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TT Iceberg

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.

TT If Touched

An If-Touched is an order that is triggered when the market has reached or traded through a specified price in the market. If-Touched orders are similar to Stop orders except the trigger price behavior is inverted. An If-Touched trigger price is typically set better than the current market.

Buy If-Touched orders are generally placed below the current last traded price while, Sell If-Touched orders are generally placed above the current last traded price.

For more information, refer to the TT If Touched 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
19 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
34 LimitPriceTag 44 Price FALSE TRUE OrderProfile Limit price to be used for native child order
22 LimitPriceTypeTag 16911 tt_net_sdk.tt_if_touched.LimitPriceType FALSE TRUE UserParameters If provided, overrides LimitPrice and sets the native child order price to be LimitPriceType+Payup for buys and LimitPriceType-Payup for sells. (This would be the same as setting Number 20 to “Payup”.)
21 PayupTag 16930 Int_t FALSE TRUE UserParameters
25 WithATickTypeTag 16921 tt_net_sdk.tt_if_touched.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.
24 WithATickTag 16922 Int_t FALSE TRUE UserParameters
2 TriggerPriceTag 99 Price FALSE TRUE OrderProfile Sets the parameters of the primary trigger. If IsTrlTrg=TRUE, the trigger will trail instead of being static so TriggerPrice will be ignored.
6 TriggerPriceTypeTag 16918 tt_net_sdk.tt_if_touched.TriggerPriceType FALSE FALSE UserParameters
17 IsTrlTrgTag 16908 Boolean_t FALSE FALSE UserParameters
18 TriggerTicksAwayTag 16919 Int_t FALSE TRUE UserParameters
8 TriggerQtyTypeTag 16923 tt_net_sdk.tt_if_touched.TriggerQtyType FALSE FALSE UserParameters If provided, sets a quantity trigger in addition to the primary price trigger.
9 TriggerQtyCompareTag 16924 tt_if_touched.TriggerQtyCompare FALSE FALSE UserParameters
10 TriggerQtyTag 16925 Qty_t FALSE TRUE UserParameters
7 TriggerLTPResetTag 16926 Boolean_t FALSE FALSE UserParameters
12 SecondConditionIsOnTag 16966 Boolean_t FALSE FALSE UserParameters If provided, sets a secondary quantity trigger.
13 SecondTriggerPriceTypeTag 16972 tt_net_sdk.tt_if_touched.SecondTriggerPriceType FALSE FALSE UserParameters
14 SecondTriggerQtyTypeTag 16968 tt_net_sdk.tt_if_touched.SecondTriggerQtyType FALSE FALSE UserParameters
15 SecondTriggerQtyCompareTag 16969 tt_net_sdk.tt_if_touched.SecondTriggerQtyCompare FALSE FALSE UserParameters
16 SecondTriggerQtyTag 16970 Qty_t FALSE TRUE UserParameters
27 WaitingOptionTag 16961 tt_net_sdk.tt_if_touched.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_if_touched.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_if_touched.ETimeAct FALSE FALSE UserParameters
32 ETAGoToMktTicksEnabled Boolean_t FALSE TRUE UserParameters
33 ETAGoToMktTicksTag 16960 Int_t FALSE TRUE UserParameters
26 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.

TT Order Types

A TT Order Type order is a synthetic order that manages the submission and execution of other orders in the market. TT Order Types provide more robust order execution functionality than exchanges support natively. They offer order types not supported by exchanges or provide more options than exchange-native order types provide.

For more information, refer to the TT Order Types section of the Trade help.

TT Retry

A TT Retry order is a synthetic order that repeatedly submits a child order until it is accepted by the exchange or until it is rejected a specified number of times.

For more information, refer to the TT Retry 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
2 LimitPriceTag 44 Price TRUE TRUE OrderProfile Limit price to be used for native child order
6 RetryCountTag 16942 Int_t TRUE FALSE UserParameters Number of retries
7 RetryIntervalTag 16943 Int_t TRUE FALSE UserParameters Retry interval
8 WaitingOptionTag 16961 tt_net_sdk.tt_retry.WaitingOption TRUE FALSE UserParameters Dictates when to start the parent synthetic order.
9 STimeTag 168 UTCTimestamp_t FALSE TRUE UserParameters If WaitingOption is set to Time, this parameter defines the start date/time.
10 ParentTIFTag 16950 tt_net_sdk.tt_retry.ParentTIF TRUE FALSE UserParameters Time in force for parent synthetic order

TT Stop

A TT Stop order is triggered when the market has reached or penetrated a specified price in the market. Stop triggers are typically set worse than current market prices, which means that Buy Stops are placed above the current last traded price, while Sell Stops are placed below the last traded price.

For more information, refer to the TT Stop Order section of the Trade help.

Number

Name

FIX Tag

Type
Required
Updatable
FieldLocation Description
(constructor variable) Instrument TRUE FALSE OrderProfile Instrument for native child order
1

OrderQty

Tag 38

Quantity TRUE TRUE OrderProfile Order quantity for native child order
5

OrderSide

Tag 54

tt_net_sdk.OrderSide

TRUE FALSE OrderProfile Side for native child order
3

Account

Tag 1

Account TRUE FALSE OrderProfile Account for native child order
19

OrderType

Tag 40

tt_net_sdk.OrderType

TRUE FALSE OrderProfile Order Type for native child order.
4

ChildTIF

Tag 16903

tt_net_sdk.TimeInForce

TRUE FALSE UserParameters Time in force for native child order
34

LimitPrice

Tag 44

Price FALSE TRUE OrderProfile Limit price to be used for native child order
22

LimitPriceType

Tag 16911

tt_net_sdk.tt_stop.LimitPriceType FALSE TRUE UserParameters If provided, overrides LimitPrice and sets the native child order
price to be LimitPriceType+Payup for buys and LimitPriceType-Payup for sells. (This would be the
same as setting Number 20 to “Payup”.)
21

Payup

Tag 16930

Int_t FALSE TRUE UserParameters
25

WithATickType

Tag 16921

tt_net_sdk.tt_stop.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.
24

WithATick

Tag 16922

Int_t FALSE TRUE UserParameters
2

TriggerType

Tag 99

Price FALSE TRUE OrderProfile Sets the parameters of the primary trigger. If IsTrlTrg=TRUE, the
trigger will trail instead of being static so TriggerPrice will be ignored.
6

TriggerPriceType

Tag 16918

tt_net_sdk.tt_stop.TriggerPriceType

FALSE FALSE UserParameters
17

IsTrlTrg

Tag 16908

Boolean_t FALSE FALSE UserParameters
18

TriggerTicksAway

Tag 16919

Int_t FALSE TRUE UserParameters
11 NoImplies Boolean_t FALSE FALSE UserParameters If enabled, implied prices will be excluded in triggering logic.
8

TriggerQtyType

Tag 16923

tt_net_sdk.tt_stop.TriggerQtyType

FALSE FALSE UserParameters If provided, sets a quantity trigger in addition to the primary
price trigger.
9

TriggerQtyCompare

Tag 16924

tt_net_sdk.tt_stop.TriggerQtyCompare

FALSE FALSE UserParameters
10

TriggerQty

Tag 16925

Qty_t FALSE TRUE UserParameters
7

TriggerLTPReset

Tag 16926

Boolean_t FALSE FALSE UserParameters
12

SecondConditionIsOn

Tag 16966

Boolean_t FALSE FALSE UserParameters If provided, sets a secondary quantity trigger.
13

SecondTriggerPriceType

Tag 16972

FALSE FALSE UserParameters
14

SecondTriggerQtyType

Tag 16968

tt_net_sdk.tt_stop.SecondTriggerQtyType

FALSE FALSE UserParameters
15

SecondTriggerQtyCompare

Tag 16969

FALSE FALSE UserParameters
16

SecondTriggerQty

Tag 16970

Qty_t FALSE TRUE UserParameters
27

WaitingOption

Tag 16961

tt_net_sdk.tt_stop.WaitingOption TRUE FALSE UserParameters Dictates when to start the parent synthetic order.
28

STime

Tag 168

UTCTimestamp_t FALSE TRUE UserParameters If WaitingOption is set to Time, this parameter defines the start date/time.
29

ParentTIF

Tag 16950

tt_net_sdk.tt_stop.ParentTIF TRUE FALSE UserParameters Time in force for parent synthetic order
30

ETime

Tag 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

ETimeAct

Tag 16906

tt_net_sdk.tt_stop.ETimeAct FALSE FALSE UserParameters
32 ETAGoToMktTicksEnabled Boolean_t FALSE TRUE UserParameters
33

ETAGoToMktTicks

Tag 16960

Int_t FALSE TRUE UserParameters
26

AutoResubExpiredGTD

Tag 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.

TT Time Duration

A TT Time Duration order slices a large quantity order into smaller disclosed order portions for a specified duration to achieve the total goal quantity; child order portions are entered into the market based on an interval or disclosed quantity.

For more information, refer to the TT Time Duration 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 FALSE FALSE UserParameters Specify either (1) the Interval (time interval for each slice in milliseconds) or (2) DiscVal / DiscValType (quantity disclosed for each slice / disclosed quantity type).
8 DiscValTag 16904 Qty_t FALSE TRUE UserParameters
9 DiscValTypeTag 16905 tt_net_sdk.tt_time_duration.DiscValType FALSE FALSE UserParameters
10 VarianceTag 16958 Int_t FALSE TRUE UserParameters Disclosed quantity variance
34 DurationTag 16944 Int_t FALSE TRUE UserParameters Specify the total duration of the order as either (1) Duration / DurationBaseUnit or (2) DurationSTime / DurationETime.
35 DurationBaseUnitTag 16945 tt_net_sdk.tt_time_duration.DurationBaseUnit FALSE TRUE UserParameters
36 DurationSTimeTag 16946 UTCTimestamp_t FALSE TRUE UserParameters
37 DurationETimeTag 16947 UTCTimestamp_t FALSE TRUE UserParameters
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_time_duration.LimitPriceType FALSE FALSE UserParameters
15 WithATickTypeTag 16921 tt_net_sdk.tt_time_duration.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_time_duration.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_time_duration.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_time_duration.TriggerType FALSE FALSE UserParameters
22 TriggerPriceTypeTag 16918 tt_net_sdk.tt_time_duration.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_time_duration.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.
Note: Do not set a value for Start Time (STime) when setting a value for the Duration Start Time (DurationSTime).
29 ParentTIFTag 16950 tt_net_sdk.tt_time_duration.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_time_duration.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.

TT Time Sliced

A TT Time Sliced order slices a large quantity order into smaller disclosed quantity orders. Child order portions are sent to the market at fixed time intervals. The resting portion might not be filled before it is time to disclose the next portion.

For more information, refer to the TT Time 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 Time interval for each slice in milliseconds
8 DiscValTag 16904 Qty_t TRUE TRUE UserParameters The quantity disclosed for each slice
9 DiscValTypeTag 16905 tt_net_sdk.tt_time_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_time_sliced.LimitPriceType FALSE FALSE UserParameters
15 WithATickTypeTag 16921 tt_net_sdk.tt_time_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_time_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_time_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_time_sliced.TriggerType FALSE FALSE UserParameters
22 TriggerPriceTypeTag 16918 tt_net_sdk.tt_time_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_time_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_time_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_time_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.

TT Timed

Timed orders are used to manage a trading day (e.g., exit by market close). For instance, you might want to submit an order as soon as the market opens, or exit a position just before the market closes. TT Timed order parameters schedule an order’s start date and time and/or end date and time and may be included as part of all TT Order Type orders.

For more information, refer to the TT Timed 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
6 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
2 LimitPriceTag 44 Price TRUE TRUE OrderProfile Limit price to be used for native child order
7 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.
8 LimitPriceTypeTag 16911 tt_net_sdk.tt_timed.LimitPriceType FALSE FALSE UserParameters
10 WithATickTypeTag 16921 tt_net_sdk.tt_timed.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.
9 WithATickTag 16922 Int_t FALSE TRUE UserParameters
12 WaitingOptionTag 16961 tt_net_sdk.tt_timed.WaitingOption TRUE FALSE UserParameters Dictates when to start the parent synthetic order.
13 STimeTag 168 UTCTimestamp_t FALSE TRUE UserParameters If WaitingOption is set to Time, this parameter defines the start date/time.
14 ParentTIFTag 16950 tt_net_sdk.tt_timed.ParentTIF TRUE FALSE UserParameters Time in force for parent synthetic order
15 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.
16 ETimeActTag 16906 tt_net_sdk.tt_timed.ETimeAct FALSE FALSE UserParameters
17 ETAGoToMktTicksEnabledTag 16960 Boolean_t FALSE TRUE UserParameters
18 ETAGoToMktTicksTag 16960 Int_t FALSE TRUE UserParameters
11 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.

TT Trailing Limit

A TT Trailing Limit order submits a native limit exchange order into the market then dynamically adjusts the price to stay within a specified distance of the market if it moves away.

For more information, refer to the TT Trailing Limit 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
LimitPriceTag 44 Price TRUE TRUE OrderProfile N/A
6 LimitPriceTypeTag 16911 tt_net_sdk.tt_trailing_limit.LimitPriceType TRUE FALSE UserParameters Sets the price used to calculate the trailing price relative to the market
7 LimitTicksAwayTag 16912 Int_t TRUE TRUE UserParameters Specifies the number of ticks away from the specified Price Type the order should trail the market.
9 WaitingOptionTag 16961 tt_net_sdk.tt_trailing_limit.WaitingOption TRUE FALSE UserParameters Dictates when to start the parent synthetic order.
10 STimeTag 168 UTCTimestamp_t FALSE TRUE UserParameters If WaitingOption is set to Time, this parameter defines the start date/time.
11 ParentTIFTag 16950 tt_net_sdk.tt_trailing_limit.ParentTIF TRUE FALSE UserParameters Time in force for parent synthetic order
12 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.
13 ETimeActTag 16906 tt_net_sdk.tt_trailing_limit.ETimeAct FALSE FALSE UserParameters
14 ETAGoToMktTicksEnabledTag 16960 Boolean_t FALSE TRUE UserParameters
15 ETAGoToMktTicksTag 16960 Int_t FALSE TRUE UserParameters
8 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.

TT Volume Duration

A TT Volume Duration 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 Duration 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 Duration 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 Specify either (1) the Interval (volume interval for each slice) or (2) DiscVal / DiscValType (quantity disclosed for each slice / disclosed quantity type).
8 DiscValTag 16904 Qty_t TRUE TRUE UserParameters
9 DiscValTypeTag 16905 tt_net_sdk.tt_volume_duration.DiscValType TRUE FALSE UserParameters
10 VarianceTag 16958 Int_t FALSE TRUE UserParameters Disclosed quantity variance
34 DurationTag Int_t FALSE TRUE UserParameters Specify the total volume duration of the order.
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_duration.LimitPriceType FALSE FALSE UserParameters
15 WithATickTypeTag 16921 tt_net_sdk.tt_volume_duration.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_duration.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_duration.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_duration.TriggerType FALSE FALSE UserParameters
22 TriggerPriceTypeTag 16918 tt_net_sdk.tt_volume_duration.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_duration.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_duration.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_duration.ETimeAct FALSE FALSE UserParameters
32 ETAGoToMktTicksEnabled Boolean_t FALSE TRUE UserParameters
33 ETAGoToMktTicksTag 16960 Int_t FALSE TRUE UserParameters

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.

TT With A Tick

A With A Tick (WAT) order is a limit order that that is automatically repriced one tick towards the market based on the price and quantity of the opposite inside market.

For more information, refer to the TT With A Tick 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
6 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
2 LimitPriceTag 44 Price TRUE TRUE OrderProfile Limit price to be used for native child order
7 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.
8 LimitPriceTypeTag 16911 tt_net_sdk.tt_withatick.LimitPriceType FALSE FALSE UserParameters
10 WithATickTypeTag 16921 tt_net_sdk.tt_withatick.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.
9 WithATickTag 16922 Int_t FALSE TRUE UserParameters
11 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.
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