TT Timed
Timed orders are used to manage a trading day (e.g., exit by market close). For instance, you might want to submit an order as soon as the market opens, or exit a position just before the market closes. TT Timed order parameters schedule an order's start date and time and/or end date and time and may be included as part of all TT Order Type orders.
For more information, refer to the TT Timed Order section of the Trade help.
Number | Name FIX Tag |
Type |
Required
|
Updatable
|
FieldLocation | Description |
(constructor variable) | Instrument | TRUE | FALSE | OrderProfile | Instrument for native child order | |
1 | OrderQty |
Quantity | TRUE | TRUE | OrderProfile | Order quantity for native child order |
5 | OrderSide |
TRUE | FALSE | OrderProfile | Side for native child order | |
3 | Account |
Account | TRUE | FALSE | OrderProfile | Account for native child order |
6 | OrderType |
TRUE | FALSE | OrderProfile | Order Type for native child order | |
4 | ChildTIF |
TRUE | FALSE | UserParameters | Time in force for native child order | |
2 | LimitPrice |
Price | TRUE | TRUE | OrderProfile | Limit price to be used for native child order |
7 | LimitTicksAway |
Int_t | FALSE | TRUE | UserParameters | If provided, overrides LimitPrice and sets the native child order price to be LimitPriceType-LimitTicksAway for buys and LimitPriceType+LimitTicksAway for sells. |
8 | LimitPriceType |
FALSE | FALSE | UserParameters | ||
10 | WithATickType |
FALSE | FALSE | UserParameters | If provided, sets the threshold for the With A Tick behavior that reprices the child order one tick toward the market when available quantity at the opposite inside market is at or below the specified quantity threshold. | |
9 | WithATick |
Int_t | FALSE | TRUE | UserParameters | |
12 | WaitingOption |
TRUE | FALSE | UserParameters | Dictates when to start the parent synthetic order. | |
13 | STime |
UTCTimestamp_t | FALSE | TRUE | UserParameters | If WaitingOption is set to Time, this parameter defines the start date/time. |
14 | ParentTIF |
tt_net_sdk.tt_timed.ParentTIF | TRUE | FALSE | UserParameters | Time in force for parent synthetic order |
15 | ETime |
UTCTimestamp_t | FALSE | TRUE | UserParameters | If ParentTIF is set to Time, ETime defines the end date/time and ETimeAct defines the end time action. If the ETimeAction is set to GoToMarket and ETAGoToMktTicksEnabled is set to True, then ETAGoToMktTicks defines the number of ticks through the market that a limit order will be submitted through market. |
16 | ETimeAct |
tt_net_sdk.tt_timed.ETimeAct | FALSE | FALSE | UserParameters | |
17 |
ETAGoToMktTicksEnabled |
Boolean_t | FALSE | TRUE | UserParameters | |
18 | ETAGoToMktTicks |
Int_t | FALSE | TRUE | UserParameters | |
11 | AutoResubExpiredGTD |
Boolean_t | FALSE | FALSE | UserParameters | If set to True and ChildTIF is set to GTD, the child order will be resubmitted when the market reopens if the current session closes and there is still unfilled quantity. |