TT^® FIX General

Component - StrategyParametersGrp

Component: <StrategyParametersGrp>

Overview

The <StrategyParametersGrp> repeating group contains the parameters and values used by the following synthetic orders and free-form text fields:

Parameters for TT order types, such as TT Iceberg.
Parameters for Autospreader spreads.
Parameters for Aggregator orders.
Parameters for custom algos, such as ADL^® (Algo Design Lab) or third-party algos
Free-form text fields, such as Text A in TT widgets.

The repeating group is used to specify the name, data type and value of every parameter or field required by a synthetic order or free-form text field.

Supported tags

Tag #	Field Name	Req'd	Data type	Comments
957	NoStrategyParameters	N	NumInGroup	Repeating group of parameters for the algo or the free-form text fields to attach to the order
> 958	StrategyParameterName	C	String	Name of the algo parameter or free-form text field TT uses the following parameter names to support TT order types: Algo Name Algo Type AutoResubExpiredGTD BracketOrderType BracketStopLimitOffset ChildTIF DiscVal DiscValType Duration DurationBaseUnit DurationSTime DurationETime EffectiveTime ETimeAct ExpireTime Interval IsTrlTrg LeftoverAction LeftoverTicks LeftoverTimeAction LimitPriceType LimitTicksAway OcoStopTriggerPrice Payup ParentTIF ProfitTarget RetryCount RetryInterval StopLimitOffset StopOrderType StopTarget TriggerLTPReset TriggerPriceType TriggerQty TriggerQtyCompare TriggerQtyType TriggerTicksAway TriggerType TTStopIsTrlTrigger TTStopLimitPriceType TTStopPayup TTStopSecondConditionIsOn TTStopSecondConditionIsTrlTrg TTStopSecondTriggerPriceType TTStopSecondTriggerQty TTStopSecondTriggerQtyCompare TTStopSecondTriggerQtyType TTStopSecondTriggerTicksAway TTStopTriggeredOrderPrice TTStopTriggeredOrderType TTStopTriggerLTPReset TTStopTriggerPriceType TTStopTriggerQty TTStopTriggerQtyCompare TTStopTriggerQtyType TTStopTriggerTicksAway TTStopWithATick TTStopWithATickType Variance WithATick WithATickType Note: For descriptions of these strategy parameters, see Parameters and values for TT Order Types. TT uses the following parameter names to support Autospreader and Aggregator orders: Aggregator Name Spread Name TT uses the following parameter names to support TT free-form text fields: Text A (Corresponds to the Text A field in TT widgets) Note: Some exchanges use sMemo instead of TextA. Text B (Corresponds to the Text B field in TT widgets) Text TT: (Corresponds to the Text TT field in TT widgets) For custom or third-party algos, the name must match the name specified by the algo. Note In addition to names listed, TT uses the following reserved field names. These values must not be used when populating FIX Tag 958 (StrategyParameterName). TT strongly recommends clients use the individual tags as defined in the TT XML schema and shown below: OrderQty: OrderQty Tag 38 LimitPrice: Price Tag 44 IfTouchedPrice: StopPx Tag 99 Text A: TextA Tag 16556 Text B: TextB Tag 16557 Text C: TextC Tag 16559 Text TT: TextTT Tag 16558 Condition: Required when tag 957 > 0
> 959	StrategyParameterType	C	Int	Type of data contained in tag 960 (StrategyParameterValue) Possible values include: 1: Int 6: Float 7: Qty 8: Price 13: Boolean 14: String 19: UTCTimestamp Condition: Required when tag 957 > 0
> 960	StrategyParameterValue	C	String	Value of the parameter or additional order information Condition: Required when tag 957 > 0

Supported tags

Tag #	Field Name		Req'd	Data type	Comments
957	NoStrategyParameters		Y	NumInGroup	Repeating group of parameters for the algo or the free-form text fields to attach to the order
	958	StrategyParameterName	Y	String	Name of the parameter or free-form text field. You must specify the exact string, including capitalization and spaces. TT uses the following parameter names to support TT order types: Algo Name Algo Type AutoResubExpiredGTD BracketOrderType BracketStopLimitOffset ChildTIF DiscVal DiscValType Duration DurationBaseUnit DurationSTime DurationETime EffectiveTime ETimeAct ExpireTime Interval IsTrlTrg LeftoverAction LeftoverTicks LeftoverTimeAction LimitPriceType LimitTicksAway OcoStopTriggerPrice Payup ParentTIF ProfitTarget RetryCount RetryInterval StopLimitOffset StopOrderType StopTarget TriggerLTPReset TriggerPriceType TriggerQty TriggerQtyCompare TriggerQtyType TriggerTicksAway TriggerType TTStopIsTrlTrigger TTStopLimitPriceType TTStopPayup TTStopSecondConditionIsOn TTStopSecondConditionIsTrlTrg TTStopSecondTriggerPriceType TTStopSecondTriggerQty TTStopSecondTriggerQtyCompare TTStopSecondTriggerQtyType TTStopSecondTriggerTicksAway TTStopTriggeredOrderPrice TTStopTriggeredOrderType TTStopTriggerLTPReset TTStopTriggerPriceType TTStopTriggerQty TTStopTriggerQtyCompare TTStopTriggerQtyType TTStopTriggerTicksAway TTStopWithATick TTStopWithATickType Variance WithATick WithATickType Note: For descriptions of these strategy parameters, see Parameters and values for TT Order Types. TT uses the following parameter names to support Autospreader and Aggregator orders: Aggregator Name Spread Name TT uses the following parameter names to support TT free-form text fields: Text A (Corresponds to the Text A field in TT widgets) Note: Some exchanges use sMemo instead of TextA. Text B (Corresponds to the Text B field in TT widgets) Text TT: (Corresponds to the Text TT field in TT widgets) For custom or third-party algos, the name must match the name specified by the algo. Note In addition to names listed, TT uses the following reserved field names. These values must not be used when populating FIX Tag 958 (StrategyParameterName). TT strongly recommends clients use the individual tags as defined in the TT XML schema and shown below: OrderQty: OrderQty Tag 38 LimitPrice: Price Tag 44 IfTouchedPrice: StopPx Tag 99 Text A: TextA Tag 16556 Text B: TextB Tag 16557 Text C: TextC Tag 16559 Text TT: TextTT Tag 16558
	959	StrategyParameterType	Y	Int	Type of data contained in tag 960 (StrategyParameterValue) Possible values include: 1: Int 6: Float 7: Qty 8: Price 13: Boolean 14: String 19: UTCTimestamp
	960	StrategyParameterValue	Y	String	Value of the parameter or additional order information

Specifying parameters for TT order types

If you want to submit orders and receive updates for TT order type orders, you must use specific parameters that correspond to the parameters necessary for the selected TT order type. See TT order types in the Trade application help for more details about these orders.

When a TT Order Type order is launched, only certain order parameters can be modified on the working parent synthetic order:

Order Qty is modifiable on all TT Order Types.
Order Price is modifiable on all types except TT Stop and TT Trailing Limit.
Trigger Price, TriggerQty and Payup are modifiable on TT If Touched and TT Stop only.
Order Side is modifiable on TT If Touched and TT Retry only.
Trail (ticks) is modifiable on TT Trailing Limit only.
With a Tick is modifiable on TT_With A Tick only.

Note: All TT Order Types must contain the following StrategyParameterName (tag 958) values in the StrategyParameters repeating group, along with their corresponding types (tag 959) and values (tag 960):

958=Algo Name
958=Algo Type
958=ChildTIF

Based on which TT order type you use, you would include a subset of supported field names to provide the algo parameters.

TT Bracket order parameters

TT Bracket orders support the following required and optional parameters; others are ignored.

Required	Optional
AlgoName Name of the TT order type For TT order types, possible values include: TT_Bracket (FIXatdl definition: TT_Bracket.xml.) TT_Iceberg (FIXatdl definition: TT_Iceberg.xml.) TT_If_Touched (FIXatdl definition: TT_IfTouched.xml.) TT_OCO (FIXatdl definition: TT_OCO.xml.) TT_Retry (FIXatdl definition: TT_Retry.xml.) TT_Stop (FIXatdl definition: TT_Stop.xml.) TT_Time_Duration (FIXatdl definition: TT_TimeDuration.xml.) TT_Time_Sliced (FIXatdl definition: TT_TimeSliced.xml.) TT_Timed (FIXatdl definition: TT_Timed.xml.) TT_Trailing_Limit (FIXatdl definition: TT_TrailingLimit.xml.) TT_WithATick (FIXatdl definition: TT_WithATick.xml.) For custom algos, the name must match the one specified by the algo creator. Required when this repeating group represents an algo AlgoType Source of the algo Possible values include: 0: Custom algo 1: TT order type 3: Bank algo Required when this repeating group contains a \|958=Algo Name\| entry ChildTIF Time-in-Force for the algo child orders 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 7: At the Close 8: Good through Crossing 9: At Crossing A: Auction S: Morning At the Close T: Afternoon At the Close U: Night At the Close V: Good in Session W: Day Plus X: Good Till Cancel Plus Y: Good Till Date Plus Notes: CME supports Immediate or Cancel (IOC) and Fill Or Kill (FOK) using the same Time in Force value (Tag 59=3). If a TT FIX client submits a CME IOC (Tag 59=3) with a MinQty (Tag 110), the order will be treated by CME as a FOK. To send an IOC, the FIX client should omit tag 110 from TT FIX New Order message. Note: Although the TT FIX schema includes the new 'At the Close' TIFs for OSE (59=S, 59=T, and 59=U), at this time these values can not be used through FIX Order Routing or Drop Copy services. However, these values will be fully integrated in a future release. Please monitor the TT Release Notes for announcements as to availability of these TIFs. For more information about TIFs supported by exchanges, refer to Supported Order Types and TIFs in the Setup help. BracketStopLimitOffset Number of ticks away from the Stop price to submit a Limit order. OcoStopTriggerPrice Price at which to trigger the Stop Market or Stop Limit order. Optional when tag 958 (StrategyParametername) is: TT_OCO. Unused, otherwise. ProfitTarget Initial price for the profit order in the OCO pair, as follows: Price = Entry Order Fill Price + Profit target setting, if the TT Bracket order was a bid. Price = Entry Order Fill Price - Profit target setting, if the TT Bracket order was an offer. StopLimitOffset Number of ticks away from the Stop price to submit a Limit order when the OCO Stop Limit order is triggered. StopOrderType Order type of the stop-loss order. Possible values include: 1: Limit 2: Market StopTarget Initial price for the stop loss order in the OCO pair, as follows: Price = Entry Order Fill Price + Stop loss setting, if the TT Bracket order was a bid. Price = Entry Order Fill Price - Stop loss setting, if the TT Bracket order was an offer.	LimitTicksAway Number of ticks away from the specified limit price to submit the order (-999 to 999) LimitPriceType Type of price for the ticks away offset. Possible values include: 1: Bid 2: Ask 3: LTP TriggerType Price at which to trigger the order. Possible values include: 1: Stop 2: If-Touched TriggerTicksAway Number of ticks away from the specified price to submit the child order IsTrlTrg Indicates whether the trigger price trails the trigger price type by some number of ticks. Possible values include: Y or N. EffectiveTime Time to start working the order. Note: Omit to start working the order when submitted. Some order types, such as TT Retry, support precision to the microsecond using a format YYYYMMDD-HH:MM:SS.sssmmm, where mmm represents the microseconds portion of the timestamp. When set, this precision is returned in the Execution Report. ETimeAct Time to stop working the order. Note: Omit to work the order until the market closes (GTD). ExpireTime Time to stop working the order. Note: Omit to work the order until the market closes (GTD). TTStopIsTrlTrigger Whether the TT Stop order trigger price trails the trigger price type by some number of ticks. Possible values include: Y: Yes N: No Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop). TTStopLimitPriceType Type of price to use to the TT Stop child order Possible values include: 1: Bid 2: Ask 3: LTP Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop). TTStopPayup Number of ticks from the specified price to submit the Limit order. Positive values indicate towards the market and negative values indicate away from the market. Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop). TTStopTriggeredOrderPrice Price for the TT Stop child Limit order. Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop). TTStopTriggeredOrderType Type of order to submit when triggered. Possible values include: 1: Market 2: Limit 3: MLM Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop). TTStopTriggerLTPReset Whether to reset the trade quantity counter back to zero, if the inside market backs away from the trigger price. Possible values include: Y: Yes N: No Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop). TTStopTriggerPriceType Type of trigger for the TT Stop order. Possible values include: 1: Bid 2: Ask 3: LTP Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop). TTStopTriggerQty Quantity of the secondary trigger condition based on the executed quantity (if LTP) or the quantity on the Bid or the Ask. Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop). TTStopTriggerQtyCompare Test to use when comparing TT Stop order trigger quantities. Possible values include: 3: Less than or equal to 5: Greater than or equal to Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop). TTStopTriggerQtyType Type of quantity trigger for the TT Stop order. Possible values include: 1: Qty 2: Percent Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop). TTStopTriggerTicksAway Number of ticks away from the specified price to submit the child orders of the TT Stop order Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop). TTStopWithATick Threshold for the With A Tick behavior that reprices the order one tick toward the market when available quantity at the opposite inside market is at or below the specified quantity threshold Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop). TTStopWithATickType Type of quantity to use for the With A Tick type specified in tag 16929 (TTStopWithATick). Possible values include: 1: Qty 2: Percent Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop). WithATick With-a-Tick threshold quantity. WithATickType Whether the WAT threshold represents a specific quantity or a percentage of the order quantity. Possible values include: 1: Qty 2: Percent

Sample block:

957=8|
958=Algo Name|959=14|960=TT_BRACKET|
958=Algo Type|959=1|960=1|
958=ChildTIF|959=14|960=2|
958=BracketOrderType|959=1|960=0|
958=ProfitTarget|959=1|960=5|
958=StopTarget|959=1|960=5|
958=StopOrderType|959=1|960=1|
958=StopLimitOffset|959=1|960=5|

For the FIXatdl definition, see TT_Bracket.xml.

TT Iceberg order parameters

TT Iceberg orders support the following required and optional parameters; others are ignored.

Required	Optional
AlgoName Name of the TT order type For TT order types, possible values include: TT_Bracket (FIXatdl definition: TT_Bracket.xml.) TT_Iceberg (FIXatdl definition: TT_Iceberg.xml.) TT_If_Touched (FIXatdl definition: TT_IfTouched.xml.) TT_OCO (FIXatdl definition: TT_OCO.xml.) TT_Retry (FIXatdl definition: TT_Retry.xml.) TT_Stop (FIXatdl definition: TT_Stop.xml.) TT_Time_Duration (FIXatdl definition: TT_TimeDuration.xml.) TT_Time_Sliced (FIXatdl definition: TT_TimeSliced.xml.) TT_Timed (FIXatdl definition: TT_Timed.xml.) TT_Trailing_Limit (FIXatdl definition: TT_TrailingLimit.xml.) TT_WithATick (FIXatdl definition: TT_WithATick.xml.) For custom algos, the name must match the one specified by the algo creator. Required when this repeating group represents an algo AlgoType Source of the algo Possible values include: 0: Custom algo 1: TT order type 3: Bank algo Required when this repeating group contains a \|958=Algo Name\| entry ChildTIF Time-in-Force for the algo child orders 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 7: At the Close 8: Good through Crossing 9: At Crossing A: Auction S: Morning At the Close T: Afternoon At the Close U: Night At the Close V: Good in Session W: Day Plus X: Good Till Cancel Plus Y: Good Till Date Plus Notes: CME supports Immediate or Cancel (IOC) and Fill Or Kill (FOK) using the same Time in Force value (Tag 59=3). If a TT FIX client submits a CME IOC (Tag 59=3) with a MinQty (Tag 110), the order will be treated by CME as a FOK. To send an IOC, the FIX client should omit tag 110 from TT FIX New Order message. Note: Although the TT FIX schema includes the new 'At the Close' TIFs for OSE (59=S, 59=T, and 59=U), at this time these values can not be used through FIX Order Routing or Drop Copy services. However, these values will be fully integrated in a future release. Please monitor the TT Release Notes for announcements as to availability of these TIFs. For more information about TIFs supported by exchanges, refer to Supported Order Types and TIFs in the Setup help. DiscVal Amount of the total order quantity to disclose (1 to maxint) DiscValType What the DiscVal represents Possible values include: 1: Absolute quantity 2: Percentage of the total order quantity	LimitTicksAway Number of ticks away from the specified limit price to submit the order (-999 to 999) LimitPriceType Type of price for the ticks away offset. Possible values include: 1: Bid 2: Ask 3: LTP TriggerType Price at which to trigger the order. Possible values include: 1: Stop 2: If-Touched TriggerTicksAway Number of ticks away from the specified price to submit the child order IsTrlTrg Indicates whether the trigger price trails the trigger price type by some number of ticks. Possible values include: Y or N. EffectiveTime Time to start working the order. Note: Omit to start working the order when submitted. Some order types, such as TT Retry, support precision to the microsecond using a format YYYYMMDD-HH:MM:SS.sssmmm, where mmm represents the microseconds portion of the timestamp. When set, this precision is returned in the Execution Report. ETimeAct Time to stop working the order. Note: Omit to work the order until the market closes (GTD). ExpireTime Time to stop working the order. Note: Omit to work the order until the market closes (GTD). Variance Percentage (0-100) by which to vary the child order quantity. WithATick With-a-Tick threshold quantity. WithATickType Whether the WAT threshold represents a specific quantity or a percentage of the order quantity. Possible values include: 1: Qty 2: Percent

Sample StrategyParametersGrp group:

957=5|
958=Algo Name|959=14|960=TT_Iceberg|
958=Algo Type|959=1|960=1|
958=ChildTIF|959=14|960=2|
958=DiscVal|959=7|960=10|
958=DiscValType|959=1|960=1|

For the FIXatdl definition, see TT_Iceberg.xml.

TT If-Touched order parameters

TT If-Touched orders support the following required and optional parameters; others are ignored.

Required	Optional
AlgoName Name of the TT order type For TT order types, possible values include: TT_Bracket (FIXatdl definition: TT_Bracket.xml.) TT_Iceberg (FIXatdl definition: TT_Iceberg.xml.) TT_If_Touched (FIXatdl definition: TT_IfTouched.xml.) TT_OCO (FIXatdl definition: TT_OCO.xml.) TT_Retry (FIXatdl definition: TT_Retry.xml.) TT_Stop (FIXatdl definition: TT_Stop.xml.) TT_Time_Duration (FIXatdl definition: TT_TimeDuration.xml.) TT_Time_Sliced (FIXatdl definition: TT_TimeSliced.xml.) TT_Timed (FIXatdl definition: TT_Timed.xml.) TT_Trailing_Limit (FIXatdl definition: TT_TrailingLimit.xml.) TT_WithATick (FIXatdl definition: TT_WithATick.xml.) For custom algos, the name must match the one specified by the algo creator. Required when this repeating group represents an algo AlgoType Source of the algo Possible values include: 0: Custom algo 1: TT order type 3: Bank algo Required when this repeating group contains a \|958=Algo Name\| entry ChildTIF Time-in-Force for the algo child orders 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 7: At the Close 8: Good through Crossing 9: At Crossing A: Auction S: Morning At the Close T: Afternoon At the Close U: Night At the Close V: Good in Session W: Day Plus X: Good Till Cancel Plus Y: Good Till Date Plus Notes: CME supports Immediate or Cancel (IOC) and Fill Or Kill (FOK) using the same Time in Force value (Tag 59=3). If a TT FIX client submits a CME IOC (Tag 59=3) with a MinQty (Tag 110), the order will be treated by CME as a FOK. To send an IOC, the FIX client should omit tag 110 from TT FIX New Order message. Note: Although the TT FIX schema includes the new 'At the Close' TIFs for OSE (59=S, 59=T, and 59=U), at this time these values can not be used through FIX Order Routing or Drop Copy services. However, these values will be fully integrated in a future release. Please monitor the TT Release Notes for announcements as to availability of these TIFs. For more information about TIFs supported by exchanges, refer to Supported Order Types and TIFs in the Setup help. TriggerPriceType Type of order trigger. Possible values include: 1: Bid 2: Ask 3: LTP 6: Same side 7: Opposite side	LimitTicksAway Number of ticks away from the specified limit price to submit the order (-999 to 999) LimitPriceType Type of price for the ticks away offset. Possible values include: 1: Bid 2: Ask 3: LTP TriggerType Price at which to trigger the order. Possible values include: 1: Stop 2: If-Touched TriggerTicksAway Number of ticks away from the specified price to submit the child order IsTrlTrg Indicates whether the trigger price trails the trigger price type by some number of ticks. Possible values include: Y or N. EffectiveTime Time to start working the order. Note: Omit to start working the order when submitted. Some order types, such as TT Retry, support precision to the microsecond using a format YYYYMMDD-HH:MM:SS.sssmmm, where mmm represents the microseconds portion of the timestamp. When set, this precision is returned in the Execution Report. ETimeAct Time to stop working the order. Note: Omit to work the order until the market closes (GTD). ExpireTime Time to stop working the order. Note: Omit to work the order until the market closes (GTD). WithATick With-a-Tick threshold quantity. WithATickType Whether the WAT threshold represents a specific quantity or a percentage of the order quantity. Possible values include: 1: Qty 2: Percent

Sample StrategyParametersGrp group:

957=5|
958=Algo Name|959=14|960=TT_If_Touched|
958=Algo Type|959=1|960=1|
958=ChildTIF|959=14|960=2|
958=TriggerPriceType|959=1|960=3|
958=TriggerTicksAway|959=1|960=1|

For the FIXatdl definition, see TT_IfTouched.xml.

TT OCO order parameters

TT OCO orders support the following required and optional parameters; others are ignored.

Required	Optional
AlgoName Name of the TT order type For TT order types, possible values include: TT_Bracket (FIXatdl definition: TT_Bracket.xml.) TT_Iceberg (FIXatdl definition: TT_Iceberg.xml.) TT_If_Touched (FIXatdl definition: TT_IfTouched.xml.) TT_OCO (FIXatdl definition: TT_OCO.xml.) TT_Retry (FIXatdl definition: TT_Retry.xml.) TT_Stop (FIXatdl definition: TT_Stop.xml.) TT_Time_Duration (FIXatdl definition: TT_TimeDuration.xml.) TT_Time_Sliced (FIXatdl definition: TT_TimeSliced.xml.) TT_Timed (FIXatdl definition: TT_Timed.xml.) TT_Trailing_Limit (FIXatdl definition: TT_TrailingLimit.xml.) TT_WithATick (FIXatdl definition: TT_WithATick.xml.) For custom algos, the name must match the one specified by the algo creator. Required when this repeating group represents an algo AlgoType Source of the algo Possible values include: 0: Custom algo 1: TT order type 3: Bank algo Required when this repeating group contains a \|958=Algo Name\| entry ChildTIF Time-in-Force for the algo child orders 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 7: At the Close 8: Good through Crossing 9: At Crossing A: Auction S: Morning At the Close T: Afternoon At the Close U: Night At the Close V: Good in Session W: Day Plus X: Good Till Cancel Plus Y: Good Till Date Plus Notes: CME supports Immediate or Cancel (IOC) and Fill Or Kill (FOK) using the same Time in Force value (Tag 59=3). If a TT FIX client submits a CME IOC (Tag 59=3) with a MinQty (Tag 110), the order will be treated by CME as a FOK. To send an IOC, the FIX client should omit tag 110 from TT FIX New Order message. Note: Although the TT FIX schema includes the new 'At the Close' TIFs for OSE (59=S, 59=T, and 59=U), at this time these values can not be used through FIX Order Routing or Drop Copy services. However, these values will be fully integrated in a future release. Please monitor the TT Release Notes for announcements as to availability of these TIFs. For more information about TIFs supported by exchanges, refer to Supported Order Types and TIFs in the Setup help. StopOrderType Order type of the stop-loss order. Possible values include: 1: Limit 2: Market OcoStopTriggerPrice Price at which to trigger the Stop Market or Stop Limit order. Optional when tag 958 (StrategyParametername) is: TT_OCO. Unused, otherwise.	LimitTicksAway Number of ticks away from the specified limit price to submit the order (-999 to 999) LimitPriceType Type of price for the ticks away offset. Possible values include: 1: Bid 2: Ask 3: LTP TriggerType Price at which to trigger the order. Possible values include: 1: Stop 2: If-Touched TriggerTicksAway Number of ticks away from the specified price to submit the child order IsTrlTrg Indicates whether the trigger price trails the trigger price type by some number of ticks. Possible values include: Y or N. EffectiveTime Time to start working the order. Note: Omit to start working the order when submitted. Some order types, such as TT Retry, support precision to the microsecond using a format YYYYMMDD-HH:MM:SS.sssmmm, where mmm represents the microseconds portion of the timestamp. When set, this precision is returned in the Execution Report. ETimeAct Time to stop working the order. Note: Omit to work the order until the market closes (GTD). ExpireTime Time to stop working the order. Note: Omit to work the order until the market closes (GTD). WithATick With-a-Tick threshold quantity. WithATickType Whether the WAT threshold represents a specific quantity or a percentage of the order quantity. Possible values include: 1: Qty 2: Percent

Sample block:

957=7|
958=Algo Name|959=14|960=TT_OCO|
958=Algo Type|959=1|960=1|
958=ChildTIF|959=14|960=2|
958=StopLimitOffset|959=1|960=5|
958=StopOrderType|959=1|960=1|
958=OcoStopTriggerPrice|959=7|960=9951.000000|
958=STime|959=19|960=20160506-14:00:00|

For the FIXatdl definition, see TT_OCO.xml.

TT Retry order parameters

TT Retry orders support the following required and optional parameters; others are ignored.

Required	Optional
AlgoName Name of the TT order type For TT order types, possible values include: TT_Bracket (FIXatdl definition: TT_Bracket.xml.) TT_Iceberg (FIXatdl definition: TT_Iceberg.xml.) TT_If_Touched (FIXatdl definition: TT_IfTouched.xml.) TT_OCO (FIXatdl definition: TT_OCO.xml.) TT_Retry (FIXatdl definition: TT_Retry.xml.) TT_Stop (FIXatdl definition: TT_Stop.xml.) TT_Time_Duration (FIXatdl definition: TT_TimeDuration.xml.) TT_Time_Sliced (FIXatdl definition: TT_TimeSliced.xml.) TT_Timed (FIXatdl definition: TT_Timed.xml.) TT_Trailing_Limit (FIXatdl definition: TT_TrailingLimit.xml.) TT_WithATick (FIXatdl definition: TT_WithATick.xml.) For custom algos, the name must match the one specified by the algo creator. Required when this repeating group represents an algo AlgoType Source of the algo Possible values include: 0: Custom algo 1: TT order type 3: Bank algo Required when this repeating group contains a \|958=Algo Name\| entry ChildTIF Time-in-Force for the algo child orders 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 7: At the Close 8: Good through Crossing 9: At Crossing A: Auction S: Morning At the Close T: Afternoon At the Close U: Night At the Close V: Good in Session W: Day Plus X: Good Till Cancel Plus Y: Good Till Date Plus Notes: CME supports Immediate or Cancel (IOC) and Fill Or Kill (FOK) using the same Time in Force value (Tag 59=3). If a TT FIX client submits a CME IOC (Tag 59=3) with a MinQty (Tag 110), the order will be treated by CME as a FOK. To send an IOC, the FIX client should omit tag 110 from TT FIX New Order message. Note: Although the TT FIX schema includes the new 'At the Close' TIFs for OSE (59=S, 59=T, and 59=U), at this time these values can not be used through FIX Order Routing or Drop Copy services. However, these values will be fully integrated in a future release. Please monitor the TT Release Notes for announcements as to availability of these TIFs. For more information about TIFs supported by exchanges, refer to Supported Order Types and TIFs in the Setup help. RetryCount Number of times (0-32,000) to resend a rejected order RetryInterval Number of milliseconds (0-100,000) between retry attempts EffectiveTime Time to start working the order. Note: Omit to start working the order when submitted. Some order types, such as TT Retry, support precision to the microsecond using a format YYYYMMDD-HH:MM:SS.sssmmm, where mmm represents the microseconds portion of the timestamp. When set, this precision is returned in the Execution Report.	ETimeAct Time to stop working the order. Note: Omit to work the order until the market closes (GTD). ExpireTime Time to stop working the order. Note: Omit to work the order until the market closes (GTD).

Sample block:

957=4|
958=Algo Name|959=14|960=TT_Retry|
958=Algo Type|959=1|960=1|
958=ChildTIF|959=14|960=2|
958=RetryInterval|959=1|960=100|
958=RetryCount|959=1|960=200|
958=STime|959=19|960=20160506-14:00:00|

For the FIXatdl definition, see TT_Retry.xml.

TT Stop order parameters

TT Stop orders rsupport the following required and optional parameters; others are ignored.

Required	Optional
AlgoName Name of the TT order type For TT order types, possible values include: TT_Bracket (FIXatdl definition: TT_Bracket.xml.) TT_Iceberg (FIXatdl definition: TT_Iceberg.xml.) TT_If_Touched (FIXatdl definition: TT_IfTouched.xml.) TT_OCO (FIXatdl definition: TT_OCO.xml.) TT_Retry (FIXatdl definition: TT_Retry.xml.) TT_Stop (FIXatdl definition: TT_Stop.xml.) TT_Time_Duration (FIXatdl definition: TT_TimeDuration.xml.) TT_Time_Sliced (FIXatdl definition: TT_TimeSliced.xml.) TT_Timed (FIXatdl definition: TT_Timed.xml.) TT_Trailing_Limit (FIXatdl definition: TT_TrailingLimit.xml.) TT_WithATick (FIXatdl definition: TT_WithATick.xml.) For custom algos, the name must match the one specified by the algo creator. Required when this repeating group represents an algo AlgoType Source of the algo Possible values include: 0: Custom algo 1: TT order type 3: Bank algo Required when this repeating group contains a \|958=Algo Name\| entry ChildTIF Time-in-Force for the algo child orders 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 7: At the Close 8: Good through Crossing 9: At Crossing A: Auction S: Morning At the Close T: Afternoon At the Close U: Night At the Close V: Good in Session W: Day Plus X: Good Till Cancel Plus Y: Good Till Date Plus Notes: CME supports Immediate or Cancel (IOC) and Fill Or Kill (FOK) using the same Time in Force value (Tag 59=3). If a TT FIX client submits a CME IOC (Tag 59=3) with a MinQty (Tag 110), the order will be treated by CME as a FOK. To send an IOC, the FIX client should omit tag 110 from TT FIX New Order message. Note: Although the TT FIX schema includes the new 'At the Close' TIFs for OSE (59=S, 59=T, and 59=U), at this time these values can not be used through FIX Order Routing or Drop Copy services. However, these values will be fully integrated in a future release. Please monitor the TT Release Notes for announcements as to availability of these TIFs. For more information about TIFs supported by exchanges, refer to Supported Order Types and TIFs in the Setup help. TriggerPriceType Type of order trigger. Possible values include: 1: Bid 2: Ask 3: LTP 6: Same side 7: Opposite side	LimitTicksAway Number of ticks away from the specified limit price to submit the order (-999 to 999) LimitPriceType Type of price for the ticks away offset. Possible values include: 1: Bid 2: Ask 3: LTP TriggerType Price at which to trigger the order. Possible values include: 1: Stop 2: If-Touched TriggerTicksAway Number of ticks away from the specified price to submit the child order IsTrlTrg Indicates whether the trigger price trails the trigger price type by some number of ticks. Possible values include: Y or N. EffectiveTime Time to start working the order. Note: Omit to start working the order when submitted. Some order types, such as TT Retry, support precision to the microsecond using a format YYYYMMDD-HH:MM:SS.sssmmm, where mmm represents the microseconds portion of the timestamp. When set, this precision is returned in the Execution Report. ETimeAct Time to stop working the order. Note: Omit to work the order until the market closes (GTD). ExpireTime Time to stop working the order. Note: Omit to work the order until the market closes (GTD). WithATick With-a-Tick threshold quantity. WithATickType Whether the WAT threshold represents a specific quantity or a percentage of the order quantity. Possible values include: 1: Qty 2: Percent

Sample block:

9957=6|
958=Algo Name|959=14|960=TT_Stop|
958=Algo Type|959=1|960=1|
958=ChildTIF|959=14|960=1|
958=TriggerPriceType|959=1|960=3|
958=LimitTicksAway|959=1|960=2|
958=LimitPriceType|959=1|960=3|

For the FIXatdl definition, see TT_Retry.xml.

TT Time Duration order parameters

TT Time Duration orders support the following required and optional parameters; others are ignored.

Required	Optional
AlgoName Name of the TT order type For TT order types, possible values include: TT_Bracket (FIXatdl definition: TT_Bracket.xml.) TT_Iceberg (FIXatdl definition: TT_Iceberg.xml.) TT_If_Touched (FIXatdl definition: TT_IfTouched.xml.) TT_OCO (FIXatdl definition: TT_OCO.xml.) TT_Retry (FIXatdl definition: TT_Retry.xml.) TT_Stop (FIXatdl definition: TT_Stop.xml.) TT_Time_Duration (FIXatdl definition: TT_TimeDuration.xml.) TT_Time_Sliced (FIXatdl definition: TT_TimeSliced.xml.) TT_Timed (FIXatdl definition: TT_Timed.xml.) TT_Trailing_Limit (FIXatdl definition: TT_TrailingLimit.xml.) TT_WithATick (FIXatdl definition: TT_WithATick.xml.) For custom algos, the name must match the one specified by the algo creator. Required when this repeating group represents an algo AlgoType Source of the algo Possible values include: 0: Custom algo 1: TT order type 3: Bank algo Required when this repeating group contains a \|958=Algo Name\| entry ChildTIF Time-in-Force for the algo child orders 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 7: At the Close 8: Good through Crossing 9: At Crossing A: Auction S: Morning At the Close T: Afternoon At the Close U: Night At the Close V: Good in Session W: Day Plus X: Good Till Cancel Plus Y: Good Till Date Plus Notes: CME supports Immediate or Cancel (IOC) and Fill Or Kill (FOK) using the same Time in Force value (Tag 59=3). If a TT FIX client submits a CME IOC (Tag 59=3) with a MinQty (Tag 110), the order will be treated by CME as a FOK. To send an IOC, the FIX client should omit tag 110 from TT FIX New Order message. Note: Although the TT FIX schema includes the new 'At the Close' TIFs for OSE (59=S, 59=T, and 59=U), at this time these values can not be used through FIX Order Routing or Drop Copy services. However, these values will be fully integrated in a future release. Please monitor the TT Release Notes for announcements as to availability of these TIFs. For more information about TIFs supported by exchanges, refer to Supported Order Types and TIFs in the Setup help. Of the following tags, you must enter (DiscVal AND DiscValType) OR Interval DiscVal Amount of the total order quantity to disclose (1 to maxint) DiscValType What the DiscVal represents Possible values include: 1: Absolute quantity 2: Percentage of the total order quantity Interval Length of the slice, in milliseconds Of the following tags, you must enter (Duration AND DurationBaseUnit) OR (DurationSTime AND DurationETime) Duration Number of time units between each disclosed order portion of a TT Time Duration order. DurationBaseUnit Time unit to use for the duration of a TT Time Duration order. Possible values include: 1: Hour 2: Minute 3: Second DurationSTime Time to start submitting child orders of a TT Time Duration order. DurationETime Time to stop submitting child orders of a TT Time Duration order. LeftoverAction How to handle any existing unfilled order quantities when it is time to send the next portion. 0: Leave 1: Payup	LimitTicksAway Number of ticks away from the specified limit price to submit the order (-999 to 999) LimitPriceType Type of price for the ticks away offset. Possible values include: 1: Bid 2: Ask 3: LTP LeftoverTicks Number of ticks to add or subtract from your Bid or Offer to determine the price of the limit order. Required when the repeating group contains a 958=LeftOverAction with 960=1 (Payup) entry. TriggerType Price at which to trigger the order. Possible values include: 1: Stop 2: If-Touched TriggerPriceType Type of order trigger. Possible values include: 1: Bid 2: Ask 3: LTP 6: Same side 7: Opposite side TriggerTicksAway Number of ticks away from the specified price to submit the child order IsTrlTrg Indicates whether the trigger price trails the trigger price type by some number of ticks. Possible values include: Y or N. EffectiveTime Time to start working the order. Note: Omit to start working the order when submitted. Some order types, such as TT Retry, support precision to the microsecond using a format YYYYMMDD-HH:MM:SS.sssmmm, where mmm represents the microseconds portion of the timestamp. When set, this precision is returned in the Execution Report. ETimeAct Time to stop working the order. Note: Omit to work the order until the market closes (GTD). ExpireTime Time to stop working the order. Note: Omit to work the order until the market closes (GTD). Variance Percentage (0-100) by which to vary the child order quantity. WithATick With-a-Tick threshold quantity. WithATickType Whether the WAT threshold represents a specific quantity or a percentage of the order quantity. Possible values include: 1: Qty 2: Percent

Sample block:

957=9|
958=Algo Name|959=14|960=TT_Time_Duration|
958=Algo Type|959=1|960=1|
958=ChildTIF|959=14|960=2|
958=DiscVal|959=1|960=10|
958=DiscValType|959=1|960=1|
958=DurationBaseUnit|959=1|960=1|
958=Duration|959=1|960=1|
958=LimitPriceType|959=1|960=3|
958=LimitTicksAway|959=1|960=1|
958=Variance|959=1|960=1

For the FIXatdl definition, see TT_TimeDuration.xml.

TT Time Sliced order parameters

TT Time Sliced orders support the following required and optional parameters; others are ignored.

Required	Optional
AlgoName Name of the TT order type For TT order types, possible values include: TT_Bracket (FIXatdl definition: TT_Bracket.xml.) TT_Iceberg (FIXatdl definition: TT_Iceberg.xml.) TT_If_Touched (FIXatdl definition: TT_IfTouched.xml.) TT_OCO (FIXatdl definition: TT_OCO.xml.) TT_Retry (FIXatdl definition: TT_Retry.xml.) TT_Stop (FIXatdl definition: TT_Stop.xml.) TT_Time_Duration (FIXatdl definition: TT_TimeDuration.xml.) TT_Time_Sliced (FIXatdl definition: TT_TimeSliced.xml.) TT_Timed (FIXatdl definition: TT_Timed.xml.) TT_Trailing_Limit (FIXatdl definition: TT_TrailingLimit.xml.) TT_WithATick (FIXatdl definition: TT_WithATick.xml.) For custom algos, the name must match the one specified by the algo creator. Required when this repeating group represents an algo AlgoType Source of the algo Possible values include: 0: Custom algo 1: TT order type 3: Bank algo Required when this repeating group contains a \|958=Algo Name\| entry ChildTIF Time-in-Force for the algo child orders 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 7: At the Close 8: Good through Crossing 9: At Crossing A: Auction S: Morning At the Close T: Afternoon At the Close U: Night At the Close V: Good in Session W: Day Plus X: Good Till Cancel Plus Y: Good Till Date Plus Notes: CME supports Immediate or Cancel (IOC) and Fill Or Kill (FOK) using the same Time in Force value (Tag 59=3). If a TT FIX client submits a CME IOC (Tag 59=3) with a MinQty (Tag 110), the order will be treated by CME as a FOK. To send an IOC, the FIX client should omit tag 110 from TT FIX New Order message. Note: Although the TT FIX schema includes the new 'At the Close' TIFs for OSE (59=S, 59=T, and 59=U), at this time these values can not be used through FIX Order Routing or Drop Copy services. However, these values will be fully integrated in a future release. Please monitor the TT Release Notes for announcements as to availability of these TIFs. For more information about TIFs supported by exchanges, refer to Supported Order Types and TIFs in the Setup help. DiscVal Amount of the total order quantity to disclose (1 to maxint) DiscValType What the DiscVal represents Possible values include: 1: Absolute quantity 2: Percentage of the total order quantity Interval Length of the slice, in milliseconds LeftoverAction How to handle any existing unfilled order quantities when it is time to send the next portion. 0: Leave 1: Payup	LimitTicksAway Number of ticks away from the specified limit price to submit the order (-999 to 999) LimitPriceType Type of price for the ticks away offset. Possible values include: 1: Bid 2: Ask 3: LTP LeftoverTicks Number of ticks to add or subtract from your Bid or Offer to determine the price of the limit order. Required when the repeating group contains a 958=LeftOverAction with 960=1 (Payup) entry. TriggerType Price at which to trigger the order. Possible values include: 1: Stop 2: If-Touched TriggerPriceType Type of order trigger. Possible values include: 1: Bid 2: Ask 3: LTP 6: Same side 7: Opposite side TriggerTicksAway Number of ticks away from the specified price to submit the child order IsTrlTrg Indicates whether the trigger price trails the trigger price type by some number of ticks. Possible values include: Y or N. EffectiveTime Time to start working the order. Note: Omit to start working the order when submitted. Some order types, such as TT Retry, support precision to the microsecond using a format YYYYMMDD-HH:MM:SS.sssmmm, where mmm represents the microseconds portion of the timestamp. When set, this precision is returned in the Execution Report. ETimeAct Time to stop working the order. Note: Omit to work the order until the market closes (GTD). ExpireTime Time to stop working the order. Note: Omit to work the order until the market closes (GTD). Variance Percentage (0-100) by which to vary the child order quantity. WithATick With-a-Tick threshold quantity. WithATickType Whether the WAT threshold represents a specific quantity or a percentage of the order quantity. Possible values include: 1: Qty 2: Percent

Sample block:

957=9|
958=Algo Name|959=14|960=TT_Time_Sliced|
958=Algo Type|959=1|960=1|
958=ChildTIF|959=14|960=2|
958=DiscVal|959=1|960=10|
958=DiscValType|959=1|960=1|
958=Interval|959=1|960=120000|
958=IsTrlTrg|959=13|960=Y|
958=TriggerType|959=1|960=2|
958=TriggerPriceType|959=1|960=3|

For the FIXatdl definition, see TT_TimeSliced.xml.

TT Timed order parameters

TT Timed orders support the following required and optional parameters; others are ignored.

Required	Optional
AlgoName Name of the TT order type For TT order types, possible values include: TT_Bracket (FIXatdl definition: TT_Bracket.xml.) TT_Iceberg (FIXatdl definition: TT_Iceberg.xml.) TT_If_Touched (FIXatdl definition: TT_IfTouched.xml.) TT_OCO (FIXatdl definition: TT_OCO.xml.) TT_Retry (FIXatdl definition: TT_Retry.xml.) TT_Stop (FIXatdl definition: TT_Stop.xml.) TT_Time_Duration (FIXatdl definition: TT_TimeDuration.xml.) TT_Time_Sliced (FIXatdl definition: TT_TimeSliced.xml.) TT_Timed (FIXatdl definition: TT_Timed.xml.) TT_Trailing_Limit (FIXatdl definition: TT_TrailingLimit.xml.) TT_WithATick (FIXatdl definition: TT_WithATick.xml.) For custom algos, the name must match the one specified by the algo creator. Required when this repeating group represents an algo AlgoType Source of the algo Possible values include: 0: Custom algo 1: TT order type 3: Bank algo Required when this repeating group contains a \|958=Algo Name\| entry ChildTIF Time-in-Force for the algo child orders 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 7: At the Close 8: Good through Crossing 9: At Crossing A: Auction S: Morning At the Close T: Afternoon At the Close U: Night At the Close V: Good in Session W: Day Plus X: Good Till Cancel Plus Y: Good Till Date Plus Notes: CME supports Immediate or Cancel (IOC) and Fill Or Kill (FOK) using the same Time in Force value (Tag 59=3). If a TT FIX client submits a CME IOC (Tag 59=3) with a MinQty (Tag 110), the order will be treated by CME as a FOK. To send an IOC, the FIX client should omit tag 110 from TT FIX New Order message. Note: Although the TT FIX schema includes the new 'At the Close' TIFs for OSE (59=S, 59=T, and 59=U), at this time these values can not be used through FIX Order Routing or Drop Copy services. However, these values will be fully integrated in a future release. Please monitor the TT Release Notes for announcements as to availability of these TIFs. For more information about TIFs supported by exchanges, refer to Supported Order Types and TIFs in the Setup help.	LimitTicksAway Number of ticks away from the specified limit price to submit the order (-999 to 999) LimitPriceType Type of price for the ticks away offset. Possible values include: 1: Bid 2: Ask 3: LTP EffectiveTime Time to start working the order. Note: Omit to start working the order when submitted. Some order types, such as TT Retry, support precision to the microsecond using a format YYYYMMDD-HH:MM:SS.sssmmm, where mmm represents the microseconds portion of the timestamp. When set, this precision is returned in the Execution Report. ETimeAct Time to stop working the order. Note: Omit to work the order until the market closes (GTD). ExpireTime Time to stop working the order. Note: Omit to work the order until the market closes (GTD). WithATick With-a-Tick threshold quantity. WithATickType Whether the WAT threshold represents a specific quantity or a percentage of the order quantity. Possible values include: 1: Qty 2: Percent

Sample block:

957=4|
958=Algo Name|959=14|960=TT_Timed|
958=Algo Type|959=1|960=1|
958=ChildTIF|959=14|960=2|
958=STime|959=19|960=20160506-14:00:00|

For the FIXatdl definition, see TT_Timed.xml.

TT Trailing Limit order parameters

TT Trailing Limit orders support the following required and optional parameters; others are ignored.

Required	Optional
AlgoName Name of the TT order type For TT order types, possible values include: TT_Bracket (FIXatdl definition: TT_Bracket.xml.) TT_Iceberg (FIXatdl definition: TT_Iceberg.xml.) TT_If_Touched (FIXatdl definition: TT_IfTouched.xml.) TT_OCO (FIXatdl definition: TT_OCO.xml.) TT_Retry (FIXatdl definition: TT_Retry.xml.) TT_Stop (FIXatdl definition: TT_Stop.xml.) TT_Time_Duration (FIXatdl definition: TT_TimeDuration.xml.) TT_Time_Sliced (FIXatdl definition: TT_TimeSliced.xml.) TT_Timed (FIXatdl definition: TT_Timed.xml.) TT_Trailing_Limit (FIXatdl definition: TT_TrailingLimit.xml.) TT_WithATick (FIXatdl definition: TT_WithATick.xml.) For custom algos, the name must match the one specified by the algo creator. Required when this repeating group represents an algo AlgoType Source of the algo Possible values include: 0: Custom algo 1: TT order type 3: Bank algo Required when this repeating group contains a \|958=Algo Name\| entry ChildTIF Time-in-Force for the algo child orders 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 7: At the Close 8: Good through Crossing 9: At Crossing A: Auction S: Morning At the Close T: Afternoon At the Close U: Night At the Close V: Good in Session W: Day Plus X: Good Till Cancel Plus Y: Good Till Date Plus Notes: CME supports Immediate or Cancel (IOC) and Fill Or Kill (FOK) using the same Time in Force value (Tag 59=3). If a TT FIX client submits a CME IOC (Tag 59=3) with a MinQty (Tag 110), the order will be treated by CME as a FOK. To send an IOC, the FIX client should omit tag 110 from TT FIX New Order message. Note: Although the TT FIX schema includes the new 'At the Close' TIFs for OSE (59=S, 59=T, and 59=U), at this time these values can not be used through FIX Order Routing or Drop Copy services. However, these values will be fully integrated in a future release. Please monitor the TT Release Notes for announcements as to availability of these TIFs. For more information about TIFs supported by exchanges, refer to Supported Order Types and TIFs in the Setup help. LimitTicksAway Number of ticks away from the specified limit price to submit the order (-999 to 999) LimitPriceType Type of price for the ticks away offset. Possible values include: 1: Bid 2: Ask 3: LTP	EffectiveTime Time to start working the order. Note: Omit to start working the order when submitted. Some order types, such as TT Retry, support precision to the microsecond using a format YYYYMMDD-HH:MM:SS.sssmmm, where mmm represents the microseconds portion of the timestamp. When set, this precision is returned in the Execution Report. ETimeAct Time to stop working the order. Note: Omit to work the order until the market closes (GTD). ExpireTime Time to stop working the order. Note: Omit to work the order until the market closes (GTD).

Sample block:

957=7|
958=Algo Name|959=14|960=TT_Trailing_Limit|
958=Algo Type|959=1|960=1|
958=ChildTIF|959=14|960=2|
958=LimitPriceType|959=1|960=3|
958=LimitTicksAway|959=1|960=2|
958=ETime|959=19|960=20160506-11:00:00|
958=ETimeAct|959=1|960=1|

For the FIXatdl definition, see TT_TrailingLimit.xml.

TT Time Weighted Average Price (TWAP) order parameters

TT Time Weighted Average Price orders support the following required and optional parameters; others are ignored.

Required	Optional
AlgoName Name of the TT order type For TT order types, possible values include: TT_Bracket (FIXatdl definition: TT_Bracket.xml.) TT_Iceberg (FIXatdl definition: TT_Iceberg.xml.) TT_If_Touched (FIXatdl definition: TT_IfTouched.xml.) TT_OCO (FIXatdl definition: TT_OCO.xml.) TT_Retry (FIXatdl definition: TT_Retry.xml.) TT_Stop (FIXatdl definition: TT_Stop.xml.) TT_Time_Duration (FIXatdl definition: TT_TimeDuration.xml.) TT_Time_Sliced (FIXatdl definition: TT_TimeSliced.xml.) TT_Timed (FIXatdl definition: TT_Timed.xml.) TT_Trailing_Limit (FIXatdl definition: TT_TrailingLimit.xml.) TT_WithATick (FIXatdl definition: TT_WithATick.xml.) For custom algos, the name must match the one specified by the algo creator. Required when this repeating group represents an algo AlgoType Source of the algo Possible values include: 0: Custom algo 1: TT order type 3: Bank algo Required when this repeating group contains a \|958=Algo Name\| entry ChildTIF Time-in-Force for the algo child orders 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 7: At the Close 8: Good through Crossing 9: At Crossing A: Auction S: Morning At the Close T: Afternoon At the Close U: Night At the Close V: Good in Session W: Day Plus X: Good Till Cancel Plus Y: Good Till Date Plus Notes: CME supports Immediate or Cancel (IOC) and Fill Or Kill (FOK) using the same Time in Force value (Tag 59=3). If a TT FIX client submits a CME IOC (Tag 59=3) with a MinQty (Tag 110), the order will be treated by CME as a FOK. To send an IOC, the FIX client should omit tag 110 from TT FIX New Order message. Note: Although the TT FIX schema includes the new 'At the Close' TIFs for OSE (59=S, 59=T, and 59=U), at this time these values can not be used through FIX Order Routing or Drop Copy services. However, these values will be fully integrated in a future release. Please monitor the TT Release Notes for announcements as to availability of these TIFs. For more information about TIFs supported by exchanges, refer to Supported Order Types and TIFs in the Setup help. Of the following tags, you must enter (Duration AND DurationBaseUnit) OR (DurationSTime AND DurationETime) Duration Number of time units between each disclosed order portion of a TT Time Duration order. DurationBaseUnit Time unit to use for the duration of a TT Time Duration order. Possible values include: 1: Hour 2: Minute 3: Second DurationSTime Time to start submitting child orders of a TT Time Duration order. DurationETime Time to stop submitting child orders of a TT Time Duration order. MaxDisp The maximum size of a child order lot in relation to the total parent order quantity. TwapStyle Defines how the algorithm lays out the slices and execution options. Aggressive: Child orders are sent as market orders at the beginning of each slice. Child order quantities and time periods are uniform across each slice. Passive: A Limit Order is placed at the bid (for buys) / ask (for sells) at the beginning of each slice and then continuously repriced to follow the market. Default: Similar to the Passive style, a Limit Order is placed at the bid (for buys) / ask (for sells) at the beginning of each slice and then continuously repriced to follow the market.	WouldIfPrc The desired price threshold that will trigger TWAP to temporarily abandon its current slicing plan and aggressively fill as much quantity as possible. LimitPrc The highest price at which the user is willing to buy (when buying), or the lowest to sell (when selling).

Sample block:

957=7|
958=Algo Name|959=14|960=TT_TWAP|
958=Algo Type|959=1|960=1|
958=ChildTIF|959=14|960=2|
958=DurationBaseUnit|959=1|960=1|
958=Duration|959=1|960=1|
958=MaxDisp|959=1|960=1|
958=TWAPStyle|959=1|960=1|

For the FIXatdl definition, see TT_TWAP.xml.

TT With-a-Tick order parameters

TT With a Tick orders support the following required and optional parameters; others are ignored.

Required	Optional
AlgoName Name of the TT order type For TT order types, possible values include: TT_Bracket (FIXatdl definition: TT_Bracket.xml.) TT_Iceberg (FIXatdl definition: TT_Iceberg.xml.) TT_If_Touched (FIXatdl definition: TT_IfTouched.xml.) TT_OCO (FIXatdl definition: TT_OCO.xml.) TT_Retry (FIXatdl definition: TT_Retry.xml.) TT_Stop (FIXatdl definition: TT_Stop.xml.) TT_Time_Duration (FIXatdl definition: TT_TimeDuration.xml.) TT_Time_Sliced (FIXatdl definition: TT_TimeSliced.xml.) TT_Timed (FIXatdl definition: TT_Timed.xml.) TT_Trailing_Limit (FIXatdl definition: TT_TrailingLimit.xml.) TT_WithATick (FIXatdl definition: TT_WithATick.xml.) For custom algos, the name must match the one specified by the algo creator. Required when this repeating group represents an algo AlgoType Source of the algo Possible values include: 0: Custom algo 1: TT order type 3: Bank algo Required when this repeating group contains a \|958=Algo Name\| entry ChildTIF Time-in-Force for the algo child orders 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 7: At the Close 8: Good through Crossing 9: At Crossing A: Auction S: Morning At the Close T: Afternoon At the Close U: Night At the Close V: Good in Session W: Day Plus X: Good Till Cancel Plus Y: Good Till Date Plus Notes: CME supports Immediate or Cancel (IOC) and Fill Or Kill (FOK) using the same Time in Force value (Tag 59=3). If a TT FIX client submits a CME IOC (Tag 59=3) with a MinQty (Tag 110), the order will be treated by CME as a FOK. To send an IOC, the FIX client should omit tag 110 from TT FIX New Order message. Note: Although the TT FIX schema includes the new 'At the Close' TIFs for OSE (59=S, 59=T, and 59=U), at this time these values can not be used through FIX Order Routing or Drop Copy services. However, these values will be fully integrated in a future release. Please monitor the TT Release Notes for announcements as to availability of these TIFs. For more information about TIFs supported by exchanges, refer to Supported Order Types and TIFs in the Setup help. WithATick With-a-Tick threshold quantity. WithATickType Whether the WAT threshold represents a specific quantity or a percentage of the order quantity. Possible values include: 1: Qty 2: Percent	LimitTicksAway Number of ticks away from the specified limit price to submit the order (-999 to 999) LimitPriceType Type of price for the ticks away offset. Possible values include: 1: Bid 2: Ask 3: LTP EffectiveTime Time to start working the order. Note: Omit to start working the order when submitted. Some order types, such as TT Retry, support precision to the microsecond using a format YYYYMMDD-HH:MM:SS.sssmmm, where mmm represents the microseconds portion of the timestamp. When set, this precision is returned in the Execution Report. ETimeAct Time to stop working the order. Note: Omit to work the order until the market closes (GTD). ExpireTime Time to stop working the order. Note: Omit to work the order until the market closes (GTD).

Sample block:

957=6|
958=Algo Name|959=14|960=TT_With_A_Tick|
958=Algo Type|959=1|960=1|
958=ChildTIF|959=14|960=2|
958=WithATickType|959=1|960=1|
958=WithATick|959=1|960=100|
958=STime|959=19|960=20160506-14:00:00|

For the FIXatdl definition, see TT_WithATick.xml.

Specifying parameters for Autospreader and Aggregator orders

You also use the <StrategyParametersGrp> repeating group to specify parameters for Autospreader and Aggregator orders. The NoStrategyParameters (tag 957) should always be 1 for these orders.

Orders for Autospreader spreads use parameters only for the spread name.
Sample repeating group:
```
957=1|
958=Spread Name|959=14|960=ZB Calendar|
```
Orders for Aggregator instruments use parameters only for the aggregator name.
Sample repeating group:
```
957=1|
958=Aggregator Name|959=14|960=Gold Aggregated|
```

Specifying parameters for custom algo or third-party algo order parameters

When creating the repeating group for a custom algo, such as one created through ADL, you must specify the same algo name as defined by the algo creator and must identify the algo type as custom (960=0). You also need to provide all of the user parameters defined for the algo. For a third-party algo, you must identify the algo type as third party (960=3) and contact the algo provider to get the algo name and the required parameters.

Note: All algos must contain the following StrategyParameterName (tag 958) values in the StrategyParameters repeating group, along with their corresponding types (tag 959) and values (tag 960):

958=Algo Name
958=Algo Type
958=ChildTIF

Sample repeating group:

957=6|
958=Algo Name|959=14|960=LimitWithOffset|
958=Algo Type|959=1|960=0|
958=ChildTIF|959=14|960=2|
958=LimitType|959=1|960=3|
958=EntryOffset|959=1|960=3|
958=ExitOffset|959=1|960=1|

Specifying free-form text fields

Free-form text fields allow you to include extra information with an order than persists throughout the life of the order. TT reserves three StrategyParamName values that correspond to the free-form text fields available in TT widgets, such as an Order Ticket.

Note: You can also include these free-form text fields as part of the repeating group for an algo.

StrategyParameterName (958)	StrategyParameterType (959)	StrategyParameterValue (960)
Text A	String	Value corresponding to the Text A field in TT widgets
Text B	String	Value corresponding to the Text B field in TT widgets
Text C	String	Customer-defined text field not sent to exchange
Text TT	String	Value corresponding to the Text TT field in TT widgets
custom-parameter-name	String	Value for the user-defined field

Sample repeating group:

957=2|
958=Text A|959=14|960=Trading group 1234|
958=Text TT|959=14|960=Flattening my position|

Parameters and values for TT Order Types

The following table provides a reference for the tag values you must specify for each of the TT Order Type parameters.

StrategyParameterName (958)	StrategyParameterType (959)	StrategyParameterValue (960)
Aggregator Name	String	Name of the aggregator as defined in the Aggregator Manager
Algo Name	String	Name of the TT order type For TT order types, possible values include: TT_Bracket (FIXatdl definition: TT_Bracket.xml.) TT_Iceberg (FIXatdl definition: TT_Iceberg.xml.) TT_If_Touched (FIXatdl definition: TT_IfTouched.xml.) TT_OCO (FIXatdl definition: TT_OCO.xml.) TT_Retry (FIXatdl definition: TT_Retry.xml.) TT_Stop (FIXatdl definition: TT_Stop.xml.) TT_Time_Duration (FIXatdl definition: TT_TimeDuration.xml.) TT_Time_Sliced (FIXatdl definition: TT_TimeSliced.xml.) TT_Timed (FIXatdl definition: TT_Timed.xml.) TT_Trailing_Limit (FIXatdl definition: TT_TrailingLimit.xml.) TT_TWAP (FIXatdl definition: TT_TWAP.xml.) TT_WithATick (FIXatdl definition: TT_WithATick.xml.) For custom algos, the name must match the one specified by the algo creator. Required when this repeating group represents an algo
Algo Type	int	Source of the algo Possible values include: 0: Custom algo 1: TT order type 3: Bank algo Required when this repeating group contains a \|958=Algo Name\| entry
AutoResubExpiredGTD	Boolean	If any child orders are not completely filled by the session close, the exchange will expire the child orders; when the market reopens, the parent order will then resubmit the child orders with the same parameters as when they expired. Possible values include: Y: Yes N: No
BracketOrderType	int	Order type for the parent order Possible values include: 0: Limit 1: Stop Limit 2: Stop Market
BracketStopLimitOffset	int	Number of ticks away from the Stop price to submit a Limit order.
ChildTIF	char	Time-in-Force for the algo child orders Possible values include: 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 7: At the Close 8: Good through Crossing 9: At Crossing A: Auction S: Morning At the Close T: Afternoon At the Close U: Night At the Close V: Good in Session W: Day Plus X: Good Till Cancel Plus Y: Good Till Date Plus Notes: CME supports Immediate or Cancel (IOC) and Fill Or Kill (FOK) using the same Time in Force value (Tag 59=3). If a TT FIX client submits a CME IOC (Tag 59=3) with a MinQty (Tag 110), the order will be treated by CME as a FOK. To send an IOC, the FIX client should omit tag 110 from TT FIX New Order message. Note: Although the TT FIX schema includes the new 'At the Close' TIFs for OSE (59=S, 59=T, and 59=U), at this time these values can not be used through FIX Order Routing or Drop Copy services. However, these values will be fully integrated in a future release. Please monitor the TT Release Notes for announcements as to availability of these TIFs. For more information about TIFs supported by exchanges, refer to Supported Order Types and TIFs in the Setup help. Required when this repeating group contains a \|958=Algo Name\| entry
DiscVal	int	Amount of the total order quantity to disclose (1 to maxint)
DiscValType	int	What the DiscVal represents Possible values include: 1: Absolute quantity 2: Percentage of the total order quantity
Duration	int	Number of time units between each disclosed order portion of a TT Time Duration order.
DurationBaseUnit	int	Time unit to use for the duration of a TT Time Duration order. Possible values include: 1: Hour 2: Minute 3: Second
DurationSTime	UTC_Timestamp	Time to start submitting child orders of a TT Time Duration order.
DurationETime	UTC_Timestamp	Time to stop submitting child orders of a TT Time Duration order.
ETAGoToMktTicks	int	Number of ticks into the market to submit an order for the remaining quantity when the end time action (ETimeAct) is 2 (Go To Market).
ETime	UTC_Timestamp	Time to stop working the order. Note: Omit the tag to work the order until the market closes (GTC).
ETimeAct	int	Action to take for any unfilled balance when the End time is reached. Currently, the only supported value is 1 (Cancel).
Interval	int	Length of the slice, in milliseconds
IsTrlTrg	Boolean	Indicates whether the trigger price trails the trigger price type by some number of ticks. Possible values include: Y or N.
LeftoverAction	int	How to handle any existing unfilled order quantities when it is time to send the next portion. 0: Leave 1: Payup
LeftoverTicks	int	Number of ticks to add or subtract from your Bid or Offer to determine the price of the limit order. Required when the repeating group contains a 958=LeftOverAction with 960=1 (Payup) entry
LeftoverTimeAction	int	When to execute the LeftoverAction for an order interval. Possible values include: 0: At End 1: Halflife
LimitPrc	price	The highest price at which the user is willing to buy (when buying), or the lowest to sell (when selling).
LimitPriceType	int	Type of price for the ticks away offset. Possible values include: 1: Bid 2: Ask 3: LTP
LimitTicksAway	int	Number of ticks away from the specified limit price to submit the order (-999 to 999)
MaxDisp	int	The maximum size of a child order lot in relation to the total parent order quantity.
OcoStopTriggerPrice	int	Price at which to trigger the Stop Market or Stop Limit order.
Payup	int	Number of ticks from the specified price to submit the Limit order
ParentTIF	int	Time-in-force of a parent synthetic order. Possible values include: 1: Day 2: GTC 7: Time Note: If this value is omitted, the value of tag 59 (TimeInForce) will be assigned to this tag. If tag 59 is also missing, the order will be rejected. If both parameters are present, their values must be identical.
ProfitTarget	int	Initial price for the profit order in the OCO pair, as follows: Price = Entry Order Fill Price + Profit target setting, if the TT Bracket order was a bid. Price = Entry Order Fill Price - Profit target setting, if the TT Bracket order was an offer.
RetryCount	int	Number of times (0-32,000) to resend a rejected order
RetryInterval	int	Number of milliseconds (0-100,000) between retry attempts
SpreadName	String	Name of the spread as defined in the Autospreader widget.
STime	UTC_Timestamp	Time to start working the order. Note: Omit the tag to start working the order when submitted.
StopLimitOffset	int	Number of ticks away from the Stop price to submit a Limit order when the OCO Stop Limit order is triggered.
StopOrderType	int	Order type of the stop-loss order. Possible values include: 1: Limit 2: Market 3: TT Stop
StopTarget	int	Initial price for the stop loss order in the OCO pair, as follows: Price = Entry Order Fill Price + Stop loss setting, if the TT Bracket order was a bid. Price = Entry Order Fill Price - Stop loss setting, if the TT Bracket order was an offer.
TriggerLTPReset	int	Whether to reset the trade quantity counter back to zero, if the inside market backs away from the trigger price. Possible values include: Y: Yes N: No
TriggerPriceType	int	Type of order trigger. Possible values include: 1: Bid 2: Ask 3: LTP 6: Same side 7: Opposite side
TriggerQty	int	Quantity of the secondary trigger condition based on the executed quantity (if LTP) or the quantity on the Bid or the Ask.
TriggerQtyCompare	int	Test to use when comparing trigger quantities. Possible values include: 3: Less than or equal to 5: Greater than or equal to
TriggerQtyType	int	Type of quantity trigger. Possible values include: 1: Qty 2: Percent
TriggerType	int	Price at which to trigger the order. Possible values include: 1: Stop 2: If-Touched
TriggerTicksAway	int	Number of ticks away from the specified price to submit the child order
TTStopIsTrlTrigger	Boolean	Whether the TT Stop order trigger price trails the trigger price type by some number of ticks. Possible values include: Y: Yes N: No Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop).
TTStopLimitPriceType	int	Type of price to use to the TT Stop child order Possible values include: 1: Bid 2: Ask 3: LTP Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop).
TTStopPayup	int	Number of ticks from the specified price to submit the Limit order. Positive values indicate towards the market and negative values indicate away from the market. Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop).
TTStopSecondConditionIsOn	Boolean	Whether to require a secondary condition before triggering an order. The order is triggered only when the initial and secondary conditions are both TRUE. Possible values include: Y: Yes N: No
TTStopSecondConditionIsTrlTrg	Boolean	Type of trigger for the second contion of at TT Stop or TT If-Touched order. Possible values include: Y: Yes N: No
TTStopSecondTriggerPriceType	int	Type of trigger for the second contion of at TT Stop or TT If-Touched order. Possible values include: 1: Bid 2: Ask 3: LTP 6: Same side 7: Opposite side
TTStopSecondTriggerQty	int	Quantity of the secondary trigger condition based on the executed quantity (if LTP) or the quantity on the Bid or the Ask.
TTStopSecondTriggerQtyCompare	int	Test to use when comparing trigger quantities. Possible values include: Possible values include: 3: Less than or equal to 5: Greater than or equal to
TTStopSecondTriggerQtyType	int	Type of quantity trigger for the secondary condition. Possible values include: 1: Qty 2: Percent
TTStopSecondTriggerTicksAway	int	Number of ticks from the specified price to submit the child order, based on the specified Trigger price. Positive values indicate towards the market and negative values indicate away from the market.
TTStopTriggeredOrderPrice	Price	Price for the TT Stop child Limit order. Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop).
TTStopTriggeredOrderType	int	Type of order to submit when triggered. Possible values include: 1: Market 2: Limit 3: MLM Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop).
TTStopTriggerLTPReset	Boolean	Whether to reset the trade quantity counter back to zero, if the inside market backs away from the trigger price. Possible values include: Y: Yes N: No Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop).
TTStopTriggerPriceType	int	Type of trigger for the TT Stop order. Possible values include: 1: Bid 2: Ask 3: LTP Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop).
TTStopTriggerQty	int	Quantity of the secondary trigger condition based on the executed quantity (if LTP) or the quantity on the Bid or the Ask. Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop).
TTStopTriggerQtyCompare	int	Test to use when comparing TT Stop order trigger quantities. Possible values include: 3: Less than or equal to 5: Greater than or equal to Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop).
TTStopTriggerQtyType	int	Type of quantity trigger for the TT Stop order. Possible values include: 1: Qty 2: Percent Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop).
TTStopTriggerTicksAway	int	Number of ticks away from the specified price to submit the child orders of the TT Stop order Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop).
TTStopWithATick	int	Threshold for the With A Tick behavior that reprices the order one tick toward the market when available quantity at the opposite inside market is at or below the specified quantity threshold Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop).
TTStopWithATickType	int	Type of quantity to use for the With A Tick type specified in tag 16929 (TTStopWithATick). Possible values include: 1: Qty 2: Percent Note: Used only for TT Bracket and TT OCO orders that submit a TT Stop order for the stop-loss order, with tag 16916 (StopOrderType) = 3 (TT Stop).
TWAPStyle	int	Defines how the algorithm lays out the slices and execution options: Defines how the algorithm lays out the slices and execution options. Aggressive: Child orders are sent as market orders at the beginning of each slice. Child order quantities and time periods are uniform across each slice. Passive: A Limit Order is placed at the bid (for buys) / ask (for sells) at the beginning of each slice and then continuously repriced to follow the market. Default: Similar to the Passive style, a Limit Order is placed at the bid (for buys) / ask (for sells) at the beginning of each slice and then continuously repriced to follow the market.
Variance	int	Percentage (0-100) by which to vary the child order quantity.
WaitingOption	int	When to start working the parent order. Possible values include: 0: Now 1: Time 2: PreOpen 3: Open Note: If this is 1, you must specify the start time in tag 168 (EffectiveTime).
WithATick	int	WAT threshold quantity.
WithATickType	int	Whether the WAT threshold represents a specific quantity or a percentage of the order quantity. Possible values include: 1: Qty 2: Percent
WouldIfPrc	price	Desired price threshold that will trigger TWAP to temporarily abandon its current slicing plan and aggressively fill as much quantity as possible.
custom-parameter-name	Varies	Value of the custom parameter You must ensure that the value matches the specified data type for the custom parameter.

TT Order Types and FIX tag mappings

	TT Bracket	TT Iceberg	TT If Touched	TT OCO	TT Retry	TT Stop	TT Time Sliced	TT Timed	TT Trailing Limit	TT WithATick
TargetStrategyName	◆	◆	◆	◆	◆	◆	◆	◆	◆	◆
TargetStrategyType	◆	◆	◆	◆	◆	◆	◆	◆	◆	◆
BracketOrderType	◆
BracketStopLimitOffset	◇
ChildTIF	◆	◆	◆	◆	◆	◆	◆	◆	◆	◆
DiscVal		◆					x
DiscValType		◆					x
ETimeAct	◇	◇	x	x		x	x	x	x
Interval							x
IsTrlTrg	◇		x			x	x
LeftoverAction							x
LeftoverTicks							x
LimitPriceType		◇	x			x	x	x	x
LimitTicksAway		◇					x	x	x	x
OcoStopTriggerPrice				x						x
ProfitTarget	◆
StopLimitOffset	◆			x
StopOrderType	◆			x
StopTarget	◆
TriggerPriceType	◇	◇	x	x		x	x
TriggerTicksAway	◇	◇	x	x		x	x
TriggerType	◇	◇		x			x
WithATickType	◇	◇	x	x		x	x	x		x
WithATick	◇	◇	x	x		x	x	x		x
TriggerQtyType	◇		x			x
TriggerQtyCompare	◇		x			x
TriggerQty	◇		x			x
TriggerLTPReset			x			x
TTStopLimitPriceType	◇			x
TTStopWithATickType	◇			x
TTStopWithATick	◇			x
Payup			x			x
TTStopTriggerPriceType				x
TTStopIsTrlTrg				x
TTStopTriggerTicksAway				x
TTStopTriggerQtyType				x
TTStopTriggerQTyCompare				x
TTStopTriggerQty				x
TTStopTriggerLTPReset
TTStopTriggeredOrderType				x
TTStopTriggeredOrderPrice
TTStopLimitTicksAway		x
TTStopPayup	◇			x
RetryCount					x
RetryInterval					x
Duration
DurationBaseUnit
DurationSTime
DurationETime
LeftoverTimeAction
AutoResubExpiredGTD
ParentTIF
TTStopSecondConditionIsOn
TTStopSecondTriggerPriceType
TTStopSecondConditionIsTrlTrg
TTStopSecondTriggerTicksAway
TTStopSecondTriggerQtyType
TTStopSecondTriggerQtyCompare
TTStopSecondTriggerQty
EffectiveTime	◇	◇	x	x	x	x	x	x	x
ETime	◇	◇	x	x		x	x	x	x

TT® FIX General

Component - StrategyParametersGrp

Component: <StrategyParametersGrp>

Overview

Supported tags

Supported tags

Specifying parameters for TT order types

TT Bracket order

TT Iceberg order parameters

TT OCO order parameters

TT Retry order

TT Stop order

TT Time Duration order

TT Time Sliced order

TT Timed order

TT Trailing Limit order

TT Time Weighted Average Price (TWAP) order

TT With a Tick order

Specifying parameters for Autospreader and Aggregator orders

Specifying parameters for custom algo or third-party algo order parameters

Specifying free-form text fields

Parameters and values for TT Order Types

TT Order Types and FIX tag mappings

TT^® FIX General