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.

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 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.

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.

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

Unique Trader ID (can also be provided in Tag 50 (SenderSubID))

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

Value of Tag 116 (OnBehalfOfSubID) in the FIX client request.

Condition: Sent in Execution Report (8) and Order Cancel Reject (9) messages.

Message sequence number.

Whether the sequence number for this message is already used

Possible values include:

• Y: Possible duplicate
• N: Original transmission

Condition: Sent when TT FIX resends messages

Whether the message might contain information that has been sent under another sequence numbe

Possible values include:

• Y: Possible resend
• N: Original transmission

Condition: Sent when TT FIX restarts after encountering a corrupt FIX message cache, and only until it completes the initial download.

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

SendingTime

Time, in UTC, the message was sent.

Unique ID for this request.

Order-routing account

The value matches the Tag 1 (Account) in the corresponding request.

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

Condition: Sent when available.

Note: When the value represents an internal, non-routing account, TT also sends a PartiesGrp with the external routing (parent) account in tag 448 (PartyID) and with tag 452 (PartyRole) set to 24 (Customer Account).

Unique identifier for this execution report.

This report ID remains unique until TT FIX resets.

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

Internal TT order key assigned to all orders submitted through any TT software. The value remains constant for the life of an order.

Condition: Must include either Tag 37 (OrderID) or Tag 41 (OrigClOrdID)

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.

Additional information about the message

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

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.

Security description.

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.

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

Whether the order is sent manually or through automated trading logic.

Possible values include:

• Y: Manual
• N: Automated

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 Customer Defaults in Setup.

Valid values include:

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

Condition: Required for exchanges subject to MiFID II regulations.

Note: For MiFID II markets only, TT FIX will automatically send 1724=99 as the default value if this tag is omitted.

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

TT-defined ID of the TT account referenced in tag 1 (Account).

Condition: Sent when available in Execution Report (8) and Order Cancel Reject (9) messages only when the Send TT Internal Account ID and User ID on Execution Reports/Cancel Reject Messages setting is enabled for a Drop Copy OUT or Order Routing FIX session in Setup.

TT-defined ID of the TT user referenced in tag 129 (DeliverToSubId)

Condition: Sent when available in Execution Report (8) and Order Cancel Reject (9) messages only when the Send TT Internal Account ID and User ID on Execution Reports/Cancel Reject Messages setting is enabled for a Drop Copy OUT or Order Routing FIX session in Setup.

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).