FIX Profiles

FIX Profiles

Defining symbol mappings

To define a symbol mapping:

  1. Select FIX profiles in the left navigation panel, and select a FIX profile.

  2. Click the Symbol Mappings tab.

  3. Click +Add.

  4. Select the Exchange, Product Type, and Product to identify the contract; or use the search functionality, to identify the contract in TT FIX, as shown.

    In this case, you want to define a mapping for the CME 10Y Treasury Note futures (ZN) product.

  5. Click Add.

  6. Enter values that the FIX client will send for this symbol.

    The following example defines a mapping for a FIX client that uses different product (TY) and exchange (XCBT) identifiers for the US 10-year treasury note futures than does TT FIX, which uses ZN (product) and CME (exchange). To identify the December 2016 contract, the FIX client sends 55=TYZ6. The pattern, <SYM><MY>, tells TT how to extract the product and expiry from the tag 55 value.

  7. Click Save Changes.