This article contains a of variety some FIX message samples to help in constructing message requests. Currently, there are two types of messages covered:
When sending the instrument component block in a FIX client request, TT suggests using these methods as follows:
These methods can be used as follows:
The examples below illustrate these methods for identifying an instrument when routing orders using TT FIX. These instrument IDs can be obtained using the TT FIX Security Definition Request (c).
ICE - BRN (Fut) by SecurityID using RIC tag 48
You can identify the instrument by looking at the following tags and values:
| Tag # | Field Name | Comments |
|---|---|---|
| 22 | ID Source |
Indicates tag 48 contains a RIC code |
| 48 | Security ID |
RIC code for ICE Brent Crude Future |
ASX - IR(Opt) by SecurityID using RIC 22 & MIC 100
You can identify the instrument by looking at the following tags and values:
| Tag # | Field Name | Comments |
|---|---|---|
| 22 | ID Source |
Indicates tag 48 contains a RIC code |
| 48 | Security ID |
RIC code for ASX’s 90 Day Bank Bill Options |
| 100 | ExDestination |
MIC code for ASX/SFE |
CFE - VX (Spread) by SecurityID using TT SecurityID tag 48
You can identify the instrument by looking at the following tags and values:
| Tag # | Field Name | Comments |
|---|---|---|
| 167 | SecurityType |
Indicates a multiple leg spread |
| 55 | Symbol |
Exchange product code |
| 48 | SecurityID |
The TT security ID for the instrument. |
TOCOM - GOLD (Opt) by SecurityID using Exchange Security ID tag 455
You can identify the instrument by looking at the following tags and values:
| Tag # | Field Name | Comments |
|---|---|---|
| 22 | ID Source |
Indicates tag 48 contains an exchange symbol |
| 100 | ExDestination |
MIC code for Tokyo Commodity Exchange |
| 48 | SecurityID |
TOCOM Gold Option. |
SGX - CN(Fut) by AltSecIDGrp using Alias tag 455
You can identify the instrument by looking at the following tags and values:
| Tag # | Field Name | Comments |
|---|---|---|
| 454 | Number of Security Alt IDs |
The number of alternate security IDs |
| 455 | Security Alt ID |
The value of the alternate ID (CN Sep20) |
| 456 | Security Alt ID Source |
The source of the alternate ID |
CME - RTY (Fut) by AltSecIDGrp using Name tag 455
You can identify the instrument by looking at the following tags and values:
| Tag # | Field Name | Comments |
|---|---|---|
| 454 | Number of Security Alt IDs |
The number of alternate security IDs |
| 455 | Security Alt ID |
The value of the alternate ID (RTYZ0) |
| 456 | Security Alt ID Source |
The source of the alternate ID |
Eurex - FDAX (Spread) by AltSecIDGrp using RIC tag 455
You can identify the instrument by looking at the following tags and values:
| Tag # | Field Name | Comments |
|---|---|---|
| 454 | Number of Security Alt IDs |
The number of alternate security IDs |
| 455 | Security Alt ID |
The value of the alternate ID (FGBLU0-Z0) |
| 456 | Security Alt ID Source |
The source of the alternate ID |
CME - ZN (Fut) by Security Name using Symbol tag 55
You can identify the instrument by looking at the following tags and values:
| Tag # | Field Name | Comments |
|---|---|---|
| 207 | Exchange |
Set the exchange as CME |
| 167 | Security type |
Sets the security type as Futures |
| 200 | Maturity Date |
Sets the maturity year and month |
| 55 | Symbol |
Sets the instrument symbol as the 10-year treasury note |
MX - BAX (Spread) by Security Name using repeating group tag 555
You can identify the instrument by looking at the following tags and values:
| Tag # | Field Name | Comments |
|---|---|---|
| Parent Order | ||
| 55 | Symbol |
Three-month Canadian Bankers' Acceptance Futures |
| 207 | Exchange |
Sets the exchange as Montreal Exchange |
| 167 | Security type |
Sets the security type as a multi-leg instrument |
| 762 | Security sub-type |
Sets the instrument as a calendar spread |
| Child Orders | ||
| 555 | Number of Legs |
Set this instrument as a two-legged spread |
| Child Orders - Leg 1 | ||
| 600 | Leg symbol |
Three-Month Canadian Bankers' Acceptance Futures (BAX). |
| 609 | Leg Security type |
Sets the security type as Futures |
| 610 | Leg maturity year and month |
Sets the maturity year and month for this leg |
| 616 | Leg security exchange |
Sets the security exchange as Montreal Exchange for this leg |
| Child Orders - Leg 2 | ||
| 600 | Leg symbol |
Three-Month Canadian Bankers' Acceptance Futures (BAX). |
| 609 | Leg Security type |
Sets the security type as Futures |
| 610 | Leg maturity year and month |
Sets the maturity year and month for this leg |
| 616 | Leg security exchange |
Sets the security exchange as Montreal Exchange for this leg |