TT Volume Sliced

A TT Volume Sliced order slices a large quantity order into smaller disclosed orders based on trading volume. The resting portion may not be filled before there is enough trading volume to submit the next portion. The “Leftover” parameter for a TT Volume Sliced order indicates how to handle the resting order when it is time to send the next portion.

For more information, refer to the TT Volume Sliced 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
11	OrderTypeTag 40	tt_net_sdk.OrderType	TRUE	FALSE	OrderProfile	Order Type for native child order.
4	ChildTIFTag 16903	tt_net_sdk.TimeInForce	TRUE	FALSE	UserParameters	Time in force for native child order
6	IntervalTag 16907	Int_t	TRUE	FALSE	UserParameters	Volume interval
8	DiscValTag 16904	Qty_t	TRUE	TRUE	UserParameters	The quantity disclosed for each slice
9	DiscValTypeTag 16905	tt_net_sdk.tt_volume_sliced.DiscValType	TRUE	FALSE	UserParameters	Disclosed quantity type
10	VarianceTag 16958	Int_t	FALSE	TRUE	UserParameters	Disclosed quantity variance
2	LimitPriceTag 44	Price	TRUE	TRUE	OrderProfile	Limit price to be used for native child order
12	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.
13	LimitPriceTypeTag 16911	tt_net_sdk.tt_volume_sliced.LimitPriceType	FALSE	FALSE	UserParameters
15	WithATickTypeTag 16921	tt_net_sdk.tt_volume_sliced.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.
14	WithATickTag 16922	Int_t	FALSE	TRUE	UserParameters
16	LeftoverActionTag 16909	tt_net_sdk.tt_volume_sliced.LeftoverAction	TRUE	TRUE	UserParameters	Action to take if any quantity remains after a slice interval is complete.
18	LeftoverTicksTag 16910	Int_t	FALSE	TRUE	UserParameters	If LeftoverAction=Payup, this specifies the number of payup ticks.
17	LeftoverTimeTag 16971	tt_net_sdk.tt_volume_sliced.LeftoverTime	FALSE	FALSE	UserParameters	Specifies when to perform the LeftoverAction
25	LeftoverMktOrderLimitEnabled	Boolean_t	FALSE	TRUE	UserParameters	If LeftoverAction=Go-To-Market and this is enabled, a limit order will be submitted ‘LeftoverMktOrderLimitTicks’ into the market instead of a market order.
26	LeftoverMktOrderLimitTicksTag 16966	Int_t	FALSE	TRUE	UserParameters
21	TriggerPriceTag 99	Price	FALSE	TRUE	OrderProfile	If provided, sets the parameters of a trigger which must be activated before the time slicing portion of the algo will be executed. If IsTrlTrg=TRUE, the trigger will trail instead of being static so TriggerPrice will be ignored.
20	TriggerTypeTag 16920	tt_net_sdk.tt_volume_sliced.TriggerType	FALSE	FALSE	UserParameters
22	TriggerPriceTypeTag 16918	tt_net_sdk.tt_volume_sliced.TriggerPriceType	FALSE	FALSE	UserParameters
23	IsTrlTrgTag 16908	Boolean_t	FALSE	FALSE	UserParameters
24	TriggerTicksAwayTag 16919	Int_t	FALSE	TRUE	UserParameters
27	WaitingOptionTag 16961	tt_net_sdk.tt_volume_sliced.WaitingOption	TRUE	FALSE	UserParameters	Dictates when to start the parent synthetic order.
28	STimeTag 168	UTCTimestamp_t	FALSE	TRUE	UserParameters	If WaitingOption is set to Time, this parameter defines the start date/time.
29	ParentTIFTag 16950	tt_net_sdk.tt_volume_sliced.ParentTIF	TRUE	FALSE	UserParameters	Time in force for parent synthetic order
30	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.
31	ETimeActTag 16906	tt_net_sdk.tt_volume_sliced.ETimeAct	FALSE	FALSE	UserParameters
32	ETAGoToMktTicksEnabled	Boolean_t	FALSE	TRUE	UserParameters
33	ETAGoToMktTicksTag 16960	Int_t	FALSE	TRUE	UserParameters
19	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.