FIX protocol version

The tag indicates the beginning of a new message. This tag must be the first tag in the message.

You must set the value to FIX.4.2 or FIX.4.4.

Message length (in characters)

The value represents number of characters in the message following this tag up to, and including, the delimiter immediately preceding Tag 10 (CheckSum). This tag must be the second field in a message.

Type of message contained in the message body

This tag must appear third in the list of header tags.

Possible values include:

• 0: Heartbeat
• 1: Test Request
• 2: Resend Request
• 3: Reject
• 4: Sequence Reset
• 5: Logout
• 6: Indication Of Interest
• 7: Advertisement
• 8: Execution Report
• 9: Order Cancel Reject
• a: Quote Status Request
• A: Logon
• B: News
• b: Quote Acknowledgement
• C: Email
• c: Security Definition Request
• D: Order Single
• d: Security Definition
• E: Order List
• e: Security Status Request
• f: Security Status
• F: Order Cancel Request
• G: Order Cancel Replace Request
• g: Trading Session Status Request
• H: Order Status Request
• h: Trading Session Status
• i: Mass Quote
• j: Business Message Reject
• J: Allocation
• K: List Cancel Request
• k: Bid Request
• l: Bid Response
• L: List Execute
• m: List Strike Price
• M: List Status Request
• N: List Status
• P: Allocation Ack
• Q: Dont Know Trade
• R: Quote Request
• S: Quote
• T: Settlement Instructions
• V: Market Data Request
• W: Market Data Snapshot Full Refresh
• X: Market Data Incremental Refresh
• Y: Market Data Request Reject
• Z: Quote Cancel

• 0: Heartbeat
• 1: Test Request
• 2: Resend Request
• 3: Reject
• 4: Sequence Reset
• 5: Logout
• 8: Execution Report
• 9: Order Cancel Reject
• A: Logon
• B: News
• c: Security Definition Request
• D: Order Single
• d: Security Definition
• e: Security Status Request
• f: Security Status
• F: Order Cancel Request
• G: Order Cancel Replace Request
• H: Order Status Request
• Q: Don't Know Trade (Inbound Drop Copy only)
• R: Quote Request
• V: Market Data Request
• W: Market Data Snapshot Full Refresh
• X: Market Data Incremental Refresh
• Y: Market Data Request Reject
• AD: Trade Capture Report Request
• AE: Trade Capture Report
• AQ: Trade Capture Report Request Ack

ID for the FIX client, corresponding to the RemoteCompID specified for the user in TT User Setup

TT session identity

TT FIX does not validate this field. To guarantee session persistence, the FIX client must maintain the same value of this field for the life of the session.

You can use any value in this tag to identify the TT session for the FIX client. TT FIX will return this value in tag 49 (SenderCompID) in its responses.

Unique ID for the message sender

For order routing messages, this tag overrides the exchange Operator ID configured in Setup.

Unique ID for the message receiver.

Condition: If the Target Sub Id field has a value for the FIX Session in Setup, you must supply that value is this tag for a Logon (A) message.

Unique Trader ID

The value maps to the Alias field configured for a user in Setup.

Condition: Required when multiple users are associated with the account.

• New Order Single (D)
• Order Cancel Request (F)
• Order Cancel Replace Request (G)
• Order Status Request (H)

Message sequence number

Whether the sequence number for this message is already used

Possible values include:

• Y: Possible duplicate
• N: Original transmission

Condition: Must send when a FIX client resends messages

Note: If 43=Y is present, TT will reject New Order Single (D), Order Cancel/Replace Request (G), New Order Multileg (AB), and Multileg Order Cancel/Replace (AC) messages with a Business Message Reject (j) message.

Original time of message transmission, when transmitting orders as the result of a resend request

Always expressed in UTC.

Condition: Required for resent messages

Time, in UTC, the message was sent.

Unencrypted three-character checksum

This tag must always be the last field in a message (i.e. it serves, with the trailing <SOH>, as the end-of-message delimiter).