TT^® FIX Drop Copy

Trade Capture Report Ack (AR) Message

Purpose

Used to acknowledge the receipt of a trade capture report from a counterparty

Message Direction

From FIX client to TT FIX

Tag Directory

Click the links below to navigate to the documentation for that tag.

Supported Tags

Tag #

Field Name

Req’d

Data type

Comments

Component: <Standard Header>

35= (MsgType)
For additional information about this component group, consult the full documentation.

Tag #	Field Name	Req’d	Data type	Comments
8	BeginString	Y	String	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.
9	BodyLength	Y	int	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.
35	MsgType	Y	String	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 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
49	SenderCompID	Y	String	ID for the FIX client, corresponding to the RemoteCompID specified for the user in TT User Setup
56	TargetCompID	Y	String	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.
50	SenderSubID	N	String	Unique ID for the message sender For order routing messages, this tag overrides the exchange Operator ID configured in Setup.
57	TargetSubID	C	String	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.
116	OnBehalfOfSubID	C	String	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.
34	MsgSeqNum	Y	SeqNum	Message sequence number
142	SenderLocationID	N	string	Specific message originator's location (i.e. geographic location and/or desk, trader)
43	PossDupFlag	C	Boolean	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.
122	OrigSendingTime	C	UTCTimestamp	Original time of message transmission, when transmitting orders as the result of a resend request Always expressed in UTC. Condition: Required for resent messages
52	SendingTime	Y	UTCTimestamp	Time, in UTC, the message was sent.

571

TradeReportID

String

Unique identifier of trade capture report

Note: In Trade Capture Report messages, this value is restricted and cannot be modified by TT FIX rules.

572

TradeReportRefId

String

Reference identifier used with CANCEL and REPLACE transaction types

ExecID

string

Unique identifier for this execution report.

This report ID remains unique until TT FIX resets.

Note: Do not try to interpret or parse the value.

820

TradeLinkId

String

Used to link a group of trades together. Useful for linking a group of trades together for average price calculations.

487

TradeReportTransType

int

Trade Report message transaction type

Possible values include:

0: New
1: Cancel
2: Replace
3: Release
4: Reverse
5: Cancel du to back out of trade
101: Inquire
102: Accept
999: Unknown

625

TradingSessionSubID

String

Assigns a specific trading session to the trade. Currently used to support SGX Over-the-Counter (OTC) trade reporting.

Tag 625 accepts values as a string however, the following enums are reserved and specific to SGX OTC trades:

1: Pre-Trading
2: Opening / opening auction
3: Continuous
4: Closing / closing auction
5: Post-Trading
6: Intraday Auction
7: Quiescent

829

TrdSubType

int

Further qualification to the trade type.

Possible values include:

1: Arbitrage
2: Combination
3: Cross Trade
4: Exchange for Physical
5: Position Consolidation
6: Rollover
8: Implied spread leg executed against an outright(Inbound Drop Copy FIX clients only)
36: Converted swap (Inbound Drop Copy FIX clients only)
37: Crossed trade (Inbound Drop Copy FIX clients only)
40: Traded at Settlement (TAS) (Inbound Drop Copy FIX clients only)
42: Auction trade (Inbound Drop Copy FIX clients only)
43: Traded at marker (Inbound Drop Copy FIX clients only)
48: Multilateral compression (Inbound Drop Copy FIX clients only)
200: Delivery transfer (Inbound Drop Copy FIX clients only)

856

TradeReportType

int

Type of trade report

Possible values include:

0: Submit
1: Alleged
2: Accept
3: Decline
5: No was
6: Cancel
11: Alleged new
13: Alleged no was
101: Notification (Inbound Drop Copy FIX clients only)
102: Waiting for cancel approval (Enlight trades only)
103: Partially filled (Enlight trades only)
999: Unknown
1000: Clearing

939

TradeRptStatus

char

Status of the trade report

Possible values include:

0: Accepted
1: Rejected
3: Accepted with errors
99: Unknown

751

TradeReportRejectReason

int

Reason the Trade Capture Report was rejected

Possible values include:

0: Successful
1: Invalid party information
2: Unknown instrument
3: Unauthorized to report trades
4: Invalid trade type
99: Other

16963

Seq

int

The sequence number for the Trade Capture Report and Trade Capture Report Ack for the Order Status.

107

SecurityDesc

String

Can be used to provide an optional textual description for a financial instrument

TransactTime

UTCTimestamp

Time, in UTC, the transaction occurred.

Note: Some Exchanges might send milliseconds in certain circumstances, in the form: YYYYMMDD-HH:MM:SS.sss. TT recommends that you allocate enough memory to handle the longer timestamp should an Exchange send it.

818

SecondaryTradeReportID

String

Secondary trade report identifier. Can be used to associate an additional identifier with a trade.

2404

ComplianceText

String

ComplianceText (Tag 2404) is a free-form text field containing compliance information used for regulatory reporting. Tag 2404 is supported on all order, change, cancel and execution report messages.

ComplianceText (Tag 2404) is conditionally required for some orders in production for Eurex and EEX.

If Trading Capacity is Proprietary (5) then ComplianceText (Tag 2404) is required
If Trading Capacity is Agency (1), then ComplianceText (Tag 2404) is required when the user is an Exchange Trader acting for another exchange participant. It should not be sent when the user is a client of the Member (not an exchange trader).

Note: Orders will not be rejected by the exchange if this field is not populated.

Tag 2404 in the TT system behaves as follows:

ComplianceText (Tag 2404) should include the following info: Member ID/ Trader ID combination, aka the MGT (for ex. ABCFRTRD001).
ComplianceText (Tag 2404) will be set at the User level in a new field to be added in Setup, "Compliance Text".
If ComplianceText (Tag 2404) is populated, TT will send it to the exchange in Tag 2404, if it is not populated, TT will not send the tag.

16112

NoLinks

int

Number of links contained in this repeating group

Condition: Sent only for FIX Drop Copy OUT sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled for the session in TT Setup. The tag is ignored if sent on FIX Order Routing sessions.

> 16113

LinkID

String

An identifier used to distinguish that this is a child order or fill that came from an synthetic parent order. Child orders and fills that came from the same parent order will have the same LinkID.

Note: If the Send Staged / Synthetic Child order / fill message setting is enabled for the FIX session in the Setup application, this tag will contain a shortened ID.

Condition: Sent when tag 16112 > 0

> 16114

LinkType

char

The kind of link. This identifies the relationship between the child orders and fills and the parent order.

Possible values include:

7: Staged child order ID
P: Parent order ID
X: Position transfer ID
8: Staged bulked child order ID
9: Staged stitched child order ID
A: Staged split child order ID
R: Root algo order ID

Note: When LinkType (Tag 16114) equals R, LinkID (Tag 16113) will contain the TT Order ID of the topmost parent order in the chain (e.g., parent/child/grandchild/etc.) of algo orders.

Condition: Sent when tag 16112 > 0

2404

ComplianceText

String

ComplianceText (Tag 2404) is a free-form text field containing compliance information used for regulatory reporting. Tag 2404 is supported on all order, change, cancel and execution report messages.

ComplianceText (Tag 2404) is conditionally required for some orders in production for Eurex and EEX.

If Trading Capacity is Proprietary (5) then ComplianceText (Tag 2404) is required
If Trading Capacity is Agency (1), then ComplianceText (Tag 2404) is required when the user is an Exchange Trader acting for another exchange participant. It should not be sent when the user is a client of the Member (not an exchange trader).

Note: Orders will not be rejected by the exchange if this field is not populated.

Tag 2404 in the TT system behaves as follows:

ComplianceText (Tag 2404) should include the following info: Member ID/ Trader ID combination, aka the MGT (for ex. ABCFRTRD001).
ComplianceText (Tag 2404) will be set at the User level in a new field to be added in Setup, "Compliance Text".
If ComplianceText (Tag 2404) is populated, TT will send it to the exchange in Tag 2404, if it is not populated, TT will not send the tag.

Component: <Instrument>

For tags that you include in the Instrument Component and any restrictions in their use, refer to Component: Instrument (FIX client request).

Tag #	Field Name	Req'd	Data type	Comments
Instead of including the entire instrument block when communicating with TT FIX, client applications can use Tag 48 (SecurityID) and Tag 55 (Symbol).
48	SecurityID	Y	String	ID of the instrument. Note: The combination of this tag and tag 22 (IDSource) must uniquely identify an instrument in the TT platform. Note: This tag can be included 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.
22	IDSource	Y	String	Source for the value of tag 48 (SecurityID). Possible values include: 4: ISIN number 5: RIC code 8: Exchange symbol 91: Ticker symbol 96: TT security ID 97: Alias 98: Name A: Bloomberg Code H: Clearing House (Inbound Drop Copy only) S: OpenFIGI ID X: Series key Note: The following values are only available for Inbound Drop Copy FIX clients. Note: The following markets support RIC codes (22=5) for identifying futures, spreads and options instruments in tag 48 (SecurityID): ASX DGCX CFE CME EEX EUREX Euronext Hkex ICE ICE_L LME MEFF MX OSE SGX TFX TOCOM Note: The combination of this tag and tag 48 (SecurityID) must uniquely identify an instrument in the TT platform. Note: This tag can be included 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.
207	SecurityExchange	C	Exchange	Name of the market where the instrument trades. TT FIX uses this value to identify the exchange that offers the security. Possible values include: AGGREGATOR ALGO ASE ASX B3 BitMEX BrokerTec CBOE CboeFX_SW_NY CBOT CFE CME Coinbase CoinFLEX CurveGlobal CZCE DCE DGCX EEX Eurex Euronext Fenics FEX HKEX ICE ICE_L IDEM INE KCG KRK LME LSE MEFF MEXDER MX MX NDAQ_EU NFI NFX OSE SGX TFEX TFX TOCOM Condition: Required when Tag 100 (ExtDestination) is absent and when tag 22 (IDSource) is 8 (Exchange symbol), 97 (Alias) or 9 (Name).
OR
100	ExDestination	C	Exchange	Market Identifier Code (MIC) of the sub-market where the instrument trades. Execution destination for the order as defined by the institution Some traders use this tag in place of Tag 207 (SecurityExchange) to identify the exchange. ISO 10383 defines a comprehensive list of MIC codes. Condition: Required when Tag 207 (SecurityExchange) is absent and when tag 22 (IDSource) is 8 (Exchange symbol), 97 (Alias) or 9 (Name). Note: This tag can be included 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.
55	Symbol	Y	String	Exchange-provided product symbol for the tradable product. When specifying instruments for NewOrderMultileg (AB) and MultilegOrderCancelReplace (AC): When submitting multi-leg instrument, set tag 55 to "[NA]". When tag 54 (Side) is B or C, the value in tag 55 is ignored; the values in tag 600 (LegSymbol) and tag 624 (LegSide) in the LegInstrument group are used instead. Note: This tag can be included 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.

Tag #	Field Name	Req'd	Data type	Comments
For those exchanges that support alternate security ID (sometimes called aliases), client applications can use Tag 455 (SecurityAltID) to specify its alternate security ID. As instruments on different exchanges can share the same value for SecurityAltID, including SecurityExchange creates a unique identifier for each instrument.
207	SecurityExchange	C	Exchange	Name of the market where the instrument trades. TT FIX uses this value to identify the exchange that offers the security. Possible values include: AGGREGATOR ALGO ASE ASX B3 BitMEX BrokerTec CBOE CboeFX_SW_NY CBOT CFE CME Coinbase CoinFLEX CurveGlobal CZCE DCE DGCX EEX Eurex Euronext Fenics FEX HKEX ICE ICE_L IDEM INE KCG KRK LME LSE MEFF MEXDER MX MX NDAQ_EU NFI NFX OSE SGX TFEX TFX TOCOM Condition: Required when Tag 100 (ExtDestination) is absent
OR
100	ExDestination	C	Exchange	Market Identifier Code (MIC) of the sub-market where the instrument trades. Execution destination for the order as defined by the institution Some traders use this tag in place of Tag 207 (SecurityExchange) to identify the exchange. ISO 10383 defines a comprehensive list of MIC codes. Condition: Required when Tag 207 (SecurityExchange) is absent Note: This tag can be included 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.
454	NoSecurityAltID	Y	NumInGroup	Number of alternate security IDs in this repeating group
> 455	SecurityAltID	Y	String	Alternate ID for an instrument or security, typically for display purposes.
> 456	SecurityAltIDSource	Y	String	Alternate ID for an instrument or security Possible values include: 1: CUSIP number (sent only when provided by the exchange) 4: ISIN number 5: RIC code 8: Exchange security ID 91: Ticker Symbol 92: TT product family ID (sent only for Security Definition (d) messages) 93: TT product ID (sent only for Security Definition (d) messages) 94: Alt Symbol (For ICE, the value is the "Cleared Alias" for the contract.) 95: Clearport 97: Alias 98: Name 99: Other (Set to instrument symbol if both product symbol and an instrument symbol are present in PDS and they are not the same.) 100: Energy Identifier Code (EIC). Currently only used for the EPEX exchange. A: Bloomberg Code H: Clearing House (Inbound Drop Copy only) S: OpenFIGI ID Notes: 99 (Other) is not valid for order routing requests. At this time, TT does not support FIX order routing or FIX market data subscriptions using CUSIP numbers for BrokerTec Treasury securities on CME.
> 16207	BloombergSecurityExchange	C	String	Name of the market where the instrument of the SecurityAltID (455) value trades.
55	Symbol	Y	String	Exchange-provided product symbol for the tradable product. When specifying instruments for NewOrderMultileg (AB) and MultilegOrderCancelReplace (AC): When submitting multi-leg instrument, set tag 55 to "[NA]". When tag 54 (Side) is B or C, the value in tag 55 is ignored; the values in tag 600 (LegSymbol) and tag 624 (LegSide) in the LegInstrument group are used instead. Note: This tag can be included 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.
167	SecurityType	Y	String	Asset class of the instrument. Possible values include: CS: common stock CUR: currency FOR: Spot FX FUT: future MLEG: multi-leg NDF: Non-Deliverable Forwards NONE: No security type (Not valid for 35=c, e or V) OPT: option SPOT: EEX spot products TBOND: treasury bond Note: This tag can be included 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.

You can also identify instruments by specifying its name and characteristics. You might use this method if your application or business practices do not use security IDs.

Tag #

Field Name

Req'd

Data type

Comments

207

SecurityExchange

Exchange

Name of the market where the instrument trades.

TT FIX uses this value to identify the exchange that offers the security.

Possible values include:

AGGREGATOR
ALGO
ASE
ASX
B3
BitMEX
BrokerTec
CBOE
CboeFX_SW_NY
CBOT
CFE
CME
Coinbase
CoinFLEX
CurveGlobal
CZCE
DCE
DGCX
EEX
Eurex
Euronext
Fenics
FEX
HKEX
ICE
ICE_L
IDEM
INE
KCG
KRK
LME
LSE
MEFF
MEXDER
MX
MX
NDAQ_EU
NFI
NFX
OSE
SGX
TFEX
TFX
TOCOM

Condition: Required when Tag 100 (ExtDestination) is absent

100

ExDestination

Exchange

Name of the sub-market where the instrument trades.

Execution destination for the order as defined by the institution

Some traders use this tag in place of Tag 207 (SecurityExchange) to identify the exchange.

ISO 10383 defines a comprehensive list of MIC codes.

Condition: Required when Tag 207 (SecurityExchange) is absent

Note: This tag can be included 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.

461

CFICode

String

Type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. ISO 10962 is maintained by ANNA (Association of National Numbering Agencies) acting as Registration Authority.

Note: For SPOT and CUR products, you must also specify the corresponding tag 167 (SecurityType) value.

167

SecurityType

String

Asset class of the instrument.

Possible values include:

CS: common stock
CUR: currency
FOR: Spot FX
FUT: future
MLEG: multi-leg
NDF: Non-Deliverable Forwards
NONE: No security type (Not valid for 35=c, e or V)
OPT: option
SPOT: EEX spot products
TBOND: treasury bond

107

SecurityDesc

String

Security description.

460

Product

int

Product type associated with the security.

Possible values include:

1: Agency
2: Commodity
3: Corporate
4: Currency
5: Equity
6: Government
7: Index
8: Loan
9: Money market
10: Mortgage
11: Municipal
12: Other
13: Financing
14: Energy

Symbol

String

Exchange-provided product symbol for the tradable product.

When specifying instruments for NewOrderMultileg (AB) and MultilegOrderCancelReplace (AC):

When submitting multi-leg instrument, set tag 55 to "[NA]".
When tag 54 (Side) is B or C, the value in tag 55 is ignored; the values in tag 600 (LegSymbol) and tag 624 (LegSide) in the LegInstrument group are used instead.

Condition: Not used when Tag 167 (SecurityType)=MLEG.

200

MaturityMonthYear

MonthYear

Month and year the instrument reaches maturity in the format YYYYMM.

Note: If included, tag 541 (MaturityDate) will override this tag.

Condition: Required when Tag 541 is not specified and Tag 167 (SecurityType) is not MLEG or SPOT

541

MaturityDate

LocalMktDate

Maturity date in format YYYYMMDD.

Note: This tag value overrides tag 200 (MaturityMonthYear) and tag 205 (MaturityDay), if they are also specified.

Condition: Required when Tag 200 is not specified and Tag 167 (SecurityType) is not MLEG or SPOT

205

MaturityDay

DayOfMonth

Day of expiration for the instrument.

TT FIX uses this value and tag 200 (MaturityMonthYear) to specify the maturity date when tag 167 (SecurityType) is not MLEG and tag 18211 (DeliveryTerm) is not Month.

Whenever possible, tag 200 will match the Month & Year shown in TT Market Explorer, not the tag 541/Maturity Date field. In those cases where the MonthYear does not match, the value in tag 205 will be the day from tag 541, not necessarily the day associated with tag 200 MonthYear.

Range: 1-31

Note: If included, tag 541 (MaturityDate) will override this tag.

Condition: Required when multiple contracts exist for the same month

18223

ContractYearMonth

String

Contract term in the form, YYYYMM

Condition: Sent when Tag 167 (SecurityType) is not MLEG

18211

DeliveryTerm

char

Term of delivery for the instrument.

TT FIX uses this value to identify contracts that do not have a monthly delivery term.

Possible values include:

A: Same day
B: Balance of month
C: End of Month
D: Day
E: Weekly
H: Hour
L: Balance of week
M: Month
N: Next day
P: Pack
Q: Quarterly
S: Seasonal
T: Weekend
U: Bundle
V: Variable
W: Week
X: Custom
Y: Year

The following values are only available for EPEX:

a=Quarter hour
b=Half hour
c=One hour
d=Two hour
e=Four hour
f=Eight hour
g=One plus two
h=Three plus four
i=Baseload
j=Peakload
k=Overnight
l=Extended peak

Note When Tag 18211 DeliveryTerm equals any value except 'M', 'Y' or 'Q', then you must specify the delivery day/date in Tag 205 MaturityDay or Tag 541 MaturityDate.

Condition: Required when both of the following are true:

The Security Definition indicates it is required.
The delivery term is not monthly.

Note: If you include this tag for instrument's that do not require it, TT FIX rejects the request.

743

DeliveryDate

LOCALMKTDATE

Date for contract delivery

201

PutOrCall

int

Whether the option represents a put or call

Possible values include:

0: Put
1: Call

Condition: Required when Tag 167 (SecurityType) is OPT

202

StrikePrice

Price

Stirke price for an option

Condition: Required when Tag 167 (SecurityType) is OPT

206

OptAttribute

char

Additional information about the option contract.

Condition: Required when both of the following are true:

Tag 167 (SecurityType) is OPT.
A version for the underlying instrument exists.

762

SecuritySubType

String

Sub-type qualification or identification of the SecurityType

For example, an instrument with SecurityType(167)="MLEG" might use this tag to specify the name of the option or futures strategy, such as "Calendar", "Vertical", or "Butterfly".

For synthetic staged orders, i.e., HandlInst (21)=3 and SecurityType(167)="Synthetic", the TT FIX engine checks whether the instrument already exists and automatically creates the synthetic spread if the instrument does not exist.

Currency

ISO-standard symbol for the instrument’s trading currency.

Component: <LegInstrumentGrp>

Group

Repeating group of legs in a multileg instrument

The leg instrument group component block uses the same structure as the instrument component block sent from TT FIX to FIX clients, except that all of its tags represent the legs of an exchange-traded strategy. For example, instead of Tag 55 (Symbol) this block contains Tag 600 (LegSymbol).

Condition: Required when the value of tag 167 (SecurityType) is MLEG for New Order Single (D) and Order Cancel/Replace Request (G) messages.

Tag #

Field Name

Req'd

Data type

Comments

555

NoLegs

String

Number of legs in the repeating group

Can be zero (e.g. standardized multileg instrument such as an Option strategy). The value must be provided even if zero.

> 616

LegSecurityExchange

Exchange

Multi-leg instrument's individual security's SecurityExchange.

Possible values include:

AGGREGATOR
ALGO
ASE
ASX
B3
BitMEX
BrokerTec
CBOE
CboeFX_SW_NY
CBOT
CFE
CME
Coinbase
CoinFLEX
CurveGlobal
CZCE
DCE
DGCX
EEX
Eurex
Euronext
Fenics
FEX
HKEX
ICE
ICE_L
IDEM
INE
KCG
KRK
LME
LSE
MEFF
MEXDER
MX
MX
NDAQ_EU
NFI
NFX
OSE
SGX
TFEX
TFX
TOCOM

Condition: Required when both of the following are true.

The leg instrument trades on a different exchange that the parent instrument.
Both Tag 18100 (LegExtDestination) and Tag 602 (LegSecurityId) are absent.

> 18100

LegExDestination

Exchange

Execution destination for the leg order as defined by the institution

Some traders use this tag in place of Tag 207 (SecurityExchange) to identify the exchange.

ISO 10383 defines a comprehensive list of MIC codes.

Condition: Required when both of the following are true.

The leg instrument trades on a different exchange that the parent instrument.
Both Tag 616 (LegSecurityExchange) and Tag 602 (LegSecurityId) are absent.

> 602

LegSecurityId

String

TT security ID that uniquely identifies the instrument in the TT platform.

Condition: Required when both of the following are true.

The leg instrument trades on a different exchange that the parent instrument.
Both Tag 18100 (LegExtDestination) and Tag 616 (LegSecurityExchange) are absent.

Note: The combination of this tag and tag 603 (LegSecurityIDSource) must uniquely identify an instrument in the TT platform.

> 603

LegIDSource

String

Multileg instrument's individual security's SecurityIDSource.

Condition: Required when Tag 18100 (LegExtDestination) and Tag 616 (LegSecurityExchange) are absent.

Note: The combination of this tag and tag 602 (LegSecurityId) must uniquely identify an instrument in the TT platform.

> 600

LegSymbol

String

Multi-leg instrument's individual security's Symbol.

Condition: Required when Tag 167 (SecurityType)=MLEG.

See Symbol (55) field for description.

Note: Users can map the value of Tag 600 to a different symbology using the Symbol Mapping feature in User Setup. Refer to the Fix Rules and Symbol Mappings section in the User Setup Help for more information.

> 608

LegCFICode

String

Multileg instrument's individual security's CFICode (tag 461).

See CFICode (461) field for description

> 620

LegSecurityDesc

String

Leg security description.

> 607

LegProduct

String

Multileg instrument's individual security's product.

Possible values include:

1: Agency
2: Commodity
3: Corporate
4: Currency
5: Equity
6: Government
7: Index
8: Loan
9: Money market
10: Mortgage
11: Municipal
12: Other
13: Financing
14: Energy

> 609

LegSecurityType

String

Multi-leg instrument's individual security's SecurityType.

Possible values include:

FUT: Future
MLEG: Multi-leg
OPT: Option
SPOT: EEX spot products
TBOND: Treasury bond
CS: Common stock
NONE: No security type (Not valid for 35=c, e or V)

> 764

LegSecuritySubType

String

SecuritySubType of the leg instrument.

See SecuritySubType (762) field for description

> 610

LegMaturityMonthYear

MonthYear

Multi-leg instrument's individual security's MaturityMonthYear

> 611

LegMaturityDate

LocalMktDate

Multi-leg instrument's individual security's MaturityDate.

> 18314

LegMaturityDay

DayOfMonth

Multi-leg instrument's individual security's MaturityDay.

> 612

LegStrikePrice

Price

Multi-leg instrument's individual security's StrikePrice.

> 1358

LegPutOrCall

int

Whether the option represents a put or call

Possible values include:

0: Put
1: Call

Condition: Required when Tag 609 (LegSecurityType) is OPT

> 624

LegSide

char

The side of this individual leg (multi-leg security).

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

> 623

LegRatioQty

Qty

Ratio of quantity for this individual leg relative to the entire multi-leg security

The value represents one of the following:

For a leg of a covered strategy (such as a volatility trade) on CME or NYSE_Liffe markets, the value represents the delta (expressed as an integer between 1 and 100).
In all other cases, the value represents the quantity of this leg in the strategy.

> 556

LegCurrency

Currency

Currency associated with a particular leg's price

> 561

Roundlot

Qty

The trading lot size of a security.

> 566

LegPrice

Price

Price of the leg for a multi-leg instrument

> 687

LegQty

Qty

Quantity of this leg.

> 654

LegRefID

string

Unique indicator for a specific leg.

Note: Sent only for FIX 4.4 sessions when the tag is included the corresponding New Order Multileg (AB) request. FIX 4.4 Drop Copy sessions will not send this tag for orders placed from the TT Trade application.

> 637

LegLastPx

Price

Execution price assigned to a leg of a multileg instrument.

> 18224

LegContractYearMonth

char

Contract term of the underlying instrument in the form, YYYYMMM

> 18212

LegDeliveryTerm

char

Term of delivery for the underlying instrument.

TT FIX uses this value to identify contracts that do not have a monthly delivery term.

Possible values include:

A: Same day
B: Balance of month
C: End of Month
D: Day
E: Weekly
H: Hour
L: Balance of week
M: Month
N: Next day
P: Pack
Q: Quarterly
S: Seasonal
T: Weekend
V: Variable
W: Week
X: Custom
Y: Year

Condition: Required when both of the following are true:

The Security Definition indicates it is required.
The delivery term is not monthly.

> 18213

LegDeliveryDate

LOCALMKTDATE

Date for contract delivery

Condition: Sent when available

> 1366

LegAllocID

String

Identifier assigned to a leg of a multi-leg trade for ASX clearing purposes (clearing deal number).

Condition: Sent when provided by the exchange.

> 16568

LegAvgPx

Price

The average (mean) price for the legs of a spread.

This value will be populated on Summary Spread Fill Execution Reports.

16615

LegTTRoutingAccount

String

TT Routing Account for the leg. Valid for routing synthetic spread orders only.

Note: TT Routing Account for the leg. Valid for routing synthetic spread orders only.

Component: <LegSecurityAltIDGrp>

Group

Repeating group of security alt IDs for legs in a multileg instrument. For additional information about this group, consult the full documentation.

Tag #	Field Name	Req'd	Data type	Comments
604	NoLegSecurityAltID	C	int	Number of alternate leg security IDs contained in this repeating group Condition: Sent when there are one or more alternate leg security IDs
> 605	LegSecurityAltID	Y	String	Alternate ID for an instrument or security, typically for display purposes.
> 606	LegSecurityAltIDSource	Y	String	New tag for TT Class or source of the LegSecurityAltID (605) value. Possible values include: 1: CUSIP number (sent only when provided by the exchange) 4: ISIN number 5: RIC code 8: Exchange security ID 94: Alt Symbol (For ICE, the value is the "Cleared Alias" for the contract.) 91: Exchange Ticker 95: Clearport 97: Alias 98: Name 99: Other A: Bloomberg Code H: Clearing House S: OpenFIGI ID
> 16616	LegBloombergSecurityExchange	N	String	Name of the market where the instrument of the LegSecurityAltID (605) value trades.

Component: <LegFillsGrp>

Group

Repeating group of fills for this leg instrument.

Condition: Only used in Execution Report (8) messages when the FIX client is connected to a TT FIX 4.4 session.

Tag #	Field Name	Req'd	Data type	Comments
16120	LegNoFills	C	NumInGroup	Number of partial leg fills included in an Execution Report Condition: Sent for each leg when a multileg order is filled through multiple price levels in a single match transaction, i.e. "sweeping the market". Can be sent when LegNoFills = 1 for some markets, such as Eurex/EEX. Note: Only sent if the FIX client is connected to a TT FIX 4.4 session.
> 16121	LegFillExecID	C	String	Unique identifier of leg execution as assigned by sell-side (broker, exchange, ECN). The ID must not overlap tag 17 (ExecID). Condition: Sent when tag 16120 > 0
> 16122	LegFillPx	C	Price	Price of this leg fill Condition: Sent when tag 16120 > 0
> 16123	LegFillQty	C	Qty	Quantity of this leg fill Condition: Sent when tag 16120 > 0
> 16124	LegFillTradingVenueRegulatoryTradeID	C	String	Trading Venue transaction identification code of this leg fill Condition: Sent if available when tag 16120 > 0
> 16125	LegFillLastLiquidityIndicator	N	int	Whether this leg fill was a result of a liquidity provider providing or a liquidity taker taking the liquidity in this LegFillsGrp repeating group. Possible values include: 1: Added liquidity 2: Removed liquidity

Component: <Parties Group>

Information about the entities involved in the financial transaction associated with this FIX message.

For additional information about this component group, consult the full documentation.

Component: <Parties Group>

Tag #	Field Name	Req'd	Data type	Comments
453	NoPartyIDs	N	int	Number of parties in the PartiesGrp repeating group
> 448	PartyID	C	String	Party identifier code Reserved values when 452=3 (ClientID) and 447=P (Short code): 0: Own account; no client 1: PNAL (Pending allocation) 2: AGGR (Aggregated) GU: CME give-up code (to override the Give-up code configured in Setup) SX: SGX give-up code (to override the Give-up code configured in Setup) Reserved when 452=12 (Executing trader) and 447=P (Short code): 3: NORE: Execution decision outside firm Condition: Required when NoPartyIds (453) is greater than 0.
> 452	PartyRole	C	int	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) 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: Account type 206: Giveup firm 207: MIFID ID 208: Composite MIFID ID (ICE only) 209: CTI code 210: LMA clearing account 211: Authorized trader ID (ICE only) 212: Frequent trader ID (CFE only) 213: User (TFEX only) 214: Member(TFEX only) 215: Trading member(TFEX only) 216: Clearing member(TFEX only) 217: Acting user(TFEX only) 218: Trader ID(TFEX only) 219: Owner type(TFEX only) 220: Routing Member ID (ICE only) 221: Give-up qualifier (This party role allows FIX orders to override the CME Give-up code configured in TTUS on FIX order messages. Set tag 448 value to "SX" when mutually offsetting to SGX. Set 448 to "GU" for all other Give-ups on CME.) 222: Algo strategy type (For TOCOM only to override the Algo Strategy Type setting configured for FIX messages in Setup. 223: Secondary Client ID 224: Secondary executing trader Condition: Required when NoPartyIds (453) is greater than 0.
> 2376	PartyRoleQualifier	N	char	Qualifies the PartyRole (tag 452) supplied for this PartyID (tag 448). Possible values include: 22: Algorithm 23: Firm or legal entity 24: Natural person Default values are set for this tag when PartyRole (tag 452) is one of the following: When 452=3 (Client ID), the default is 2376=23 (Firm). When 452=12 (Execution Decision Maker), the default is 2376=24 (Natural Person). When 452=122 (Investment Decision Maker), the default is 2376=24 (Natural Person). Condition: Required 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 C: 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: Required when NoPartyIds (453) is greater than 0.

> 1152

LegNumber

int

The leg sequence number for a strategy

> 552

NoSides

NumInGroup

Repeating group for sides of the trade

> 54

Side

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
B: As Defined (FIX 4.4 only)
C: Opposite (FIX 4.4 only)

> 37

OrderId

String

Unique identifier for order as assigned by sell-side

> 578

TradeInputSource

String

Type of input device or system from which the trade was entered

> 582

CustOrderCapacity

int

Capacity of customer placing the order

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

> 16116

OrderIDGUID

String

TT order ID

> 1

Account

String

Order-routing account for this side of the trade

> 80

AllocQty

String

Quantity to be allocated to the specified account

> 1047

AllocPositionEffect

String

Whether the resulting position after a trade should be an opening position or closing position

Possible values include:

O: Open
C: Close
R: Rolled
F: FIFO
N: Close but notify on open
D: Default

> 18102

UserID

String

The TT User ID configured in User Setup.

UserID only displays if enabled via the Send TT Internal Account ID and User ID on Execution Reports And Cancel Reject Messages checkbox in User Setup.

> 18218

TTCustomerName

String

The Order Profile applied to the TT account.

Can be used by FIX clients to specify the User Setup Order Profile name to be applied to a new order / change order message.

If the successful lookup includes an Order Profile, the profile name is copied to Tag 18218, TT Customer Name.

> 10553

TTID

String

The TTID configured in User Setup.

> 16849

SideTextA

String

Populated when Order Tag Default values for the Text A field are defined in Setup.

Note: Only supported for HKEX Wholesale Orders.

> 16850

SideTextB

String

Populated when Order Tag Default values for the Text B field are defined in Setup.

Note: Only supported for HKEX Wholesale Orders.

> 16851

SideTextC

String

Populated when Order Tag Default values for the Text C field are defined in Setup.

Note: Only supported for HKEX Wholesale Orders.

16601

EchoDC_01

String