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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.

TT Timed

Number

Name

FIX Tag

Type
Required
Updatable
FieldLocation Description
(constructor variable) Instrument TRUE FALSE OrderProfile Instrument for native child order
1

OrderQty

Tag 38

Quantity TRUE TRUE OrderProfile Order quantity for native child order
5

OrderSide

Tag 54

tt_net_sdk.OrderSide

TRUE FALSE OrderProfile Side for native child order
3

Account

Tag 1

Account TRUE FALSE OrderProfile Account for native child order
6

OrderType

Tag 40

tt_net_sdk.OrderType

TRUE FALSE OrderProfile Order Type for native child order
4

ChildTIF

Tag 16903

tt_net_sdk.TimeInForce

TRUE FALSE UserParameters Time in force for native child order
2

LimitPrice

Tag 44

Price TRUE TRUE OrderProfile Limit price to be used for native child order
7

LimitTicksAway

Tag 16912

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

Tag 16911

tt_net_sdk.tt_timed.LimitPriceType
FALSE FALSE UserParameters
10

WithATickType

Tag 16921

tt_net_sdk.tt_timed.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

Tag 16922

Int_t FALSE TRUE UserParameters
12

WaitingOption

Tag 16961

tt_net_sdk.tt_timed.WaitingOption
TRUE FALSE UserParameters Dictates when to start the parent synthetic order.
13

STime

Tag 168

UTCTimestamp_t FALSE TRUE UserParameters If WaitingOption is set to Time, this parameter defines the start date/time.
14

ParentTIF

Tag 16950

tt_net_sdk.tt_timed.ParentTIF TRUE FALSE UserParameters Time in force for parent synthetic order
15

ETime

Tag 126

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

Tag 16906

tt_net_sdk.tt_timed.ETimeAct FALSE FALSE UserParameters
17

ETAGoToMktTicksEnabled

Tag 16960

Boolean_t FALSE TRUE UserParameters
18

ETAGoToMktTicks

Tag 16960

Int_t FALSE TRUE UserParameters
11

AutoResubExpiredGTD

Tag 16949

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.
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