FIX protocol version

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

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

Message length (in characters)

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

Type of message contained in the message body

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

Possible values include:

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

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

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

TT session identity

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

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

Unique ID for the message sender

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

Unique ID for the message receiver.

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

Unique Trader ID

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

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

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

Message sequence number

Whether the sequence number for this message is already used

Possible values include:

• Y: Possible duplicate
• N: Original transmission

Condition: Must send when a FIX client resends messages

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

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

Always expressed in UTC.

Condition: Required for resent messages

Time, in UTC, the message was sent.

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

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

Name of the market where the instrument trades.

TT FIX uses this value to identify a 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

Sent unless an Order Status Request (H) message returns no orders in an Execution Report (8) message.

Name of the sub-market where the instrument trades.

TT FIX uses this value to identify a security.

ISO 10383 defines a comprehensive list of MIC codes.

Condition: Sent when available for FIX 4.2 sessions

Market of execution for last fill, or an indication of the market where an order was routed.

ISO 10383 defines a comprehensive list of MIC codes.

Condition: Sent when available for FIX 4.4 sessions

Exchange-provided product symbol for the tradable product.

Conditions:

• Not sent when Tag 167 (SecurityType)=MLEG.
• Not sent when an Order Status Request (H) message returns no orders in an Execution Report (8) message.

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.

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
• INDEX: index

Sent unless an Order Status Request (H) message returns no orders in an Execution Report (8) message.

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

Note: Sent only in Security Definition (d) and Execution Report (8) messages.

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

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

Maturity date in format YYYYMMDD.

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

Day of expiration for the instrument.

Range: 1-31

Condition: Sent when multiple contracts exist for the same month

Contract term in the form, YYYYMM

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

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: Sent when the delivery term is not monthly

Date for contract delivery

Condition: Sent when available

Settlement date

Condition: Sent when tag 167 (SecurityType) = FOR or NDF

Fixing date

Condition: Sent when tag 167 (SecurityType) = NDF

Indicates if the Execution Report recipient is the reporting party. Follows GFMA FX reporting rules.

Condition: Sent when tag 167 (SecurityType) = NDF

Indicates the type of quote that was crossed.

Possible values include:

• Firm
• Last Look

Condition: Sent when tag 167 (SecurityType) = FOR or NDF

Whether the option represents a put or call

Possible values include:

• 0: Put
• 1: Call

Condition: Sent when Tag 167 (SecurityType) is OPT

Strike price for an option

Condition: Sent when Tag 167 (SecurityType) is OPT

Factor to use when multiplying prices sent from a FIX client and dividing prices sent from TT FIX

Condition: Sent only in Security Definition (d) messages when provided by the exchange

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

Condition: Sent unless an Order Status Request (H) message returns no orders in an Execution Report (8) message.

Identifier assigned to a leg of a leg fill for ASX clearing purposes (clearing deal number).

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"

Unencrypted three-character checksum

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