Business Message Reject (j) Message Purpose Used to reject an application-level request that cannot be rejected by other means Message Direction From TT FIX to FIX client Tag Directory Click the links below to navigate to the documentation for that tag. Message Notes The Business Message Reject (j) message is used by the TT FIX […]
Execution Report (8) Message Purpose Used to send order information to a FIX client, such as confirmations, fills, and unsolicited changes Message Direction From TT FIX to FIX client Tag Directory Click the links below to navigate to the documentation for that tag. Message Notes The Execution Report (8) message is used to respond to […]
Multileg Order Cancel-Replace (AC) Message Purpose Used to change an existing multileg order Note: This message is valid only for FIX clients that connect to a TT FIX 4.4 session. Message Direction From FIX client to TT FIX Tag Directory Click the links below to navigate to the documentation for that tag. Message Notes The […]
New Order List (E) Message Purpose Note New Order List (35=E) messages are supported in TT only by the EPEX and Nord Pool exchanges. Defines a basket of multiple contracts and submits multiple individual orders in a single message. For each New Order List (35=E) submitted, the exchange will either accept or reject all component […]
New Order Multileg (AB) Message Purpose Submits a new order for securities that are made up of multiple securities, known as legs, from a FIX client to TT FIX Note: This message is valid only for FIX clients that connect to a TT FIX 4.4 session. Message Direction From FIX client to TT FIX Tag […]
New Order Single (D) Message Purpose Submits a new order from a FIX client to TT FIX Message Direction From FIX client to TT FIX Tag Directory Click the links below to navigate to the documentation for that tag. Message Notes The New Order Single (D) message is used by FIX clients to submit an […]
Order Cancel Reject (9) Message Purpose Used to reject an order cancel or cancel/replace request Message Direction From TT FIX to FIX client Tag Directory Click the links below to navigate to the documentation for that tag. Message Notes The Order Cancel Reject (9) message is used by TT FIX to reject an Order Cancel […]
Order Cancel Request (F) Message Purpose Used to cancel an order Message Direction From FIX client to TT FIX Tag Directory Click the links below to navigate to the documentation for that tag. Message Notes The Order Cancel Request (F) message is used by FIX clients to cancel an existing order in the market. Related […]
Order Cancel/Replace Request (G) Message Purpose Used to change an existing order Message Direction From FIX client to TT FIX Tag Directory Click the links below to navigate to the documentation for that tag. Message Notes The Order Cancel Replace Request (G) message is used by FIX clients to make changes to a previously submitted […]
Order Status Request (H) Message Purpose Used to request status of orders Message Direction From FIX client to TT FIX Tag Directory Click the links below to navigate to the documentation for that tag. Message Notes The Order Status Request (H) message is used by FIX clients to query the status of an order. TT […]
Quote Request (R) message Purpose Used to request quotes from brokers prior to placing an order. Note: When a FIX client sends a Market Data Request (V) for a given instrument with SubscriptionRequestType=1 to create a market data subscription, that client is automatically subscribed for RFQ messages for that instrument. Message Direction From FIX client […]
Quote Request Response (b) message Purpose Used to receive quotes confirmation prior to placing an order. Message Direction From TT FIX to FIX client only. FIX clients cannot submit Quote Requests (RFQs) via the TT Security Data service. Tag Directory Click the links below to navigate to the documentation for that tag. Message Notes The […]
Security Definition (d) Message Purpose Used to send contract information in response to a security definition request Message Direction From TT FIX to a FIX client Tag Directory Click the links below to navigate to the documentation for that tag. Message Notes The Security Definition (d) message is used to send information about an exchange-listed […]
Security Definition Request (c) Message Purpose Used to request contract information Message Direction From a FIX client to the TT FIX Tag Directory Click the links below to navigate to the documentation for that tag. Message Notes The Security Definition Request (c) message is used by FIX clients to request contract data. You can filter […]
Trade Capture Report (AE) Message Purpose Used to report trades between counterparties Message Direction From FIX client to TT FIX Tag Directory Click the links below to navigate to the documentation for that tag. Message Notes The Trade Capture Report (AE) message can be used to: Report trades between counterparties Report trades to a trade […]
Trade Capture Report Ack (AR) Message Purpose Used to acknowledge the receipt of a trade capture report from a counterparty Message Direction From TT FIX to FIX client Tag Directory Click the links below to navigate to the documentation for that tag. Message Notes The Trade Capture Report Ack (AR) message can be: Used to […]