A TT Iceberg order executes a large volume order by breaking it into smaller disclosed orders, publicly displaying only the specified portion instead of the full order quantity. When one disclosed portion fills, the next portion is entered into the market. This process continues until the order is filled.
For more information, refer to the TT Iceberg Order section of the Trade help.
| Number | NameFIX Tag | Type | Required | Updatable | FieldLocation | Description |
| (constructor variable) | Instrument | TRUE | FALSE | OrderProfile | Instrument for native child order | |
| 1 | OrderQtyTag 38 | Quantity | TRUE | TRUE | OrderProfile | Order quantity for native child order |
| 5 | OrderSideTag 54 | tt_net_sdk.OrderSide | TRUE | FALSE | OrderProfile | Side for native child order |
| 3 | AccountTag 1 | Account | TRUE | FALSE | OrderProfile | Account for native child order |
| OrderTypeTag 40 | tt_net_sdk.OrderType | TRUE | FALSE | OrderProfile | Order Type for native child order. This is always a limit order. | |
| 4 | ChildTIFTag 16903 | tt_net_sdk.TimeInForce | TRUE | FALSE | UserParameters | Time in force for native child order |
| 6 | DiscValTag 16904 | Quantity | TRUE | TRUE | UserParameters | Disclosed quantity |
| 7 | DiscValTypeTag 16905 | tt_net_sdk.tt_iceberg.DiscValType | TRUE | TRUE | UserParameters | Disclosed quantity type |
| 8 | VarianceTag 16958 | Int_t | FALSE | FALSE | UserParameters | Quantity variance |
| 2 | LimitPriceTag 44 | Price | TRUE | TRUE | OrderProfile | Limit price to be used for native child order |
| 9 | LimitTicksAwayTag 16912 | Int_t | FALSE | TRUE | UserParameters | If provided, overrides LimitPrice and sets the native child order price to be LimitPriceType-LimitTicksAway for buys and LimitPriceType+LimitTicksAway for sells. |
| 10 | LimitPriceTypeTag 16911 | tt_net_sdk.tt_iceberg.LimitPriceType | FALSE | FALSE | UserParameters | |
| 12 | WithATickTypeTag 16921 | tt_net_sdk.tt_iceberg.WithATickType | FALSE | FALSE | UserParameters | If provided, sets the threshold for the With A Tick behavior that reprices the child order one tick toward the market when available quantity at the opposite inside market is at or below the specified quantity threshold. |
| 11 | WithATickTag 16922 | Int_t | FALSE | TRUE | UserParameters | |
| 15 | TriggerPriceTag 99 | Price | FALSE | TRUE | OrderProfile | If provided, sets the parameters of a trigger which must be activated before the Iceberg portion of the algo will be executed. If IsTrlTrg=TRUE, the trigger will trail instead of being static so TriggerPrice will be ignored. |
| 14 | TriggerTypeTag 16920 | tt_net_sdk.tt_iceberg.TriggerType | FALSE | FALSE | UserParameters | |
| 16 | TriggerPriceTypeTag 16918 | tt_net_sdk.tt_iceberg.TriggerPriceType | FALSE | FALSE | UserParameters | |
| 24 | IsTrlTrgTag 16908 | Boolean_t | FALSE | FALSE | UserParameters | |
| 25 | TriggerTicksAwayTag 16919 | Int_t | FALSE | TRUE | UserParameters | |
| 17 | WaitingOptionTag 16961 | tt_net_sdk.tt_iceberg.WaitingOption | TRUE | FALSE | UserParameters | Dictates when to start the parent synthetic order. |
| 18 | STimeTag 168 | UTCTimestamp_t | FALSE | TRUE | UserParameters | If WaitingOption is set to Time, this parameter defines the start date/time. |
| 19 | ParentTIFTag 16950 | tt_net_sdk.tt_iceberg.ParentTIF | TRUE | FALSE | UserParameters | Time in force for parent synthetic order |
| 20 | ETimeTag 126 | UTCTimestamp_t | FALSE | TRUE | UserParameters | If ParentTIF is set to Time, ETime defines the end date/time and ETimeAct defines the end time action. If the ETimeAction is set to GoToMarket and ETAGoToMktTicksEnabled is set to True, then ETAGoToMktTicks defines the number of ticks through the market that a limit order will be submitted through market. |
| 21 | ETimeActTag 16906 | tt_net_sdk.tt_iceberg.ETimeAct | FALSE | FALSE | UserParameters | |
| 22 | ETAGoToMktTicksEnabledTag 16960 | Boolean_t | FALSE | TRUE | UserParameters | |
| 23 | ETAGoToMktTicksTag 16960 | Int_t | FALSE | TRUE | UserParameters | |
| 13 | AutoResubExpiredGTDTag 16949 | Boolean_t | FALSE | FALSE | UserParameters | If set to True and ChildTIF is set to GTD, the child order will be resubmitted when the market reopens if the current session closes and there is still unfilled quantity. |