TT® FIX Order Routing

Routing Option Orders

Routing Option Orders

Routing option orders using the TT FIX Order Routing Service involves a fix client submitting a New Order Single (D) message. TT FIX will respond with one of the following:

  • An Execution Report (8) message acknowledging the order
  • An Execution Report (8) message rejecting the order

Note A Business Message Reject (j) message can also be sent for business reasons, such as missing a field that is conditionally required.

Routing Option Orders

Eurex Outright Options using tag 167

Sample Message

8=FIX.4.2 | 9=211 | 35=D | 34=74 | 49=WTEODTSOR | 52=20200731-03:25:49 | 56=TT_ORDER | 1=WTEO_DTS01 | 116=WTeoDTS | 11=496906635 | 207=Eurex | 167=OPT | 55=ODAX | 200=202008 | 201=1 | 202=10500 | 38=80 | 40=2 | 44=8461 | 54=1 | 59=6 | 432=20200830 | 60=20051205-09:11:59 | 10=191 |

Tag Descriptions

Use the following tags to help with order routing:

Tag # Field Name Comments
201 Put or Call

Indicated order is a call option
202 Strike Price

Set the value of the strike price

Routing Option Orders

Eurex Outright Options using tag 167

Sample Message

8=FIX.4.2 | 9=211 | 35=D | 34=74 | 49=WTEODTSOR | 52=20200731-03:25:49 | 56=TT_ORDER | 1=WTEO_DTS01 | 116=WTeoDTS | 11=496906635 | 207=Eurex | 167=OPT | 55=ODAX | 200=202008 | 201=1 | 202=10500 | 38=80 | 40=2 | 44=8461 | 54=1 | 59=6 | 432=20200830 | 60=20051205-09:11:59 | 10=191 |

Tag Descriptions

Use the following tags to help with order routing:

Tag # Field Name Comments
201 Put or Call

Indicated order is a call option
202 Strike Price

Set the value of the strike price