Every message sent to and received from TT FIX must start with message sender and receiver information, message type, and message size.
| 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:
|
| 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:
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. |
| 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 is always the first tag in the message. The value is either 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:
|
| 49 | SenderCompID | Y | String |
ID of the FIX session The value will be the same value the FIX client sends in tag 56 (TargetCompID) in its requests to TT FIX. |
| 56 | TargetCompID | Y | String |
FIX client ID, corresponding to the SenderCompID specified for the user in TT User Setup The value is the same as sent in tag 49 (SenderCompID) in FIX client requests. |
| 50 | SenderSubID | C | String |
Unique ID for the message sender For CME, the value corresponds to the Operator ID. Condition: Sent if TT User Setup specifies an exchange operator ID |
| 142 | SenderLocationID | N | string | Specific message originator's location (i.e. geographic location and/or desk, trader) |
| 116 | OnBehalfOfSubID | N | Data type: String |
Unique Trader ID (can also be provided in Tag 50 (SenderSubID)) The value maps to the Alias field configured for a user in Setup. |
| 129 | DeliverToSubID | C | String |
Value of Tag 116 (OnBehalfOfSubID) in the FIX client request. Condition: Sent in Execution Report (8) and Order Cancel Reject (9) messages. |
| 34 | MsgSeqNum | Y | SeqNum |
Message sequence number. |
| 43 | PossDupFlag | C | Boolean |
Whether the sequence number for this message is already used Possible values include:
Condition: Sent when TT FIX resends messages |
| 97 | PossResend | C | Boolean |
Whether the message might contain information that has been sent under another sequence numbe Possible values include:
Condition: Sent when TT FIX restarts after encountering a corrupt FIX message cache, and only until it completes the initial download. |
| 122 | OrigSendingTime | C | UTCTimestamp |
Original time of message transmission, when transmitting orders as the result of a resend request Always expressed in UTC. Condition: Sent when TT FIX resends a message |
| 52 |
SendingTime |
Y | UTCTimestamp |
Time, in UTC, the message was sent. |