Contents Preparation Notes Sample Flow with Messages Eurex Trader Admin GUI – EnLight Responder Interface FAQs Preparation Notes Ensure that the counterparty is correctly populated in TT Setup under the Counterparties section. Download the latest version of the TT FIX schema. Refer to the schema for the tags related to the quoting and response messages. […]
Request for Quote Request & Successful Response RFQ request 8=FIX.4.2 | 9=222 | 35=R | 34=11 | 49=MehulOR1 | 52=20230321-12:56:30 | 56=TT_ORDER | 1=mshaha_acc | 116=MShaha | 131=12908 | 146=1 | 167=MLEG | 207=CME | 55=ES | 555=2 | 600=ES | 602=635020 | 603=8 | 623=1 | 624=1 | 600=ES | 602=418320 | 603=8 | […]
Strategy Creation Request & Successful “as-is” and “with changes” Responses Security definition 35=c creation request 8=FIX.4.2 | 9=205 | 35=c | 34=3 | 49=MehulOR1 | 52=20230109-09:35:48 | 56=TT_ORDER | 167=MLEG | 320=2 | 207=CME | 55=GE | 1=mshaha_acc | 116=MShaha | 555=2 | 600=GE | 602=249651 | 603=96 | 623=1 | 624=1 | 600=GE | […]
This page outlines the various message tags used by FIX order routing sessions to identify instruments. FIX Tag Descriptions Tag Field Name Description 48 SecurityID TT security ID that uniquely identifies the instrument in the TT platform. 22 SecurityIDSource Source for the value of tag 48 (SecurityID). 207 SecurityExchange Name of the market where the […]
A FIX client starts an order-routing FIX session by sending a Logon (A) message to TT FIX and ends the session by calling the Logout (5) message. While connected to a FIX Order Routing session, a FIX client engages in a series of message conversations (requests and responses) with TT FIX to enter and manage […]
Routing DMA orders using the TT FIX Order Routing Service involves a fix client submitting a New Order Single (D) message. TT FIX will respond with one of the following: An Execution Report (8) message acknowledging the order An Execution Report (8) message rejecting the order Note: A Business Message Reject (j) message can also […]
Routing option orders using the TT FIX Order Routing Service involves a fix client submitting a New Order Single (D) message. TT FIX will respond with one of the following: An Execution Report (8) message acknowledging the order An Execution Report (8) message rejecting the order Note: A Business Message Reject (j) message can also […]