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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.

TT With A 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
6

OrderType

Tag 40

tt_net_sdk.OrderType

TRUE FALSE OrderProfile Order Type for native child order
4

ChildTIF

Tag 16903

tt_net_sdk.TimeInForce

TRUE FALSE UserParameters Time in force for native child order
2

LimitPrice

Tag 44

Price TRUE TRUE OrderProfile Limit price to be used for native child order
7

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.
8

LimitPriceType

Tag 16911

tt_net_sdk.tt_withatick.LimitPriceType
FALSE FALSE UserParameters
10

WithATickType

Tag 16921

tt_net_sdk.tt_withatick.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

Tag 16922

Int_t FALSE TRUE UserParameters
11

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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