| 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.
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| 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.
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| 9 | BodyLength | INT | Y | 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.
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| 9 | BodyLength | INT | Y | 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.
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| 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:- 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
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| 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:- 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
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| 49 | SenderCompID | STRING | Y | ID for the FIX client, corresponding to the RemoteCompID specified for the user in TT User Setup
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| 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.
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| 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.
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| 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.
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| 50 | SenderSubID | STRING | N | Unique ID for the message sender
For order routing messages, this tag overrides the exchange Operator ID configured in Setup.
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| 50 | SenderSubID | STRING | CSent if TT User Setup specifies an exchange operator ID
| Unique ID for the message sender
For CME, the value corresponds to the Operator ID.
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| 142 | SenderLocationID | STRING | N | Specific message originator’s location (i.e. geographic location and/or
desk, trader)
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| 142 | SenderLocationID | STRING | N | Specific message originator’s location (i.e. geographic location and/or
desk, trader)
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| 116 | OnBehalfOfSubID | STRING | CRequired when multiple users are associated with the account.
| Unique Trader ID
The value maps to the Alias field configured for a user in Setup.
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| 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.
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| 129 | DeliverToSubID | STRING | C | Value of Tag 116 (OnBehalfOfSubID) in the FIX client request.
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| 34 | MsgSeqNum | SEQNUM | Y | Message sequence number
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| 34 | MsgSeqNum | SEQNUM | Y | Message sequence number
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| 43 | PossDupFlag | BOOLEAN | CMust 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:- N: NO: Original transmission
- Y: YES: Possible duplicate
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| 43 | PossDupFlag | BOOLEAN | CSent when TT FIX resends messages
| Whether the sequence number for this message is already used
Possible values:- N: NO: Original transmission
- Y: YES: Possible duplicate
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| 97 | PossResend | BOOLEAN | CSent 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:- N: NO: Original transmission
- Y: YES: Possible resend
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| 122 | OrigSendingTime | UTCTIMESTAMP | CRequired for resent messages
| Original time of message transmission, when transmitting orders as the result of a resend request
Always expressed in UTC.
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| 122 | OrigSendingTime | UTCTIMESTAMP | CSent 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.
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| 52 | SendingTime | UTCTIMESTAMP | Y | Time, in UTC, the message was sent.
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| 52 | SendingTime | UTCTIMESTAMP | Y | Time, in UTC, the message was sent.
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| 57 | TargetSubID | STRING | CIf 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.
| Unique ID for the message receiver.
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