TT With A Tick
A With A Tick (WAT) order is a limit order that that is automatically repriced one tick towards the market based on the price and quantity of the opposite inside market.
For more information, refer to the TT With A Tick 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 |
6 | OrderType |
TRUE | FALSE | OrderProfile | Order Type for native child order | |
4 | ChildTIF |
TRUE | FALSE | UserParameters | Time in force for native child order | |
2 | LimitPrice |
Price | TRUE | TRUE | OrderProfile | Limit price to be used for native child order |
7 | 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. |
8 | LimitPriceType |
FALSE | FALSE | UserParameters | ||
10 | 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 |
Int_t | FALSE | TRUE | UserParameters | |
11 | 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. |