Exchange-provided unique identifier for this execution report.

Uniqueness varies based on the exchange and is typically limited to a single trading day or the life of a multi-day order. Firms that want to maintain historical archives should consider appending a date to the ExecID value to ensure uniqueness across days. Firms that need a unique ExecID for the life of an order can use Tag 16612 as an alternative.

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

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

Reference identifier used with Correct transaction types

Tag 19 (ExecRefID) will be populated with the Tag 17 (ExecID) value of the fill that is being corrected.

If there are multiple corrections to a fill, Tag 19 (ExecRefID) will be populated with the Tag 17 (ExecID) value of the most recent execution report for the fill. Tag 16017 (OrigExecID) will always provide the Tag 17 (ExecID) value of the original execution report.

Condition: Sent when Tag 20 (ExecTransType) = 2 (Correct); also sent for FIX 4.4 when Tag 150 (ExecType) = G (Trade Correct) or H (Trade Cancel).

Type of execution report

Possible values include:

• 0: New
• 1: Cancel
• 2: Correct
• 3: Status (in response to an Order Status Request (H) message)

Note: This tag is sent only for FIX 4.2 Execution Reports. This functionality is replaced with Tag 150 (ExecType) for FIX 4.4.

Internal TT order key assigned to all orders submitted through any TT software.

The value remains constant for the life of an order.

Note: The value is unique per TT environment.

Unique identifier for the order, as assigned by the exchange.

Note: The value can vary over time for the same order.

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

Unique identifier for an Order as assigned by TT. Uniqueness is guaranteed within a single FIX trading session. Tag 11 values may be reused after the daily or weekly FIX session reset. Maximum length of the tag 11 is (20) characters.

Unique identifier for the order as assigned by the buy-side

Condition: Sent when provided by the exchange

Exchange-generated fill ID

For exchanges that do not provide this tag, the value will be set to order_id:order_sequence.

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

Previous order identifier. Equal to Tag 11 (ClOrdID) of the original request message

Condition: Sent if available

Internal unique id across TT system; used primarily for internal debugging

Condition: Sent when available

TT order ID

This tag is populated with the regular TT order ID when a shortened ID is sent in tag 37 (OrderID).

Condition: Sent only when the Send and receive Order ID values in short form setting is enabled for the FIX session in the Setup application.

Indicates the reason for sending this Execution Report

Possible values include:

• 0: New
• 1: Partially filled
• 2: Filled
• 3: Done for day
• 4: Canceled
• 5: Replaced
• 6: Pending cancel
• 7: Stopped
• 8: Rejected
• 9: Suspended (Held)
• A: Pending new
• B: Calculated
• C: Expired
• D: Restated
• E: Pending replace
• F: Trade
• G: Trade correction (same as 20=2 in FIX 4.2)
• H: Trade cancel (same as 20=1 in FIX 4.2)
• I: Order status (same as 20=3 in FIX 4.2)
• J: Trade in a clearing hold
• K: Trade has been released to clearing
• L: Triggered or activated by system

Execution instructions sent in the order request

Possible values include:

• 2: Work (default)
• 6: Participate don't initiate
• G: All or none
• S: Suspend
• o: Cancel on connection loss (valid only for New Order Single (D) messages)
• q: Release from suspension
• X: Test request

Note: If you submit multiple values that include an unsupported value, TT FIX will choose the appropriate supported value.

Condition: Sent when available

Reason for rejecting the incoming request

Possible values include:

• 0: Broker option
• 1: Unknown symbol
• 2: Exchange closed
• 3: Order exceeds limit
• 4: Too late to enter
• 5: Unknown order
• 6: Duplicate order
• 7: Duplicate of a verbally-communicated order
• 8: Stale order
• 9: Trade along required
• 10: Invalid Investor ID
• 11: Unsupported order characteristic
• 12: Surveillance option
• 13: Incorrect quantity
• 14: Incorrect allocated quantity
• 15: Unknown account
• 16: Price exceeds current price band
• 18: Invalid price increment
• 19: Message pending
• 20: Routing error
• 99: Other
• 1003: Market closed
• 1007: FIX field missing or incorrect
• 1010: Required field missing
• 1011: FIX field incorrect
• 1012: Price must be greater than zero
• 1013: Invalid order qualifier
• 1014: User not authorized
• 2013: Market hours not suported by opposite
• 2019: Invalid expire date
• 2044: Order not in book
• 2045: Order not in book 2
• 2046: Disclosed qty cannot be greater
• 2047: Unknown contract
• 2048: Cancel with different sender comp id
• 2049: ClOrdId different than correleation ClOrdId
• 2050: ClOrdId different than original ClOrdId
• 2051: Different side
• 2052: Different group
• 2053: Different security type
• 2054: Different account
• 2055: Different qty
• 2056: Cancel with different trader id
• 2058: Stop price must be greater
• 2059: Stop price must be smaller
• 2060: Sell stop price must be below ltp
• 2061: Buy stop price must be above ltp
• 2100: Different product
• 2101: Different inflight fill modification
• 2102: Modify with different sender comp id
• 2103: Modify with different trader id
• 2115: Order qty outside allowable range
• 2130: Invalid order type for pcp
• 2137: Order price outside limits
• 2179: Order price outside bands
• 2311: Invalid order type for group
• 2500: Instrument cross request in process
• 2501: Ordr qty too low
• 2600: Market maker protection has tripped
• 4000: Engine did not respond
• 6001: Pending replace
• 6002: Pending cancel
• 7000: Order rejected
• 7001: Contract not gtc gtd eligible
• 7009: Contract past expiration
• 7011: Max contract working qty exceeded
• 7015: Modify with different side
• 7018: Contract not gtc gtd eligible 2
• 7020: No trading calendar for expire date
• 7021: Expire date beyond instrument expiration
• 7022: Expire date beyond leg instrument expiration
• 7024: Market in no cancel
• 7027: Invalid order type for reserved market
• 7028: Order session date in past
• 7613: Disclosed qty cannot be smaller
• 9999: Technical error function not performed

Condition: Sent when Tag 150 (ExecType) is 8 (Reject)

Source of the reject message.

Possible values include:

• 1: Edge server
• 2: Bouncer (risk server)
• 3: Gateway
• 4: Exchange
• 5: Algo server
• 6: ASE server
• 7: TTINT
• 8: External
• 9: TTAPI
• 10: Client application
• 11: FIX Adapter
• 12: Stager
• 13: TT Options Risk

Time to start working the order.

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.

Time to stop working the order.

Additional information about the message

Condition: Sent when the TT FIX needs to send additional information

Reason for the restatement

Possible values include:

• 0: GT corporate action
• 1: GT renewal
• 2: Verbal change
• 3: Repricing of order
• 4: Broker option
• 5: Partial decline of order quantity
• 6: Cancel on trading halt
• 7: Cancel on system failure
• 8: Market
• 9: Cancel not best
• 10: Warehouse recap
• 11: Peg refresh
• 50: Control user activity (Inbound Drop Copy only)
• 51: Corporate manager activity (Inbound Drop Copy only)
• 52: Branch manager activity (Inbound Drop Copy only)
• 53: Exchange and FIX server connection down (Inbound Drop Copy only)
• 99: Other
• 100: Cancel on disconnect
• 103: Cancel oldest (resting) due to self-match prevention
• 104: Cancel from credit violation
• 105: Cancel from firmsoft
• 106: Cancel from risk
• 107: Cancel newest (aggressing) due to self-match prevention
• 108: Cancel due to minimum lot size not met
• 109: Cancel by system
• 110: Cancel by proxy
• 111: Cancel due to order expiry
• 112: Cancel due to order outside price limits
• 113: Cancel due to session transition
• 114: Cancel due to auction delete
• 115: Cancel due to other reason
• 116: Order passing request accepted
• 117: Order passing request rejected
• 118: Incoming order self match prevention
• 119: Resting order self match prevention
• 120: Cancel due to self match prevention
• 121: GTC/GTD Restatement
• 122: Reduction of Order quantity
• 123: Price Sliding Reprice
• 124: State Change
• 9000: Unsolicited order recovery
• 9001: Timeout
• 9002: Pending

Note: For markets using OM API for orders, (HKEX, JPX, SGX), if the exchange does not respond immediately to an order request, the TT Order Connector will send a Pending Execution Report with the following fields:

• 150=D (Restated)
• 39=A (Pending new)
• 378=9002 (Pending)

Condition: Sent when Tag 150 (ExecType) = D (Restated)

Status of the order

Possible values include:

• 0: New
• 1: Partially filled
• 2: Filled
• 3: Done for day
• 4: Cancelled
• 5: Replaced
• 6: Cancel pending
• 7: Stopped
• 8: Rejected
• 9: Suspended (Held)
• A: Pending new
• B: Calculated
• C: Expired
• D: Accepted for bidding
• E: Pending replace

Indicates the number of contracts that just filled

Condition: Sent only when Tag 150 (ExecType) is 1 (Partial Fill) or 2 (Fill)

Price of this fill

If Tag 442 (MultiLegReportingType) is 2 (Leg), the value represents the price at which a leg of the spread filled. The message's Instrument Component identifies the filled leg.

Condition: Sent when Tag 150 (ExecType) is 1 (Partial Fill) or 2 (Fill)

NPV price for the fill of an Eris Forward starting swap or an Eris Forward product listed on the ICE exchange.

Condition: Sent only for Eris Forward starting swaps when Tag 150 (ExecType) is 1 (Partial Fill) or 2 (Fill)

Average price of all fills on this order

The value is calculated as follows:

• If order has no fills, TT FIX sends 0 in this tag.
• If the order has fills, TT FIX sends the sum over all fill execution reports of the product of Tag 32 (LastShares) and Tag 31 (LastPx) divided by the Tag 14 (CumQty).
• If Tag 442 (MultiLegReportingType) is 2 (Leg), TT FIX sends the average price at which the leg filled.

Condition: Sent when Tag 150 (ExecType) is 1 (Partial Fill) or 2 (Fill)

Time, in UTC, the transaction occurred with microsecond precision.

For example:

• Millisecond precision: 60=20170509-22:34:56.881
• Microsecond precision: 60=20170509-22:34:56.881321

Note: If you want tag 60 to use millisecond precision, you can add a TrimTimestamp rule in the Setup app for the FIX profile.

Number of contracts that are still working in the market

Possible values include:

• Value of (Tag 38 (OrderQty) - Tag 14 (CumQty)), if the order is still in the market
• 0, otherwise

Note: If Tag 442 (MultiLegReportingType) is 2 (Leg), this value represents the total number of contracts that are still working for the leg of the specified strategy.

Total number of contracts that have filled over the life of this order

The value always equals the sum of the Tag 32 (LastShares) of all fill execution reports received for this order, including this one.

Note: If Tag 442 (MultiLegReportingType) is 2 (Leg), this value represents the total number of contacts that have filled for the leg of the specified strategy.

Indicates what an Execution Report represents (e.g. used with multi-leg securities, such as option strategies, spreads, etc.)

Possible values include:

• 1: Single security
• 2: Individual leg of multi-leg security
• 3: Parent of multi-leg security (summary fill)

Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade).

A TT-generated unique ID that may be used to indicate the execution ID for a specific spread execution and to tie leg executions back to the spread execution message.

Present only if 442=2 or 3 and 150=1, 2 or F.

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

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

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

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

Tag 2404 in the TT system behaves as follows:

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

Defines the type of trading strategy for the order.

Supports the following values:

• 1 : ARBITRAGE
• 10: HEDGE
• 11: DIRECTIONAL

Note: Only applies to products on Chinese markets that are traded through a certain 3rd-party execution gateway.

Sets whether to reverse the spread on open/close.

Supports the following values:

• 0 : Do not reverse open close flag on far leg
• 1:Reverse spread open close flag on far leg

Note: Only applies to products on Chinese markets that are traded through a certain 3rd-party execution gateway.

New tag for TT

LastTradingDate (Tag 18232) represents the final date that the contract may trade or be closed out.

Appears in the format YYYY-MM-DD

Overrides the clearing account defined in the Setup application for the user's account named in Tag 1.

Order price

Condition: Sent when Tag 40 (OrdType) is:

• 2: Limit
• 4: Stop Limit

Trigger price for a stop order

Condition: Sent when Tag 40 (OrdType) is:

• 3: Stop
• 4: Stop Limit
• K: Market With Leftover as Limit

Minimum quantity for a Minimum Volume (MV) order

Condition: Sent only for Minimum Volume (MV) orders

Sum of working quantities of child orders.

Quantity disclosed for a disclosed quantity (Iceberg) order

Condition: Sent only for disclosed quantity orders

Total order quantity

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

Order side

Possible values include:

• 1: Buy
• 2: Sell
• 3: Buy minus
• 4: Sell plus
• 5: Sell short
• 6: Sell short exempt
• 7: Undisclosed
• 8: Cross
• 9: Cross short
• B: As Defined (FIX 4.4 only)
• C: Opposite (FIX 4.4 only)

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

Order type

Possible values include:

• 1: Market
• 2: Limit
• 3: Stop
• 4: Stop Limit
• 5: Market On Close (MOC)
• B: Limit On Close (LOC)
• J: Market If Touched (MIT)
• K: Market with Leftover as Limit
• Q: Market Limit Market (MLM) with Leftover as Limit
• S: Stop Market to Limit
• T: Market to Limit (without Limit Price) If-Touched
• U: Market to Limit If Touched (MLM-IT)
• V: Market Close Today (reserved for future use)
• W: Limit Close Today (reserved for future use)
• p: Limit (post-only)

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

As per the FIX 4.2 specification:

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

• For Market On Open (MOO) orders, the TT FIX sends Tag 40 (OrdType) = 1 (Market) and Tag 59 (TimeInForce) = 2 (At The Opening).
• For Limit on Open (LOO) orders, the TT FIX sends Tag 40 (OrdType) = 2 (Limit) and Tag 59 (TimeInForce) = 2 (At The Opening).

The TT FIX supports Limit Stop Market (LSM) orders only for Eurex.

The type of wholesale trade.

Possible values include:

• 0: Regular Trade
• 1: Block Trade
• 2: Exchange For Physical
• 3: Transfer
• 11: Exchange For Risk
• 12: Exchange For Swap
• 14: Exchange Of Options For Options
• 22: OTC Privately Negotiated Trade (Inbound Drop Copy FIX clients only)
• 23: Substitution of futures for forwards (Inbound Drop Copy FIX clients only)
• 45: Option exercise (Inbound Drop Copy FIX clients only)
• 51: Average Price (Eurex)
• 54: Large Notional Off Facility Swap (Inbound Drop Copy FIX clients only)
• 55Exchange basis facility (Inbound Drop Copy FIX clients only)
• 57: Netted trade (Inbound Drop Copy FIX clients only)
• 58: STP Block swap trade (Inbound Drop Copy FIX clients only)
• 59: Credit event trade (Inbound Drop Copy FIX clients only)
• 60: Succession event trade (Inbound Drop Copy FIX clients only)
• 1000: Volatility
• 1001: EFP Financial
• 1002: EFP Index Futures
• 1003: Strategy Block Trade
• 1004: Block Standard CF
• 1005: Block Combination CF
• 1006: EFS EFP CF
• 1007: Block Internal CF
• 1008: Portfolio CF
• 1009: Correction CF
• 1010: Block Combination Buyer CF
• 1011: Block Combination Seller CF
• 1012: EFS EFP Combination CF
• 1013: EFS EFP Combination Buyer CF
• 1014: EFS EFP Combination Seller CF
• 1015: OTC Standard CIO
• 1016: OTC Combination CIO
• 1017: OTC Combination Buyer CIO
• 1018: OTC Combination Seller CIO
• 1019: Standard Trade CD
• 1020: Standard Outside Spread CD
• 1021: Combination CD
• 1022: Old CD
• 1023: Internal CD
• 1024: Portfolio CD
• 1025: Correction CD
• 1026: Exchange Granted FD
• 1027: Standard Outside FD
• 1028: Off Hours FD
• 1029: Block FD
• 1030: Exch Granted Exceed Max Lot FD
• 1031: Exch Granted Eml Off Hours FD
• 1032: Exch Granted Late FD
• 1033: Flex Contract Conversion FD
• 1034: Ice Efrp
• 1035: Iceblk
• 1036: Basis
• 1037: Volatility Contingent
• 1038: Stock Contingent
• 1039: CCX EFP
• 1040: Other Clearing Value
• 1041: N2EX
• 1042: EEX
• 1043: EFS EFP Contra
• 1044: Efm
• 1045: Ng EFP EFS
• 1046: Contra
• 1047: Cpblk
• 1048: Bilateral Off Exch
• 1049: OTC Privately Negotiated Trades
• 1050: OTC Large Notional Off Facility Swap
• 1051: Block Swap Trade
• 1052: Large in Scale (Eurex)
• 1053: Against Actual (Eurex)
• 1054: Large in Scale Package (Eurex)
• 1055: Guaranteed Cross (Eurex)
• 1056: Request for Cross (Eurex)
• 1057: EEP CD (NDAQ_EU)
• 1058: Buyer and Seller No Clearing CD (NDAQ_EU)
• 1059: Buyer No Clearing CD (NDAQ_EU)
• 1060: Seller No Clearing CD (NDAQ_EU)
• 1061: EEP No Fee CD (NDAQ_EU)
• 1062: Match Exch Manually CD (NDAQ_EU)
• 1063: Match Exch Combination CD (NDAQ_EU)
• 1064: Future DS Future Combo CD (NDAQ_EU)
• 1065: Block Nonfinancial CD(NDAQ_EU)
• 1066: Exchange for Swap Options CD (NDAQ_EU)
• 1067: Block Nonfinanical CP CF (NDAQ_EU)
• 1068: Exchange for Swap Options CF ((NDAQ_EU)
• 1069: Asset Allocation
• 1070: Cross Contra Trade
• 1071: Type Committed (MX/LSE/IDEM/CurveGlobal)
• 1072: Type Internal (HKEX)
• 1073: Type Inter-Bank (HKEX)
• 1074: J-Net One-Sided (OSE)
• 1075: J-Net Cross (OSE)
• 1076: EFP Bond
• 1077: EFP SPI XJO
• 1078: Cash Related Trade
• 1079: Non-disclosed OTC Trade
• 1080: Disclosed OTC Trade
• 1081: SI Trade
• 9999: Unknown

Condition: Sent only for wholesale orders and fills

Type of exercise for a derivatives security.

Possible values include:

• 0: European style: may be exercised only on the expiration date.
• 1: American style: may be exercised on any business day until the expiration date.
• 2: Bermuda style: Not available

Conditional: This value only sent if supported by the exchange.

Identifier assigned to a trade for ASX clearing purposes (clearing deal number).

Condition: Sent when provided by the exchange.

Whether the order initiator is an aggressor in the trade. Possible values include Y or N.

Condition: Sent when provided by the exchange.

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

Possible values include:

Possible values include:

• O: Open (default, if unspecified)
• C: Close
• F: FIFO - first in, first out (currently supported only for specific exchanges including INE,CZCE,DCE,SHFE,CHFFE.)

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

How long an order remains active

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.

Note: The "Plus" enums indicate that the TIF is available for the after hours (ATH) T + 1 session.

For more information about TIFs supported by exchanges, refer to Supported Order Types and TIFs in the Setup help.

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

Date a Good Till Date order expires

Condition: Sent unless Tag 59 (TimeInForce) = 6 (Good Till Cancel)

Whether the order is sent manually or through automated trading logic

Possible values include: Y (manual) and N (automatic).

Condition: Sent when provided by the Exchange

Exchange order routing credential that was used to route the order

Condition: Sent when provided by the Exchange

ID of the algorithm that the order-routing FIX session sent to the exchange

Condition: Sent only for order-routing FIX sessions when supplied by the exchange

Type of contingency

Possible values include:

• 1: One Cancels the Other (OCO)
• 2: One Triggers Other (OTO)
• 3: One Updates the Other (OUO) - Absolute Quantity Reduction
• 4: One Updates the Other (OUO) - Proportional Quantity Reduction

Condition: Sent when provided by the Exchange

Identifier for a cross order

Must be unique during a given trading day. Recommend that firms use the order date as part of the CrossID for Good Till Cancel (GT) orders.

Condition: Sent for cross orders when provided by the Exchange

Type of cross order submitted to a market

Possible values include:

• 1: Cross AON - cross trade which is executed completely or not. Both sides are treated in the same manner. This is equivalent to an "All or None"
• 2: Cross IOC - cross trade which is executed partially and the rest is canceled.
• 3: Cross One Side - cross trade which is partially executed with the unfilled portions remaining active
• 4: Cross Same Price - cross trade is executed with existing orders with the same price.

Condition: Sent when provided by the Exchange

Unique identifier of trade capture report

Indicates the action taken to avoid internal crossing orders

Possible values include:

• 0: None
• 1: Held
• 2: Cancel
• 3: Fill
• 4: Reduced order
• 5: Reduced change
• 6: Released order
• 7: Replaced order
• 8: No action on order
• 9: Cancel replace

Number of orders included in the response to an order book download request.

Condition: Included for order book downloads that do not provide Tag 11 (ClOrdID) or Tag 37 (OrderID). For more information about order book downloads, refer to Order Status Request (H).

Order handling instructions.

Possible values include:

• 1: Automated execution order, private, no broker intervention
• 2: Automated execution order, public, broker intervention OK
• 3: Staged order, broker intervention required

Condition: Required when submitting a staged order

Simplified Execution Source Code as defined by FIA. Identifies the execution method used for Exchange Traded Derivative trades at point of origin, allowing executing and clearing brokers to easily reference the appropriate brokerage rate for the execution method.

Possible values include:

• C: Vendor-provided Platform billed by Executing Broker
• G: Sponsored Access via Exchange API or FIX provided by Executing Broker
• H: Premium Algorithmic Trading Provider billed by Executing Broker
• D: Other, including Other-provided Screen
• W: Desk
• Y: Electronic (default)

Condition: If required by the exchange, this tag is also required. For more information, consult the exchange documentation.

Note: This tag is also included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.

Message text associated with the staged order.

Typically used to provide additional information to the broker responsible for managing the order.

Note: Sent only for staged orders (Tag 21 (HandlInst)=3)

ID of the trader working the staged order.

Condition: Sent for staged orders (Tag 21 (HandlInst)=3)

Claim status of the staged order

Possible values include:

• A: Staged order is available to claim
• O: Staged order has been claimed

Condition: Sent for staged orders (Tag 21 (HandlInst)=3)

Whether this message was imported from an external source.

Ratio of quantity for this individual leg relative to the entire inter-product spread.

Sent only for spread leg fills in FIX 4.4 sessions.

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.

Note: The "Plus" enums indicate that the TIF is available for the after hours (ATH) T + 1 session.

For more information about TIFs supported by exchanges, refer to Supported Order Types and TIFs in the Setup help.

Identifies the type of a parent TT synthetic order, such as an ADL algo, Autospreader or TT Order Type order.

Possible values include:

• 0: Default
• 1: Ase_Quote
• 2: Ase_Hedge
• 3: Ase_Pr
• 4: Aggregator_Leg
• 5: Ase_Spread
• 6: Aggregator
• 7: Algo
• 8: Algo_Child
• 9: Prime_Ase_Spread
• 10: TT_Bracket
• 11: TT_Iceberg
• 12: TT_If_Touched
• 13: TT_Market
• 14: TT_Machine_Gun
• 15: TT_OCO
• 16: TT_Sniper
• 17: TT_Stop
• 18: TT_Time_Duration
• 19: TT_Time_Sliced
• 20: TT_Timed
• 21: TT_Trailing_Limit
• 22: TT_Volume_Duration
• 23: TT_Volume_Sliced
• 24: TT_Volume_Participation
• 25: TT_With_A_Tick
• 26: TT_Retry
• 27: TT_OCO_OMA
• 28: TT_OBV
• 29: TT_Auto_Hedger
• 31: SDKAlgo
• 32: SDKAlgo_Child
• 33: TT_TWAP
• 34: TT_VWAP
• 35: RCM_TWAP
• 36: RCM_VWAP
• 37: RCM_POV
• 38: RCM_SCALEPOV
• 39: RCM_Brisk
• 40: RCM_Close
• 41: RCM_PROWLER
• 42: RCM_SPLICER

Identifies the user who approved the order.

Identifies the review or approval status of the order.

Possible values:

• 1 — None
• 2 — Reviewed
• 3 — Approved

Identifies the origin of the order. whether the order was received from a customer of the firm, originated by the firm, or whether the order was received from another broker-dealer. The value corresponds to the Direct Electronic Access setting for Order Tag Defaults in Setup.

Valid values include:

• 5: Order from a direct access or sponsored access customer
• 99: Other

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

Designates the capacity of the firm placing the order. The value corresponds to the Trading Capacity setting for Customer Defaults in Setup.

Possible values include:

• A: Agency (maps to [AOTC])
• G: Proprietary (maps to [AOTC])
• I: Individual (maps to [AOTC])
• P: Principal (maps to [DEAL])
• R: Riskless Principal (maps to [MTCH])
• W: Agent for Other Member (maps to [AOTC])

Restrictions associated with an order. Sent when provided by the exchange. Currently, only the NASDAQ EU market supports this field.

Valid values:

• 1: Program Trade
• 2: Index Arbitrage
• 3: Non-Index Arbitrage
• 4: Competing Market Maker
• 5: Acting as Market Maker or Specialist in the security
• 6: Acting as Market Maker or Specialist in the underlying security of a derivative security
• 7: Foreign Entity (of foreign government or regulatory jurisdiction)
• 8: External Market Participant
• 9: External Inter-connected Market Linkage
• A: Riskless Arbitrage
• B: Issuer Holding
• C: Issuer Price Stabilization

Name of the risk group associated with the account specified in tag 1 (Account).

Condition: Sent only for FIX Drop Copy OUT sessions.

The TT Username of the user modifying the Text TT field on an existing execution report.

Condition: Sent when available in the Execution Report.

Related to TFEX Non-Voting Depository Receipt (NVDR) trading.

Note TFEX does not provide documentation to ISVs regarding usage of the NVDR (Tag 16626) and TTF (Tag 16627) fields. For information about how to use these fields, please contact the exchange.

Related to TFEX Thai Trust Fund (TTF) trading.

Note TFEX does not provide documentation to ISVs regarding usage of the NVDR (Tag 16626) and TTF (Tag 16627) fields. For information about how to use these fields, please contact the exchange.

Sets the type of user that entered the order. Available values include:

• T: Traditional trading
• P: Program trading
• M: Market Making
• G: Market making with Program trading

Note For information on the TFEX user types, please refer to the exchange's documentation.

Indicates whether the transaction was executed under a pre-trade waiver in accordance with Articles 4 and 9 of Regulation (EU) 600/2014. Pre-trade waiver flag is only applicable to OTC and Block orders and will be provided only when made available by the exchange.

Valid values include:

• 4: ILQD
• 5: SIZE
• 6: LRGS

Code assigned by the trading venue to the transaction pursuant to Article 12 of RTS on the maintenance of relevant data relating to orders in financial instruments, (a/k/a Trading Venue Transaction ID Code or TV TIC).

Condition: Sent only for MIFID II exchanges when made available by the exchange and which is different than tag 17 (ExecID).

Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity.

Possible values include:

• 1: Added liquidity
• 2: Removed liquidity

Condition: Sent only when tag 39 (OrdStatus) is 1 (Partially Filled) or 2 (Filled).

Possible values include:

• 0: ASE
• 2: NTW
• 3: Invalid
• 4: TT Trader
• 6: Mobile
• 7: ROE
• 9: External
• 10: TT FIX
• 11: Aggregator
• 12: Bouncer
• 13: Lambda Liquidator
• 14: External FIX Adapter
• 15: Prime ASE
• 16: Nimbus
• 17: ADL
• 18: TTSDK
• 19: TT Algo
• 20: ADL Prime
• 21: TTSDK Prime
• 22: TT Algo Prime
• 23: Chart
• 24: TTD
• 25: TTD Chart
• 26: TTINT
• 27: TT Admin
• 28: TT .NET API client
• 29: TT .NET API server
• 30: C++ API
• 31: TT Options Risk
• 32: External upload
• 33: Stager
• 34: TT Score
• 35: FIX Adapter Child Router

Possible values include:

• m: SMP Instruction type Not Match (ASX)
• B: SMP Instruction type cancel both
• d: SMP Instruction type decrement Leaves quantity only. Do not restate Order quantity (CBOE)
• D: SMP Instruction type decrement Order quantity and Leaves quantity of the larger order/Cancel smaller order (CBOE)
• e: SMP Instruction type market-wide
• M: SMP Instruction type match (ASX)
• N: SMP Instruction type cancel aggressor
• O: SMP Instruction type cancel resting
• S: SMP Instruction type cancel smallest order (CBOE)

Notes:

This tag is valid only when tag 7928 (SelfMatchPreventionID) is also provided.

As per ASX 's Unintentional Crossing Prevention (UCP) rules, the exchange does not reject trades when a UCP match is detected.

• On ASX orders, Tag 8000 (SMPInstruction) is implicitly set to M, Match when a UCP ID value is provided in Tag 7928 (SelfMatchPreventionID).
• On ASX trades for such orders, the value in Tag 8000 (SMPInstruction) reflects whether a UCP match was detected or not by the ASX exchange.

User-defined, alphanumeric identifier used to tag orders so the TT system can match potential crossed trades.

Note TT Self-Match Prevention by ID (TT SMP) is currently available on a limited basis. For access to TT SMP, contact your TT representative. Exchange-based SMP continues to use FIX Tag 7928 (SelfMatchPreventionID) and FIX Tag 8000 (SMPInstruction).

For more info on TT Self-Match Prevention, refer to https://library.tradingtechnologies.com/user-setup/ocp-tt-self-match-prevention-by-id.html in the Setup help.

Sets the TT SMP behavior and determines which order is canceled (resting or aggressing) if self-match prevention occurs.

TTSMPInstruction supports the following values:

• 1: Reject New
• 3: Cancel Resting
• 4: Position Transfer
• 6: Position Transfer Best Bid/Offer
• 10: Position Transfer Allow Split
• 11: Position Transfer Allow Split Best Bid/Offer

Note TT Self-Match Prevention by ID (TT SMP) is currently available on a limited basis. For access to TT SMP, contact your TT representative. Exchange-based SMP continues to use FIX Tag 7928 (SelfMatchPreventionID) and FIX Tag 8000 (SMPInstruction).

For more info on TT Self-Match Prevention, refer to https://library.tradingtechnologies.com/user-setup/ocp-tt-self-match-prevention-by-id.html in the Setup help.

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.

Required tag for compliance purposes that indicates whether or not the order is for a pre-arranged transaction. Applicable when Intent To Cross is enabled on the TT account.

Note Only applicable for the MX exchange.

Note Consult the MX exchange for information on how to properly implement this tag.

This optional tag is available in all order and execution report messages. In addition, these tags will not appear in any current messages in production and are reserved for future use.

• 0: Not a mock order.
• 1: A mock order.

This optional tag is reserved by TT and does not appear unless enabled by TT.

This optional tag is reserved by TT and does not appear unless enabled by TT.

This optional tag is reserved by TT and does not appear unless enabled by TT.

Source of the value of UnderlyingSecurityID (309).

Sent when available from the exchange.

Refer to IDSource (22) description for supported enum values.

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

Sent when available from the exchange.

Indicates order settlement period.

Possible values include:

• 0 = Regular / FX Spot settlement (T+1 or T+2 depending on currency)
• 1 = Cash (TOD / T+0)
• 2 = Next Day (TOM / T+1)
• 3 = T+2
• 4 = T+3
• 5 = T+4
• 6 = Future
• 7 = When And If Issued
• 8 = Sellers Option
• 9 = T+5
• B = Broken date
• C = FX Spot Next settlement (Spot+1, aka next day)