TT® FIX Order Routing

Order Status Request (H) Message

Order Status Request (H) Message

Order Status Request (H) Message

Purpose

Used to request status of orders

Message Direction

From FIX client to TT FIX

Tag Directory

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

Supported Tags

Tag # Field Name Req’d Data type Comments
Component: <Standard Header>
Y 35=H (MsgType)
For additional information about this component group, consult the full documentation.
Tag # Field Name Req’d Data type Comments
8 BeginString Y String

FIX protocol version

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

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

9 BodyLength Y int

Message length (in characters)

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

35 MsgType Y String

Type of message contained in the message body

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

Possible values include:

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

New tag for TT

Unique Trader ID

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

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

34 MsgSeqNum Y SeqNum

Message sequence number

142 SenderLocationID N string Specific message originator's location (i.e. geographic location and/or desk, trader)
43 PossDupFlag C Boolean

Whether the sequence number for this message is already used

Possible values include:

  • Y: Possible duplicate
  • N: Original transmission

Condition: Must send when a FIX client resends messages

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

122 OrigSendingTime C UTCTimestamp

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

Always expressed in UTC.

Condition: Required for resent messages

52 SendingTime Y UTCTimestamp

Time, in UTC, the message was sent.

Component: <Trader>
Y Information about the trader routing the order.

For additional information about this component group, consult the full documentation.
Tag # Field Name Req'd Data type Comments
1 Account C String

Order-routing account

Note: Account names are stored as case-sensitive strings. Users must match case-sensitivity when using Tag 1 (Account).

Condition: Required for New Order Single (D) and Order Cancel/Replace Request (G) messages; optional, otherwise.

18220 BrokerID N String

TT-defined short code for the broker

18221 CompanyID N String

TT-defined name of the firm that sends messages to the exchange

582 CustOrderCapacity C int

New tag for TT

Capacity of customer placing the order

Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).

Possible values include:

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

Condition: Send when required by the Exchange

11 ClOrdId N string

Order identifier for the order

Note: If you omit both Tag 11 and Tag 37, TT FIX interprets the message as Order Book Download request.

37 OrderId N string

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

The value remains constant for the life of an order.

Note: If you omit Tag 11 and 37, TT FIX interprets the message as Order Book Download request.

> 18218 TTCustomerName C String

New tag for TT

The Order Profile applied to the TT account.

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

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

16999 ClearingAccountOverride N String

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

Component: <Standard Trailer>
Y For additional information about this component group, consult the full documentation.
Tag # Field Name Req’d Data type Comments
10 Checksum Y String

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).

Message Notes

The Order Status Request (H) message is used by FIX clients to query the status of an order. TT FIX responds with an Execution Report (8) message with Tag 20 (ExecTransType) set to 3 (Status) and Tag 150 (ExecType) set to D (Restated).

Downloading order books

If you omit Tag 11 and Tag 37 from an Order Status Request (H), TT FIX treats the message as a request for all open orders. TT FIX responds with an Execution Report (8) for each working order. Each execution report in response to an order book download request contains Tag 20 (ExecTransType) equal to 3 (Status) and Tag 16728 (TotalNumOrders) equal to the number of orders sent in the response. For example, when sending 10 orders, TT FIX sets Tag 16728 (TotalNumOrders) to 10 for all 10 responses. When no open orders are available, TT FIX sends an Execution Report (8) Reject (39=8, 150=8).

Related Information

Execution Report (8)