Overview
Every message sent to and received from TT FIX must start with message sender and receiver information, message type, and message size.
Message header tags in requests from a FIX client to TT FIX, and in responses from TT FIX to a FIX client
| Tag | Name | Type | Required | Comments |
|---|---|---|---|---|
| 8 | BeginString | STRING | Y | 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. |
| 8 | BeginString | STRING | Y | 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 | INT | Y | Message length (in characters)
The value represents number of characters in the message following |
| 9 | BodyLength | INT | Y | Message length (in characters)
The value represents number of characters in the message following |
| 35 | MsgType | STRING | Y | Type of message contained in the message body This tag must appear third in the list of header tags. Possible values:
|
| 35 | MsgType | STRING | Y | Type of message contained in the message body This tag must appear third in the list of header tags. Possible values:
|
| 49 | SenderCompID | STRING | Y | ID for the FIX client, corresponding to the RemoteCompID specified for the user in TT User Setup |
| 49 | SenderCompID | STRING | Y | 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 | STRING | Y | 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. |
| 56 | TargetCompID | STRING | Y | 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 | STRING | N | Unique ID for the message sender For order routing messages, this tag overrides the exchange Operator ID configured in Setup. |
| 50 | SenderSubID | STRING | C Sent if TT User Setup specifies an exchange operator ID | Unique ID for the message sender For CME, the value corresponds to the Operator ID. |
| 142 | SenderLocationID | STRING | N | Specific message originator’s location (i.e. geographic location and/or |
| 142 | SenderLocationID | STRING | N | Specific message originator’s location (i.e. geographic location and/or |
| 116 | OnBehalfOfSubID | STRING | C Required when multiple users are associated with the account. | Unique Trader ID The value maps to the Alias field configured for a user in Setup. |
| 116 | OnBehalfOfSubID | STRING | N | 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 | STRING | C Sent in Execution Report (8) and Order Cancel Reject (9) messages. | Value of Tag 116 (OnBehalfOfSubID) in the FIX client request. |
| 34 | MsgSeqNum | SEQNUM | Y | Message sequence number |
| 34 | MsgSeqNum | SEQNUM | Y | Message sequence number |
| 43 | PossDupFlag | BOOLEAN | C Must send when a FIX client resends messages | Whether the sequence number for this message is already used 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. Possible values:
|
| 43 | PossDupFlag | BOOLEAN | C Sent when TT FIX resends messages | Whether the sequence number for this message is already used Possible values:
|
| 97 | PossResend | BOOLEAN | C Sent when TT FIX restarts after encountering a corrupt FIX message cache, and only until it completes the initial download. | Whether the message might contain information that has been sent under another sequence number Possible values:
|
| 122 | OrigSendingTime | UTCTIMESTAMP | C Required for resent messages | Original time of message transmission, when transmitting orders as the result of a resend request Always expressed in UTC. |
| 122 | OrigSendingTime | UTCTIMESTAMP | C Sent when TT FIX resends a message | Original time of message transmission, when transmitting orders as the result of a resend request Always expressed in UTC. |
| 52 | SendingTime | UTCTIMESTAMP | Y | Time, in UTC, the message was sent. |
| 52 | SendingTime | UTCTIMESTAMP | Y | Time, in UTC, the message was sent. |
| 57 | TargetSubID | STRING | C | Unique ID for the message receiver. |