Quote Request Response (b) Message

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.

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.

Type of message contained in the message body

This tag must appear third in the list of header tags.

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.

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.

Unique ID for the message sender

For CME, the value corresponds to the Operator ID.

Specific message originator’s location (i.e. geographic location and/or
desk, trader)

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

The value maps to the Alias field configured for a user in Setup.

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

Message sequence number

Whether the sequence number for this message is already used

Whether the message might contain information that has been sent under another sequence number

Original time of message transmission, when transmitting orders as the result of a resend request

Always expressed in UTC.

Time, in UTC, the message was sent.

Unique ID for the message receiver.

Unique ID for this request.

Order-routing account

The value matches the Tag 1 (Account) in the corresponding request.

Note: Account names are stored as case-sensitive strings. Users must match case-sensitivity when using Tag 1 (Account).

Note: When the value represents an internal, non-routing account, TT also sends a PartiesGrp with the external routing (parent) account in tag 448 (PartyID) and
with tag 452 (PartyRole) set to 24 (Customer Account).

Unique identifier for this execution report.

This report ID remains unique until TT FIX resets.

Note: Do not try to interpret or parse the value.

Internal TT order key assigned to all orders submitted through any TT software.

The value remains constant for the life of an order.

Total order quantity

Side of the order

Additional information for the person who works the order

Time, in UTC, the transaction occurred with microsecond precision.

For example:

• Millisecond precision: 60=20170509-22:34:56.881
• Microsecond precision: 60=20170509-22:34:56.881321

Note: If you want tag 60 to use millisecond precision, you can add a TrimTimestamp
rule in the Setup app for the FIX profile.

Security description.

Unique identifier for the order, as assigned by the exchange.

Note: The value can vary over time for the same order.

Capacity of customer placing the order

Primarily used by futures exchanges to indicate the CTICode (customer
type indicator) as required by the US CFTC (Commodity Futures Trading
Commission).

Whether the order is sent manually or through automated trading logic

Identifies the origin of the order. whether the order was received from a customer of the firm, originated by the firm, or whether the order was received from another broker-dealer. The value corresponds to the Direct Electronic Access setting for Order Tag Defaults in Setup.

TT component that most recently acted on an active order.

TT-defined ID of the TT account referenced in tag
1 (Account).

TT-defined ID of the TT user referenced in tag 129 (DeliverToSubId)

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).