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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.

TT Iceberg

TT Iceberg (Tick)

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

OrderType

Tag 40

tt_net_sdk.OrderType

TRUE FALSE OrderProfile Order Type for native child order. This is always a limit order.
4

ChildTIF

Tag 16903

tt_net_sdk.TimeInForce

TRUE FALSE UserParameters Time in force for native child order
6

DiscVal

Tag 16904

Quantity TRUE TRUE UserParameters Disclosed quantity
7

DiscValType

Tag 16905

tt_net_sdk.tt_iceberg.DiscValType

TRUE TRUE UserParameters Disclosed quantity type
8

Variance

Tag 16958

Int_t FALSE FALSE UserParameters Quantity variance
2

LimitPrice

Tag 44

Price TRUE TRUE OrderProfile Limit price to be used for native child order
9

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.
10

LimitPriceType

Tag 16911

tt_net_sdk.tt_iceberg.LimitPriceType FALSE FALSE UserParameters
12

WithATickType

Tag 16921

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

Tag 16922

Int_t FALSE TRUE UserParameters
15

TriggerPrice

Tag 99

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

Tag 16920

tt_net_sdk.tt_iceberg.TriggerType

FALSE FALSE UserParameters
16

TriggerPriceType

Tag 16918

tt_net_sdk.tt_iceberg.TriggerPriceType

FALSE FALSE UserParameters
24

IsTrlTrg

Tag 16908

Boolean_t FALSE FALSE UserParameters
25

TriggerTicksAway

Tag 16919

Int_t FALSE TRUE UserParameters
17

WaitingOption

Tag 16961

tt_net_sdk.tt_iceberg.WaitingOption TRUE FALSE UserParameters Dictates when to start the parent synthetic order.
18

STime

Tag 168

UTCTimestamp_t FALSE TRUE UserParameters If WaitingOption is set to Time, this parameter defines the start date/time.
19

ParentTIF

Tag 16950

tt_net_sdk.tt_iceberg.ParentTIF TRUE FALSE UserParameters Time in force for parent synthetic order
20

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.
21

ETimeAct

Tag 16906

tt_net_sdk.tt_iceberg.ETimeAct FALSE FALSE UserParameters
22

ETAGoToMktTicksEnabled

Tag 16960

Boolean_t FALSE TRUE UserParameters
23

ETAGoToMktTicks

Tag 16960

Int_t FALSE TRUE UserParameters
13

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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