Used to request all order and fill activity for a specific period of time
From FIX client to TT FIX
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|Tag #||Field Name||Req’d||Data type||Comments|
For additional information about this component group, consult the full documentation.
Start time of the range for the recovery request
End time of the range for the recovery request
Note: The value cannot identify a future time.
Name of the market where the instrument trades.
TT FIX uses this value to identify the exchange that offers the security. When the optional tag 207 specifies a native exchange, only order and fill activity for that native market will be recovered. TT Synthetic activity will not be included in the results.
Possible values include:
New tag for TT
Name of the sub-market where the instrument trades. When the optional tag 100 is specified, only order and fill activity for that native market will be recovered. TT Synthetic activity will not be included in the results.
Execution destination for the order as defined by the institution
Some traders use this tag in place of Tag 207 (SecurityExchange) to identify the exchange.
ISO 10383 defines a comprehensive list of MIC codes.
|Y||For additional information about this component group, consult the full documentation.|
The Recovery Request (U2) message is used to request all order acknowledgements and fills that occurred during a specific time range for either a single market or for all markets. FIX Drop Copy clients typically use this message to download missing data after some technical issue has caused the FIX client to miss significant gaps.
You can request data for a single market by specifying either tag 207 (SecurityExchange) or tag 100 (ExDestination). When specifying a specific market using either of these tags, both the native exchange orders and TT synthetic activity will be included in the recovery.