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TT Trailing Limit

A TT Trailing Limit order submits a native limit exchange order into the market then dynamically adjusts the price to stay within a specified distance of the market if it moves away.

For more information, refer to the TT Trailing Limit Order section of the Trade help.

TT Trailing Limit

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

LimitPrice

Tag 44

Price TRUE TRUE OrderProfile N/A
6

LimitPriceType

Tag 16911

tt_net_sdk.tt_trailing_limit.LimitPriceType

TRUE FALSE UserParameters Sets the price used to calculate the trailing price relative to the market
7

LimitTicksAway

Tag 16912

Int_t TRUE TRUE UserParameters Specifies the number of ticks away from the specified Price Type the order should trail the market.
9

WaitingOption

Tag 16961

tt_net_sdk.tt_trailing_limit.WaitingOption TRUE FALSE UserParameters Dictates when to start the parent synthetic order.
10

STime

Tag 168

UTCTimestamp_t FALSE TRUE UserParameters If WaitingOption is set to Time, this parameter defines the start date/time.
11

ParentTIF

Tag 16950

tt_net_sdk.tt_trailing_limit.ParentTIF TRUE FALSE UserParameters Time in force for parent synthetic order
12

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.
13

ETimeAct

Tag 16906

tt_net_sdk.tt_trailing_limit.ETimeAct FALSE FALSE UserParameters
14

ETAGoToMktTicksEnabled

Tag 16960

Boolean_t FALSE TRUE UserParameters
15

ETAGoToMktTicks

Tag 16960

Int_t FALSE TRUE UserParameters
8

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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