TT® FIX Recovery

Logon (A) Message

Logon (A) Message

Logon (A) Message

Purpose

Used to establish a connection between a FIX client and TT FIX

Note: Can also be used to submit a FIX Recovery request

Message Direction

From TT FIX to FIX client and from FIX client to TT FIX

FIX Logon Message Version Validation

FIX tags in Logon messages are validated such that any tags not valid for the FIX version of the Logon message will be rejected. For example, if a customer FIX 4.2 Logon message contains a FIX tag that is valid for FIX 4.4 but not FIX 4.2, that logon will be rejected.

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=A (MsgType)
For additional information about this component group, consult the 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)
  • 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
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

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.
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 is always the first tag in the message.

The value is either 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)
  • 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
49 SenderCompID Y String

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.
56 TargetCompID Y String

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.
50 SenderSubID C String

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
142 SenderLocationID N string Specific message originator's location (i.e. geographic location and/or desk, trader)
116 OnBehalfOfSubID N Data type: String

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

The value maps to the Alias field configured for a user in Setup.
129 DeliverToSubID C String

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

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

Message sequence number.
43 PossDupFlag C Boolean

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
97 PossResend C Boolean

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.
122 OrigSendingTime C UTCTimestamp

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
52

SendingTime

Y UTCTimestamp

Time, in UTC, the message was sent.
553 UserName C String

Logon username.

Conditional:

  • This tag is available for FIX 4.4 only.
  • This tag is optional.
554 Password C String

Logon password

Conditional:

  • This tag is available for FIX 4.4 only.
  • This tag is optional.
  • FIX 4.4 clients can send this password in tag 96 (RawData) instead.
96 RawData C data

Logon password

The value must match the logon password for the FIX session. TT FIX does not include this tag in its responses.

Condition: Required in FIX client requests.

Note: FIX 4.4 clients can send this password in tag 554 (Password) instead.
98 EncryptMethod Y int

Method of encryption

As TT FIX does not support encrypted logons, you must set the value to 0 (None/Other).

108 HeartBtInt Y int

Heartbeat interval (seconds)
141 ResetSeqNumFlag N Boolean

Whether to reset the sequence numbers on both sides of the FIX session

Valid values include Y and N (default).

Notes:

  • If a FIX client sends Y, it must also set tag 34 (MsgSeqNum) = 1.
  • For both Security Definition sessions and Recovery Service sessions, FIX clients must always set 141=Y and 34=1.
916 StartDate N UTCTIMESTAMP

For Recovery service, Tag 916 and Tag 917 can be used to specify the time period to recover, in place of the 35=U2 message.

Note: Optional tag and only supported for logon to recovery service. This tag is ignored when used outside of the recovery service.

Note: The StartDate (916) and EndDate (917) tags should not be used if the request will include CustomMode (18002). If these tags are sent in addition to CustomMode (18002), no recovered messages will be sent and the FIX Drop Copy client will be logged out.

917 EndDate N UTCTIMESTAMP

For Recovery service, Tag 916 and Tag 917 can be used to specify the time period to recover, in place of the 35=U2 message.

Note: Optional tag and only supported for logon to recovery service. This tag is ignored when used outside of the recovery service.

Note: The StartDate (916) and EndDate (917) tags should not be used if the request will include CustomMode (18002). If these tags are sent in addition to CustomMode (18002), no recovered messages will be sent and the FIX Drop Copy client will be logged out.

18002 CustomMode N Boolean

If set to true (for example: y, t, 1), a reconciliation query will be performed. FIX will search all messages from the beginning of the session (last session reset time) up to the most recent message sent and will send only those messages not previously sent.

Note: This tag should not be used for a Recovery Service request if the request will also include the StartDate (916) and EndDate (917) tags. If this tag is sent in addition to the StartDate (916) and EndDate (917) tags, no recovered messages will be sent and the FIX Drop Copy client will be logged out.
16567 ByPassSessionRecovery N Boolean

For internal TT use only
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 Logon (A) message is used by a FIX client to begin a new or continue an existing session with TT FIX.

Note: When logging in to a Security Definition FIX session, a FIX client must always set 141=Y and 34=1; otherwise, TT FIX sends a Logout (5) message with the message: "MsgSeqNum must be set to 1 if ResetSeqNumFlag is set to Y" in tag 58 (Text).

The following data flow illustrates a typical logon sequence between TT FIX and a FIX client for an order session:

  1. FIX client initiates a socket connection.
  2. FIX client sends a Logon (A) message to TT FIX.
  3. TT FIX receives the FIX client logon message and verifies the following tags in the Logon (A) message against the corresponding parameter values:
    • Tag 56 (TargetCompID) to LocalCompId (in TT User Setup)
    • Tag 96 (RawData) to Password (in TT User Setup)
  4. If any of the following errors occur, TT FIX stops processing the logon attempt, sends the FIX Client a Logout (5) message with the reason for rejection in Tag 58 (Text), and closes the socket connection.
    • These tags do not match for the adapter and the client.
    • TT User Setup does not respond.
    • The TT universal login credentials (tags 49 and 96) are invalid.
  5. Examine the value of Tag 141 (ResetSeqNumFlag).

    6. If Tag 141 (ResetSeqNumFlag) is set to N, TT FIX compares the value of Tag 34 (MsgSeqNum) in the Logon (A) message against its current sequence number.

    • If MsgSeqNum is less than the expected sequence number, TT FIX stops processing the logon attempt, sends a Logout (5) message as its response, and closes the socket connection.
    • If MsgSeqNum is greater than sequence number TT FIX expected, the logon process continues normally. However, after the logon process completes, TT FIX sends a Resend Request (2) message.

    If Tag 141 (ResetSeqNumFlag) is set to Y, TT FIX expects the value of Tag 34 (MsgSeqNum) in the Logon (A) message to be 1.

    • If Tag 34 is not 1, TT FIX stops processing the logon attempt, sends a Logout (5) message, and closes the connection.
    • Otherwise, the logon process continues normally.
  6. TT FIX sends a Logon (A) message to the FIX client.