New Order Single (D) Message


Submits a new order from a FIX client to TT FIX

Message Direction

From FIX client to TT FIX

Supported Tags

Tag # Field Name Req’d Data type Comments
Component Block <Standard Header> Y 35=D (MsgType)
11 ClOrdID Y String

Order identifier for the order.

Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field.

Note: Tag 11 (ClOrdID) of an order can change over time.

60 TransactTime N UTCTimestamp

Time, in UTC, the transaction occurred with microsecond precision.

For For exampe:

  • Millisecond precision: 60=20170509-22:34:56.881
  • Millisecond precision: 60=20170509-22:34:56.881321

Note: This tag is valid only in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.

Component Block: <Instrument> Y

Instrument associated with this New Order Single (D) message

18 ExecInst C MultipleStringValue

Order execution instructions

Possible values include:

Note: If you submit multiple values that include an unsupported value, TT FIX will choose the appropriate supported value.

To submit a new order in a “suspended” status, set this tag value to S.

Condition: Required when submitting a suspended order

44 Price C Price

Limit price for limit orders

Condition: Required when Tag 40 (OrdType) is:

  • 2: Limit
  • 4: Stop Limit
99 StopPx C Price

Trigger price for a stop order

Condition: Required when Tag 40 (OrdType) is:

  • 4: Stop Limit
  • K: Market With Leftover as Limit
38 OrdQty Y Qty Total order quantity
110 MinQty C Qty

Minimum quantity for a Minimum Volume (MV) order

Condition: Required for Minimum Volume (MV) orders

1138 DisplayQty
C Qty

New tag for TT

Quantity to disclose for a disclosed quantity (Iceberg) order

Condition: Required for disclosed quantity (Iceberg) orders

54 Side Y char

Side of the order

Possible values include:

  • 1: Buy
  • 2: Sell
  • 3: Buy minus
  • 4: Sell plus
  • 5: Sell short
  • 6: Sell short exempt
  • 7: Undisclosed
  • 8: Cross
  • 9: Cross short
40 OrdType Y char

Order type

Possible values include:

  • 1: Market
  • 2: Limit
  • 3: Stop
  • 4: Stop Limit
  • 5: Market On Close (MOC)
  • B: Limit On Close (LOC)
  • K: Market with Leftover as Limit
  • Q: Market Limit Market (MLM) with Leftover as Limit
  • S: Stop Market to Limit
77 OpenClose N char

Whether the order opens or closes a position

Possible values include:

  • O: Open (default, if unspecified)
  • C: Close
59 TimeInForce N char

How long an order remains active

Possible values include:

  • 0: Day (default, if not specified)
  • 1: Good Till Cancel (GTC)
  • 2: At The Opening (OPG)
  • 3: Immediate or Cancel (IOC)
  • 4: Fill Or Kill (FOK)
  • 5: Good Till Crossing
  • 6: Good Till Date
  • V: Good in Session
  • W: Day Plus
  • X: Good Till Cancel Plus
  • Y: Good Till Date Plus
432 ExpireDate C LocalMktDate

Date a Good Till Date order expires

Condition: Required when Tag 59 (TimeInForce) = 6 (Good Till Date)

1028 ManualOrderIndicator N char

Whether the order is sent manually or through automated trading logic.

Possible values include:

  • Y: Manual
  • N: Automated

Default value is N if the tag is omitted.

Component Block: <Trader> Y

Information about the trader routing the order

16999 ClearingAccountOverride N String

Overrides the clearing account defined in the Setup application for the user's account named in Tag 1.

16558 TextTT N String Value corresponding to the Text TT field in TT widgets
16558 TextTT N String

Value corresponding to the Text TT field in TT widgets

Group: <StrategyParametersGrp> N

Strategy parameter repeating group for TT Order types, user-defined ADL algos, third-party algos, or informational fields

Component Block: <TargetStrategyBlock> N

Alternative to the <StrategyParametersGrp> repeating group for TT Order types, user-defined ADL algos, or third-party algos.

Note: For informational fields (TextA and TextB), you must use the <StrategyParametersGrp> repeating group.

1385 ContingencyType
N int

New tag for TT

Type of contingency

Possible values include:

  • 1: One Cancels the Other (OCO)
  • 2: One Triggers Other (OTO)
  • 3: One Updates the Other (OUO) - Absolute Quantity Reduction
  • 4: One Updates the Other (OUO) - Proportional Quantity Reduction
376 ComplianceId C string

New tag for TT

ID used to represent this transaction for compliance purposes

ID representing the algorithm associated with the order, for compliance purposes

FIX Adapter will continue to echo the Compliance ID in 376 for backward compatibility with pre-MIFID Eurex gateways. If the FIX client sends tag 376 on a new order, the value will not be copied into the MIFID Algo ID field. We're assuming if the client sends tag 376, they are still connecting to a legacy Eurex GW so it will be communicated in the pre-MIFID implemention.

MIFID alogrithm IDs must be sent / received using the Parties repeating group with 2376=22 (algorithm).

Conditions: Required when tag 1028=N and the associated exchange requires the tag

21 HanldInst C int

Order handling instructions.

Possible values include:

  • 1: Automated execution order, private, no broker intervention
  • 2: Automated execution order, public, broker intervention OK
  • 3: Staged order, broker intervention required

Condition: Required when submitting a staged order

16106 StagedOrderMsg N string, 256 character maximum

Message text associated with the staged order.

Typically used to provide additional information to the broker responsible for managing the order.

Note: Valid only for staged orders (Tag 21 (HandlInst)=3)

16111 StagedRoutingLevel C char

Indicator of who can work the staged order.

Possible values include:

  • B: Broker
  • I: Internal

Condition: Required for staged orders (Tag 21 (HandlInst)=3)

58 Text N String

Additional information for the person who works the order

528 OrderCapacity C char

Designates the capacity of the firm placing the order. The value corresponds to the Trading Capacity setting for Customer Defaults in Setup.

Possible values include:

  • A: Agency (maps to [AOTC])
  • G: Proprietary (maps to [AOTC])
  • I: Individual (maps to [AOTC])
  • P: Principal (maps to [DEAL])
  • R: Riskless Principal (maps to [MTCH])
  • W: Agent for Other Member (maps to [AOTC])

Condition: Required for exchanges subject to MiFID II regulations.

1724 OrderOrigination C int

Identifies the origin of the order. whether the order was received from a customer of the firm, originated by the firm, or whether the order was received from another broker-dealer. The value corresponds to the Direct Electronic Access setting for Customer Defaults in Setup.

Valid values include:

  • 5: Order from a direct access or sponsored access customer
  • 99: Other

Condition: Required for exchanges subject to MiFID II regulations.

Note: For MiFID II markets only, TT FIX will automatically send 1724=99 as the default value if this tag is omitted.

16566 DropCopyOrder C char

Indicates the message is a drop copy order message (35=D,F or G) or a pending execution report (35=8, 150=6, A or E). This tag is generated by TT FIX Adapter to provide a complete audit trail for the order.

Condition: Sent only for Drop Copy FIX Adapter sessions with the Compliance Fee (Send original order/cancle/change messsages and pending execution reports) option is enabled in Setup. When sent, the value of this tag will always be Y.

Note: FIX clients should not send this tag for incoming messages.

Group: <PartiesGrp> Y

Entities involved in the financial transaction associated with this FIX message

Group: <OrderAttributesGrp> Y

Attributes associated with the order

Component Block <Standard Trailer> Y

Message Notes

The New Order Single (D) message is used by FIX clients to submit an order for a single contract.

Canceling orders on disconnections

You can request TT FIX to cancel an order when the FIX client logs out or the TCP connection to the TT FIX Server is lost by adding "o" to the value of tag 18 (ExecInst), as in 18=2 o. If the connnect is lost, the TT FIX Server makes a single attempt to cancel all orders with 18=o that originated over that connection. Orders without this value will remain in working state.

TT will reject orders with 18=0 when tag 59 (TimeInForce) is either 1 (GTC) or 6 (GTDate).

Note: TT cannot cancel orders when the disconnection results from a TT FIX Server crash. In this case, FIX users must cancel the orders manually using the Trade app or by connecting the exchange directly.

Notes for 7.X TT FIX Adapter Developers

The following New Order Single (D) message tags from TT FIX Adapter 7.X are deprecated in TT FIX:

  • AutoAggressive [16481]
  • BrokerId [18220]
  • ClearingAccount [440]
  • CustomerOrFirm [375]
  • ExchangeGateway [18203]
  • FFT2 [16102]
  • FFT3 [16103]
  • HandlInst [21]
  • MaxShow [210]
  • NoRelatedSym [146]
  • OrderOriginationID [16142]
  • OrderTag [16105]
  • PassiveAggressive [16480]
  • RatioQty [319]
  • Rule80A [47]
  • SettlType [63]
  • UnderlyingCurrency [318] (Renamed to LegCurrency)
  • UnderlyingDeliveryTerm [18212] (Renamed to LegDeliveryTerm)
  • UnderlyingMaturityDay [314]
  • UnderlyingMaturityMonthYear [313] (Renamed to LegMaturityMonthYear)
  • UnderlyingOptAttribute [317] (Renamed to LegOptAttribute)
  • UnderlyingPutOrCall [315] (Renamed to LegPutOrCall)
  • UnderlyingSecurityAltID [10456] (Renamed to LegSecurityAltID)
  • UnderlyingSecurityExchange [308] (Renamed to LegSecurityExchange)
  • UnderlyingSecurityID [309] (Renamed to LegSecurityID)
  • UnderlyingSecurityType [310] (Renamed to LegType)
  • UnderlyingStrikePrice [316] (Renamed to LegStrikePrice)
  • UnderlyingSymbol [311] (Renamed to LegSymbol)
  • UserTag [16104]