlobal
- CZCE
- DCE
- DGCX
- EEX
- Eurex
- Euronext
- Fenics
- FEX
- HKEX
- ICE
- ICE_L
- IDEM
- INE
- KCG
- KRK
- LME
- LSE
- MEFF
- MEXDER
- MX
- NDAQ_EU
- NFI
- NFX
- OSE
- SGX
- TFEX
- TFX
- TOCOM
| | 616 | LegSecurityExchange | EXCHANGE | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 18100 (LegExtDestination) and Tag 602 (LegSecurityId) are absent.
| Multi-leg instrument’s individual security’s SecurityExchange.
Possible values:- AGGREGATOR
- ALGO
- ASE
- ASX
- B3
- BitMEX
- BrokerTec
- CBOE
- CboeFX_SW_NY
- CBOT
- CFE
- CME
- Coinbase
- CoinFLEX
- CurveGlobal
- CZCE
- DCE
- DGCX
- EEX
- Eurex
- Euronext
- Fenics
- FEX
- HKEX
- ICE
- ICE_L
- IDEM
- INE
- KCG
- KRK
- LME
- LSE
- MEFF
- MEXDER
- MX
- NDAQ_EU
- NFI
- NFX
- OSE
- SGX
- TFEX
- TFX
- TOCOM
| | 18100 | LegExDestination | EXCHANGE | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 616 (LegSecurityExchange) and Tag 602 (LegSecurityId) are absent.
|
Execution destination for the leg order as defined by the institution
Some traders use this tag in place of Tag 207 (SecurityExchange) to
identify the exchange.
ISO 10383 defines a comprehensive list of MIC codes.
| | 18100 | LegExDestination | EXCHANGE | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 616 (LegSecurityExchange) and Tag 602 (LegSecurityId) are absent.
|
Execution destination for the leg order as defined by the institution
Some traders use this tag in place of Tag 207 (SecurityExchange) to
identify the exchange.
ISO 10383 defines a comprehensive list of MIC codes.
| | 602 | LegSecurityID | STRING | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 18100 (LegExtDestination) and Tag 616 (LegSecurityExchange) are absent.
| TT security ID that uniquely identifies the instrument in the TT platform.
Note: The combination of this tag and tag 603
(LegSecurityIDSource) must uniquely identify an instrument in the TT platform.
| | 602 | LegSecurityID | STRING | CRequired when both of the following are true.
- The leg instrument trades on a different exchange that the parent instrument.
- Both Tag 18100 (LegExtDestination) and Tag 616 (LegSecurityExchange) are absent.
| TT security ID that uniquely identifies the instrument in the TT platform.
Note: The combination of this tag and tag 603
(LegSecurityIDSource) must uniquely identify an instrument in the TT platform.
| | 603 | LegIDSource | STRING | CRequired when Tag 18100 (LegExtDestination) and Tag 616 (LegSecurityExchange) are absent.
| Multileg instrument’s individual security’s SecurityIDSource.
Note: The combination of this tag and tag 602
(LegSecurityId) must uniquely identify an instrument in the TT
platform.
| | 603 | LegIDSource | STRING | CRequired when Tag 18100 (LegExtDestination) and Tag 616 (LegSecurityExchange) are absent.
| Multileg instrument’s individual security’s SecurityIDSource.
Note: The combination of this tag and tag 602
(LegSecurityId) must uniquely identify an instrument in the TT
platform.
| | 600 | LegSymbol | STRING | N | Multi-leg instrument’s individual security’s Symbol.
Condition: Required when Tag 167 (SecurityType)=MLEG.
See Symbol (55) field for description.
Note: Users can map the value of Tag 600 to a different symbology using the Symbol Mapping feature in User Setup. Refer to the Fix Rules and Symbol Mappings section in the User Setup Help for more information.
| | 600 | LegSymbol | STRING | N | Multi-leg instrument’s individual security’s Symbol.
Condition: Required when Tag 167 (SecurityType)=MLEG.
See Symbol (55) field for description.
Note: Users can map the value of Tag 600 to a different symbology using the Symbol Mapping feature in User Setup. Refer to the Fix Rules and Symbol Mappings section in the User Setup Help for more information.
| | 608 | LegCFICode | STRING | N | Multileg instrument’s individual security’s CFICode (tag 461).
See CFICode (461) field for description
| | 608 | LegCFICode | STRING | N | Multileg instrument’s individual security’s CFICode (tag 461).
See CFICode (461) field for description
| | 620 | LegSecurityDesc | STRING | N | Leg security description.
| | 620 | LegSecurityDesc | STRING | N | Leg security description.
| | 607 | LegProduct | INT | N | Multileg instrument’s individual security’s product.
Possible values:- 1: Agency
- 2: Commodity
- 3: Corporate
- 4: Currency
- 5: Equity
- 6: Government
- 7: Index
- 8: Loan
- 9: Money market
- 10: Mortgage
- 11: Municipal
- 12: Other
- 13: Financing
- 14: Energy
| | 607 | LegProduct | INT | N | Multileg instrument’s individual security’s product.
Possible values:- 1: Agency
- 2: Commodity
- 3: Corporate
- 4: Currency
- 5: Equity
- 6: Government
- 7: Index
- 8: Loan
- 9: Money market
- 10: Mortgage
- 11: Municipal
- 12: Other
- 13: Financing
- 14: Energy
| | 609 | LegSecurityType | STRING | N | Multi-leg instrument’s individual security’s SecurityType.
Possible values:- FUT: Future
- MLEG: Multi-leg
- OPT: Option
- SPOT: EEX spot products
- TBOND: Treasury bond
- CS: Common stock
- NONE: No security type (Not valid for 35=c, e or V)
| | 609 | LegSecurityType | STRING | N | Multi-leg instrument’s individual security’s SecurityType.
Possible values:- FUT: Future
- MLEG: Multi-leg
- OPT: Option
- SPOT: EEX spot products
- TBOND: Treasury bond
- CS: Common stock
- NONE: No security type (Not valid for 35=c, e or V)
| | 764 | LegSecuritySubType | STRING | N | SecuritySubType of the leg instrument.
See SecuritySubType (762) field for description
| | 764 | LegSecuritySubType | STRING | N | SecuritySubType of the leg instrument.
See SecuritySubType (762) field for description
| | 610 | LegMaturityMonthYear | MONTHYEAR | N | Multi-leg instrument’s individual security’s MaturityMonthYear
| | 610 | LegMaturityMonthYear | MONTHYEAR | N | Multi-leg instrument’s individual security’s MaturityMonthYear
| | 611 | LegMaturityDate | LOCALMKTDATE | N | Multi-leg instrument’s individual security’s MaturityDate.
| | 611 | LegMaturityDate | LOCALMKTDATE | N | Multi-leg instrument’s individual security’s MaturityDate.
| | 18314 | LegMaturityDay | DAYOFMONTH | N | Multi-leg instrument’s individual security’s MaturityDay.
| | 18314 | LegMaturityDay | DAYOFMONTH | N | Multi-leg instrument’s individual security’s MaturityDay.
| | 612 | LegStrikePrice | PRICE | N | Multi-leg instrument’s individual security’s StrikePrice.
| | 612 | LegStrikePrice | PRICE | N | Multi-leg instrument’s individual security’s StrikePrice.
| | 1358 | LegPutOrCall | INT | CRequired when Tag 609 (LegSecurityType) is OPT
| Whether the option represents a put or call
| | 1358 | LegPutOrCall | INT | CRequired when Tag 609 (LegSecurityType) is OPT
| Whether the option represents a put or call
| | 624 | LegSide | CHAR | N | The side of this individual leg (multi-leg security).
Possible values:- 1: Buy
- 2: Sell
- 3: Buy minus
- 4: Sell plus
- 5: Sell short
- 6: Sell short exempt
- 7: Undisclosed
- 8: Cross
- 9: Cross short
| | 624 | LegSide | CHAR | N | The side of this individual leg (multi-leg security).
Possible values:- 1: Buy
- 2: Sell
- 3: Buy minus
- 4: Sell plus
- 5: Sell short
- 6: Sell short exempt
- 7: Undisclosed
- 8: Cross
- 9: Cross short
| | 623 | LegRatioQty | FLOAT | N |
Ratio of quantity for this individual leg relative to the entire
multi-leg security
The value represents one of the following:
-
For a leg of a covered strategy (such as a volatility trade) on CME
or NYSE_Liffe markets, the value represents the delta (expressed as
an integer between 1 and 100).
-
In all other cases, the value represents the quantity of this leg in
the strategy.
| | 623 | LegRatioQty | FLOAT | N |
Ratio of quantity for this individual leg relative to the entire
multi-leg security
The value represents one of the following:
-
For a leg of a covered strategy (such as a volatility trade) on CME
or NYSE_Liffe markets, the value represents the delta (expressed as
an integer between 1 and 100).
-
In all other cases, the value represents the quantity of this leg in
the strategy.
| | 1420 | LegExerciseStyle | INT | N | Type of exercise for a derivatives security.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available.
| | 1420 | LegExerciseStyle | INT | N | Type of exercise for a derivatives security.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available.
| | 1420 | LegExerciseStyle | INT | N | Type of exercise for a derivatives security.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available.
| | 1420 | LegExerciseStyle | INT | N | Type of exercise for a derivatives security.
Possible values:- 0: European style: may be exercised only on the expiration date.
- 1: American style: may be exercised on any business day until the expiration date.
- 2: Bermuda style: Not available.
| | 556 | LegCurrency | CURRENCY | N | Currency associated with a particular leg’s price
| | 556 | LegCurrency | CURRENCY | N | Currency associated with a particular leg’s price
| | 561 | RoundLot | QTY | N | The trading lot size of a security.
| | 561 | RoundLot | QTY | N | The trading lot size of a security.
| | 566 | LegPrice | PRICE | N | Price of the leg for a multi-leg instrument
| | 566 | LegPrice | PRICE | N | Price of the leg for a multi-leg instrument
| | 687 | LegQty | QTY | N | Quantity of this leg.
| | 687 | LegQty | QTY | N | Quantity of this leg.
| | 654 | LegRefID | STRING | N | Unique indicator for a specific leg.
Note: Sent only for FIX 4.4 sessions when the tag is
included the corresponding
New Order
Multileg (AB)
request. FIX 4.4 Drop Copy sessions will not send this tag for orders
placed from the TT Trade application.
| | 654 | LegRefID | STRING | N | Unique indicator for a specific leg.
Note: Sent only for FIX 4.4 sessions when the tag is
included the corresponding
New Order
Multileg (AB)
request. FIX 4.4 Drop Copy sessions will not send this tag for orders
placed from the TT Trade application.
| | 637 | LegLastPx | PRICE | N | Execution price assigned to a leg of a multileg instrument.
| | 637 | LegLastPx | PRICE | N | Execution price assigned to a leg of a multileg instrument.
| | 18224 | LegContractYearMonth | STRING | N | Contract term of the underlying instrument in the form, YYYYMMM
| | 18224 | LegContractYearMonth | STRING | N | Contract term of the underlying instrument in the form, YYYYMMM
| | 18212 | LegDeliveryTerm | CHAR | CRequired when both of the following are true:
- The Security Definition indicates it is required.
- The delivery term is not monthly.
| Term of delivery for the underlying instrument.
TT FIX uses this value to identify contracts that do not have a
monthly delivery term.
Possible values:
- A: Same day
- B: Balance of month
- C: End of Month
- D: Day
- E: Weekly
- H: Hour
- L: Balance of week
- M: Month
- N: Next day
- P: Pack
- Q: Quarterly
- S: Seasonal
- T: Weekend
- V: Variable
- W: Week
- X: Custom
- Y: Year
| | 18212 | LegDeliveryTerm | CHAR | CRequired when both of the following are true:
- The Security Definition indicates it is required.
- The delivery term is not monthly.
| Term of delivery for the underlying instrument.
TT FIX uses this value to identify contracts that do not have a
monthly delivery term.
Possible values:
- A: Same day
- B: Balance of month
- C: End of Month
- D: Day
- E: Weekly
- H: Hour
- L: Balance of week
- M: Month
- N: Next day
- P: Pack
- Q: Quarterly
- S: Seasonal
- T: Weekend
- V: Variable
- W: Week
- X: Custom
- Y: Year
| | 18213 | LegDeliveryDate | LOCALMKTDATE | C | Date for contract delivery
| | 18213 | LegDeliveryDate | LOCALMKTDATE | C | Date for contract delivery
| | 1366 | LegAllocID | STRING | CSent when provided by the exchange.
|
Identifier assigned to a leg of a multi-leg trade for ASX clearing
purposes (clearing deal number).
| | 1366 | LegAllocID | STRING | CSent when provided by the exchange.
|
Identifier assigned to a leg of a multi-leg trade for ASX clearing
purposes (clearing deal number).
| | 16568 | LegAvgPx | PRICE | C | The average (mean) price for the legs of a spread.
This value will be populated on Summary Spread Fill Execution Reports.
| | 16568 | LegAvgPx | PRICE | C | The average (mean) price for the legs of a spread.
This value will be populated on Summary Spread Fill Execution Reports.
| | 16615 | LegTTRoutingAccount | STRING | N | TT Routing Account for the leg. Valid for routing synthetic spread orders only.
| | 16615 | LegTTRoutingAccount | STRING | N | TT Routing Account for the leg. Valid for routing synthetic spread orders only.
| | 604 | NoLegSecurityAltID | NUMINGROUP | CSent when there are one or more alternate leg security IDs
| Number of alternate leg security IDs contained in this repeating group
| | 605 | LegSecurityAltID | STRING | Y | Alternate ID for an instrument or security, typically for display purposes.
| | 606 | LegSecurityAltIDSource | STRING | Y | New tag for TT
Class or source of the LegSecurityAltID (605) value.
Possible values:- 1: CUSIP number (sent only when provided by the exchange)
- 4: ISIN number
- 5: RIC code
- 8: Exchange security ID
- 94: Alt Symbol (For ICE, the value is the “Cleared Alias” for the contract.)
- 95: Clearport
- 97: Alias
- 98: Name
- 99: Other
- 91: Exchange Ticker
- A: Bloomberg Code
- H: Clearing House
- S: OpenFIGI ID
| | 16616 | LegBloombergSecurityExchange | STRING | N | Name of the market where the instrument of the LegSecurityAltID (605) value trades.
|
| | 16120 | LegNoFills | NUMINGROUP | CSent for each leg when a multileg order is filled through multiple price levels in a single match transaction, i.e. “sweeping the market”. Can be sent when LegNoFills = 1 for some markets, such as Eurex/EEX.
| Number of partial leg fills included in an Execution Report
Note: Only sent if the FIX client is connected to a TT FIX 4.4 session.
| | 16121 | LegFillExecID | STRING | C | Unique identifier of leg execution as assigned by sell-side (broker, exchange, ECN). The ID must not overlap tag 17 (ExecID).
| | 16122 | LegFillPx | PRICE | C | Price of this leg fill
| | 16123 | LegFillQty | QTY | C | Quantity of this leg fill
| | 16124 | LegFillTradingVenueRegulatoryTradeID | STRING | CSent if available when tag 16120 > 0
| Trading Venue transaction identification code of this leg fill
| | 16125 | LegFillLastLiquidityIndicator | INT | N | Whether this leg fill was a result of a liquidity provider providing or a liquidity taker taking the liquidity in this LegFillsGrp repeating group.
Possible values:- 1: Added liquidity
- 2: Removed liquidity
|
|
|
|
| 453 | NoPartyIDs | NUMINGROUP | N | Number of parties in the PartiesGrp repeating group
| | 448 | PartyID | STRING | CRequired when NoPartyIds (453) is greater than 0.
| Party identifier code
Reserved values when 452=3 (ClientID) and 447=P (Short code):
- 0: Own account; no client
- 1: PNAL (Pending allocation)
- 2: AGGR (Aggregated)
- GU: CME give-up code (to override the Give-up code configured in Setup)
- SX: SGX give-up code (to override the Give-up code configured in Setup)
Reserved when 452=12 (Executing trader) and 447=P (Short code):
- 3: NORE: Execution decision outside firm
| | 452 | PartyRole | INT | CRequired when NoPartyIds (453) is greater than 0.
| Type or role of PartyID (tag 448)
| | 2376 | PartyRoleQualifier | INT | N | Qualifies the PartyRole (tag 452) supplied for this PartyID (tag 448).
Default values are set for this tag when PartyRole (tag 452) is one of the following:
- When 452=3 (Client ID), the default is 2376=23 (Firm).
- When 452=12 (Execution Decision Maker), the default is 2376=24 (Natural Person).
- When 452=122 (Investment Decision Maker), the default is 2376=24 (Natural Person).
Condition: Required when NoPartyIds (453) is greater than 0.
Possible values:- 22: Algorithm
- 23: Firm or legal entity
- 24: Natural person
| | 447 | PartyIDSource | CHAR | CRequired when NoPartyIds (453) is greater than 0.
| Identifies class or source of the PartyID (448) value.
Possible values:- 1: Korean investor ID
- 2: Taiwanese qualified investor ID (QFII FID)
- 3: Taiwanese trading account
- 4: Malaysian central depository
- 5: Chinese investor ID
- 6: UK national insurance or pension number
- 7: US social security number
- 8: US employer or tax ID number
- 9: Australian business number
- A: Australian tax file number
- B: BIC
- C: Generally-accepted market participant identifier
- D: Proprietary
- E: ISO country code
- F: Settlement entity location
- G: MIC
- H: CSD participant member code
- I: Directed broker three-character acronym as defined in the ISITC ETC Best Practice Guidelines document
- P: Short code
|
|
| 1152 | LegNumber | INT | N | The leg sequence number for a strategy
|
| 552 | NoSides | NUMINGROUP | N | Repeating group for sides of the trade
|
| 54 | Side | CHAR | N | Side of the order
Possible values:- 1: Buy
- 2: Sell
- 3: Buy minus
- 4: Sell plus
- 5: Sell short
- 6: Sell short exempt
- 7: Undisclosed
- 8: Cross
- 9: Cross short
- B: As Defined (FIX 4.4 only)
- C: Opposite (FIX 4.4 only)
|
| 37 | OrderID | STRING | N | |
| 582 | CustOrderCapacity | INT | N | Capacity of customer placing the order
Possible values:- 1: Member trading for own account
- 2: Clearing Firm trading for its proprietary account
- 3: Member trading for another member
- 4: All other
|
| 16116 | OrderIDGUID | STRING | N | TT order ID
|
| 1 | Account | STRING | N | Order-routing account for this side of the trade
|
| 80 | AllocQty | QTY | N | Quantity to be allocated to the specified account
|
| 1047 | AllocPositionEffect | CHAR | N | Whether the resulting position after a trade should be an opening position or closing position
Possible values:- O: Open
- C: Close
- R: Rolled
- F: FIFO
- N: Close but notify on open
- D: Default
|
| 18102 | UserID | STRING | C | The TT User ID configured in User Setup.
UserID only displays if enabled via the Send TT Internal Account ID and User ID on Execution Reports And Cancel Reject Messages checkbox in User Setup.
|
| 18218 | TTCustomerName | STRING | C | The Order Profile applied to the TT account.
Can be used by FIX clients to specify the User Setup Order Profile name to be applied to a new order / change order message.
If the successful lookup includes an Order Profile, the profile name is copied to Tag 18218, TT Customer Name.
|
| 10553 | TTID | STRING | C | TT login email address
|
| 16849 | SideTextA | STRING | N | Order Tag Default values for Text A in Setup
Populated when Order Tag Default values for the Text A field are defined in Setup.
Note: Only supported for HKEX Wholesale Orders.
|
| 16850 | SideTextB | STRING | N | Order Tag Default values for Text B in Setup
Populated when Order Tag Default values for the Text B field are defined in Setup.
Note: Only supported for HKEX Wholesale Orders.
|
| 16851 | SideTextC | STRING | N | Populated when Order Tag Default values for the Text C field are defined in Setup.
Note: Only supported for HKEX Wholesale Orders.
|
| 16601 | EchoDC_01 | STRING | N | Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.
|
| 16602 | EchoDC_02 | STRING | N | Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.
|
| 16603 | EchoDC_03 | STRING | N | Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.
|
| 16604 | EchoDC_04 | STRING | N | Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.
|
| 16605 | EchoDC_05 | STRING | N | Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.
|
| 16606 | EchoDC_06 | STRING | N | Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.
|
| 16607 | EchoDC_07 | STRING | N | Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.
|
| 16608 | EchoDC_08 | STRING | N | Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.
|
| 16609 | EchoDC_09 | STRING | N | Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.
|
| 16610 | EchoDC_10 | STRING | N | Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.
|
| 16631 | EchoDC_11 | STRING | N | Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.
|
| 16632 | EchoDC_12 | STRING | N | Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.
|
| 16633 | EchoDC_13 | STRING | N | Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.
|
| 16634 | EchoDC_14 | STRING | N | Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.
|
| 16635 | EchoDC_15 | STRING | N | Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.
|
| 16636 | EchoDC_16 | STRING | N | Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.
|
| 16637 | EchoDC_17 | STRING | N | Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.
|
| 16638 | EchoDC_18 | STRING | N | Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.
|
| 16639 | EchoDC_19 | STRING | N | Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.
|
| 16640 | EchoDC_20 | STRING | N | Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.
|
| 16626 | NVDR | BOOLEAN | N | Related to TFEX Non-Voting Depository Receipt (NVDR) trading.
Note: TFEX does not provide documentation to ISVs regarding usage of the NVDR (Tag 16626) and TTF (Tag 16627) fields. For information about how to use these fields, please contact the exchange.
|
| 16627 | TTF | BOOLEAN | N | Related to TFEX Thai Trust Fund (TTF) trading.
Note: TFEX does not provide documentation to ISVs regarding usage of the NVDR (Tag 16626) and TTF (Tag 16627) fields. For information about how to use these fields, please contact
the exchange.
|
| 16628 | TFUserType | CHAR | N | Sets the type of user that entered the order.
Note: For information on the TFEX user types, please refer to the exchange’s documentation.
Possible values:- T: Traditional trading
- P: Program trading
- M: Market Making
- G: Market making with Program trading
|
| 18220 | BrokerID | STRING | C | TT-defined short code for the broker
|
| 864 | NoEvents | NUMINGROUP | N | Number of entries in the event types repeating group
|
| 865 | EventType | INT | N | Type of event
Possible values:- 5: Expiry date
- 6: Last trading date
- : The following values are only available for EPEX and Nord Pool:
- 13: First delivery date
- 14: Last delivery date
- 101: First trading date
- 102: SDAT first trading date
|
| 866 | EventDate | LOCALMKTDATE | N | Date the event occurred
|
| 1145 | EventTime | UTCTIMESTAMP | N | Note: This tag is only available for EPEX and Nord Pool.
Specific time of event. Use in combination with EventDate <866>.
|
| 16761 | InsertTime | UTCTIMESTAMP | N | (TT internal use only)
Included in TT FIX messages (from TT FIX to the FIX client) for use during the FIX recovery process.
Note: This tag should not be dropped via TT FIX rule.
|
| 18221 | CompanyID | STRING | C | TT-defined name of the firm that sends messages to the exchange.
Note: If the Company Administrator specified a FIX Company ID for a managed user in Setup, that value is returned in this tag.
|
| 58 | Text | STRING | N | Additional information for the person who works the order
|
| 16558 | TextTT | STRING | N | Value corresponding to the Text TT field in TT widgets
|
| 16559 | TextC | STRING | N | Customer-defined text field not sent to exchange.
|
| 10 | CheckSum | STRING | Y | Unencrypted three-character checksum
This tag must always be the last field in a message (i.e. it serves, with the trailing <SOH>, as the end-of-message delimiter).
|
|
