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.
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 | |
LimitPrice |
Price | TRUE | TRUE | OrderProfile | N/A | |
6 | LimitPriceType |
TRUE | FALSE | UserParameters | Sets the price used to calculate the trailing price relative to the market | |
7 | LimitTicksAway |
Int_t | TRUE | TRUE | UserParameters | Specifies the number of ticks away from the specified Price Type the order should trail the market. |
9 | WaitingOption |
tt_net_sdk.tt_trailing_limit.WaitingOption | TRUE | FALSE | UserParameters | Dictates when to start the parent synthetic order. |
10 | STime |
UTCTimestamp_t | FALSE | TRUE | UserParameters | If WaitingOption is set to Time, this parameter defines the start date/time. |
11 | ParentTIF |
tt_net_sdk.tt_trailing_limit.ParentTIF | TRUE | FALSE | UserParameters | Time in force for parent synthetic order |
12 | 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. |
13 | ETimeAct |
tt_net_sdk.tt_trailing_limit.ETimeAct | FALSE | FALSE | UserParameters | |
14 |
ETAGoToMktTicksEnabled |
Boolean_t | FALSE | TRUE | UserParameters | |
15 | ETAGoToMktTicks |
Int_t | FALSE | TRUE | UserParameters | |
8 | 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. |