About the Message Structure Overview FIX messages contain data relevant to the data packet, message, and machine. Parts of a message Every message sent between a FIX client and TT FIX includes the following parts: Message header, which contains meta-data about the message Message body, which contains information specific to the request or response Message […]
Overview The <FillsGrp> specifies the partial fills included in an Execution Report (8). Tag Directory Click the links below to navigate to the documentation for that tag.
Overview When sending the instrument component block in a FIX client request, you can specify the instrument in any of the following methods: By security ID You can use the security ID method for all cases. Instead of including the entire instrument block when communicating with TT FIX, client applications can use Tag 48 (SecurityID) […]
Overview When the TT FIX returns an instrument component block in a response, it includes tags that provide additional information about the instrument. Supported tags
Overview The <LegFillsGrp> specifies the partial leg fills included in an Execution Report (8) when connected to a TT FIX 4.4 session. Tag Directory Click the links below to navigate to the documentation for that tag.
Overview The <LegInstrumentGrp> component block uses the same structure as the instrument component block sent from FIX clients to TT FIX Order Router, except that all of its tags represent the legs of an exchange-traded strategy. For example, instead of Tag 55 (Symbol) this block contains Tag 600 (LegSymbol). Tag Directory Click the links below […]
Overview The LegSecurityAltIDGrp group is used to identify a number alternate security identifiers for an instrument leg. Tag Directory Click the links below to navigate to the documentation for that tag.
Overview The OrderAttributeGrp group is used to identify order-specific attributes. Tag Directory Click the links below to navigate to the documentation for that tag.
Overview The Parties group is used to identify and convey information about the entities involved in the financial transaction associated with this FIX message. Tag Directory Click the links below to navigate to the documentation for that tag.
Overview The Score Parameters group is used to identify and convey information about the TT Trade Surveillance trade surveillance tool. Tag Directory Click the links below to navigate to the documentation for that tag.
Overview The SecurityAltIDGrp group is used to identify a number alternate security identifiers for an instrument in an Instrument block in response messages. Tag Directory Click the links below to navigate to the documentation for that tag.
Overview The <StrategyParametersGrp> repeating group contains the parameters and values used by the following synthetic orders and free-form text fields: The repeating group is used to specify the name, data type and value of every parameter or field required by a synthetic order or free-form text field. Supported tags Specifying parameters for TT order types […]
Component block: <TargetStrategy> Overview The <TargetStrategy> component block provides an alternative to using the StrategyParametersGrp repeating group to specify TT Order types in the following messages: New Order Single (D) Order Cancel/Replace Request (G) New Order Multileg (AB) Multileg Order Cancel-Replace (AC) Execution Report (8) Notes: TT FIX returns these parameters as a <StrategyParametersGrp> repeating […]
Component block: <TargetStrategy> Overview The <TargetStrategy> component block provides an alternative to using the StrategyParametersGrp repeating group to specify TT Premium Order types in the following messages: New Order Single (D) Order Cancel/Replace Request (G) New Order Multileg (AB) Multileg Order Cancel-Replace (AC) Execution Report (8) Notes: TT FIX returns these parameters as a <StrategyParametersGrp> […]
Overview Certain message types include a <Trader> component block, which carries trader and account information. Supported tags
Overview Certain message types include a <Trader> component block, which carries trader and account information. Supported tags
About the message body The message body contains data specific to the particular message. Common components in messages Many messages share a common set of tags. For example, all of the order-related messages contain tags that identify the trader and trading account information. To help identify these shared components, TT FIX groups the shared tags […]
Overview Every message sent to and received from TT FIX must start with message sender and receiver information, message type, and message size. Message header tags in requests from a FIX client to TT FIX, and in responses from TT FIX to a FIX client
Overview Every message sent to and from the TT FIX must end with a message trailer.