TT® FIX

Component block: <Trader> (TT FIX response)

Overview

Certain message types include a <Trader> component block, which carries trader and account information.

Note: In a change from 7.X FIX Adapter, tag 18220 (BrokerID) and tag 18221 (CompanyID) have been moved to the <Trader> component block.

Supported tags

Tag # Field Name Req'd Data type Comments
1 Account C String

Order-routing account

The value matches the Tag 1 (Account) in the corresponding request.

Condition: Sent when available.

Note: When the value represents an internal, non-routing account, TT also sends a PartiesGrp with the external routing (parent) account in tag 448 (PartyID) and with tag 452 (PartyRole) set to 24 (Customer Account).

528 OrderCapacity C char

New tag for TT

Designates the capacity of the firm placing the order

Possible values include:

  • A: Agency
  • G: Proprietary
  • I: Individual
  • P: Principal
  • R: Riskless Principal
  • W: Agent for Other Member

Condition: Sent when provided by the Exchange

582 CustOrderCapacity C int

New tag for TT

Capacity of customer placing the order

Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).

Possible values include:

  • 1: Member trading for own account
  • 2: Clearing Firm trading for its proprietary account
  • 3: Member trading for another member
  • 4: All other

Condition: Sent when provided by the Exchange

10553 TTID C String

TT login email address

Condition: Sent when available

18220 BrokerID C String

TT-defined short code for the broker.

Condition: Sent when available in Execution Report (8) and Order Cancel Reject (9) messages.

18221 CompanyID C String

TT-defined name of the firm that sends messages to the exchange

Condition: Sent when available in Execution Report (8) and Order Cancel Reject (9) messages.

453 NoPartyIDs C int

New tag for TT

Number of parties in the Parties repeating group

Condition: Sent if provided by the exchange

448 PartyID C String

New tag for TT

Party identifier code

Condition: Sent when NoPartyIds (453) is greater than 0.

452 PartyRole C int

New tag for TT

Type or role of PartyID (tag 448)

Possible values include:

  • 1: Executing firm (formerly FIX 4.2 ExecBroker)
  • 2: Broker of credit
  • 3: Client id (formerly FIX 4.2 ClientID)
  • 4: Clearing firm< (formerly FIX 4.2 ClearingFirm)/li>
  • 5: Investor id
  • 6: Introducing firm
  • 7: Entering firm
  • 8: Locate
  • 9: Fund manager client id
  • 10: Settlement location
  • 11: Order origination trader
  • 12: Executing trader (associated with Executing Firm - actually executes)
  • 13: Order origination firm
  • 14: Giveup clearing firm
  • 15: Correspondant clearing firm
  • 16: Executing system
  • 17: Contra firm
  • 18: Contra clearing firm
  • 19: Sponsoring firm
  • 20: Underlying contra firm
  • 21: Clearing organization
  • 22: Exchange
  • 24: Customer account
  • 25: Correspondent clearing organization
  • 26: Correspondent broker
  • 27: Buyer seller
  • 28: Custodian
  • 29: Intermediary
  • 30: Agent
  • 31: Sub custodian
  • 32: Beneficiary
  • 33: Interested party
  • 34: Regulatory body
  • 35: Liquidity provider
  • 36: Entering trader
  • 37: Contra trader
  • 38: Position account
  • 39: Contra investor id
  • 40: Transfer to firm
  • 41: Contra position account
  • 42: Contra exchange
  • 43: Internal carry account
  • 44: Order entry operator id
  • 45: Secondary account number
  • 46: Foreign firm
  • 47: Third party allocation firm
  • 48: Claiming account
  • 49: Asset manager
  • 50: Pledgor account
  • 51: Pledgee account
  • 52: Large trader reportable account
  • 53: Trader mnemonic (NASDAQ_EU only)
  • 54: Sender location
  • 55: Session id
  • 56: Acceptable counterparty
  • 57: Unacceptable counterparty
  • 58: Entering unit
  • 59: Executing unit
  • 60: Introducing broker
  • 61: Quote originator
  • 62: Report originator
  • 63: Systematic internaliser
  • 64: Multilateral trading facility
  • 65: Regulated market
  • 66: Market maker
  • 67: Investment firm
  • 68: Host competent authority
  • 69: Home competent authority
  • 70: Competent authority of the most relevant market in terms of liquidity
  • 71: Competent authority of the transaction
  • 72: Reporting intermediary
  • 73: Execution venue
  • 74: Market data entry originator
  • 75: Location id
  • 76: Desk id
  • 77: Market data market
  • 78: Allocation entity
  • 79: Prime broker providing general trade services
  • 80: Step out firm
  • 81: Brokerclearingid
  • 82: Central registration depository
  • 83: Clearing account
  • 84: Acceptable settling counterparty
  • 85: Unacceptable settling counterparty
  • 122: Investment decision maker (IDM)
  • 200: Account code
  • 201: Takeup firm
  • 202: Clearing instruction
  • 203: Customer info
  • 204: Allocation entity ID
  • 205: Allocation type
  • 206: Giveup firm
  • 207: MIFID ID
  • 208: Composite MIFID ID (ICE only)

Condition: Sent when NoPartyIds (453) is greater than 0.

447 PartyIdSource C char

Identifies class or source of the PartyID (448) value.

Possible values include:

  • 1: Korean investor ID
  • 2: Taiwanese qualified investor ID (QFII FID)
  • 3: Taiwanese trading account
  • 4: Malaysian central depository
  • 5: Chinese investor ID
  • 6: UK national insurance or pension number
  • 7: US social security number
  • 8: US employer or tax ID number
  • 9: Australian business number
  • A: Australian tax file number
  • B: BIC
  • B: Generally-accepted market participant identifier
  • D: Proprietary
  • E: ISO country code
  • F: Settlement entity location
  • G: MIC
  • H: CSD participant member code
  • I: Directed broker three-character acronym as defined in the ISITC ETC Best Practice Guidelines document
  • P: Short code

Condition: Sent when NoPartyIds (453) is greater than 0.