TT Iceberg
A TT Iceberg order executes a large volume order by breaking it into smaller disclosed orders, publicly displaying only the specified portion instead of the full order quantity. When one disclosed portion fills, the next portion is entered into the market. This process continues until the order is filled.
For more information, refer to the TT Iceberg 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 |
OrderType |
TRUE | FALSE | OrderProfile | Order Type for native child order. This is always a limit order. | ||
4 | ChildTIF |
TRUE | FALSE | UserParameters | Time in force for native child order | |
6 | DiscVal |
Quantity | TRUE | TRUE | UserParameters | Disclosed quantity |
7 | DiscValType |
TRUE | TRUE | UserParameters | Disclosed quantity type | |
8 | Variance |
Int_t | FALSE | FALSE | UserParameters | Quantity variance |
2 | LimitPrice |
Price | TRUE | TRUE | OrderProfile | Limit price to be used for native child order |
9 | 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. |
10 | LimitPriceType |
tt_net_sdk.tt_iceberg.LimitPriceType | FALSE | FALSE | UserParameters | |
12 | WithATickType |
tt_net_sdk.tt_iceberg.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. |
11 | WithATick |
Int_t | FALSE | TRUE | UserParameters | |
15 | TriggerPrice |
Price | FALSE | TRUE | OrderProfile | If provided, sets the parameters of a trigger which must be activated before the Iceberg portion of the algo will be executed. If IsTrlTrg=TRUE, the trigger will trail instead of being static so TriggerPrice will be ignored. |
14 | TriggerType |
FALSE | FALSE | UserParameters | ||
16 | TriggerPriceType |
FALSE | FALSE | UserParameters | ||
24 | IsTrlTrg |
Boolean_t | FALSE | FALSE | UserParameters | |
25 | TriggerTicksAway |
Int_t | FALSE | TRUE | UserParameters | |
17 | WaitingOption |
tt_net_sdk.tt_iceberg.WaitingOption | TRUE | FALSE | UserParameters | Dictates when to start the parent synthetic order. |
18 | STime |
UTCTimestamp_t | FALSE | TRUE | UserParameters | If WaitingOption is set to Time, this parameter defines the start date/time. |
19 | ParentTIF |
tt_net_sdk.tt_iceberg.ParentTIF | TRUE | FALSE | UserParameters | Time in force for parent synthetic order |
20 | 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. |
21 | ETimeAct |
tt_net_sdk.tt_iceberg.ETimeAct | FALSE | FALSE | UserParameters | |
22 |
ETAGoToMktTicksEnabled |
Boolean_t | FALSE | TRUE | UserParameters | |
23 | ETAGoToMktTicks |
Int_t | FALSE | TRUE | UserParameters | |
13 | 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. |