| 8 | BeginString | STRING | Y | FIX protocol version
The tag indicates the beginning of a new message.
This tag must be the first tag in the message.
You must set the value to FIX4.2.
| | 9 | BodyLength | INT | Y | Message length (in characters)
The value represents number of characters in the message following
this tag up to, and including, the delimiter immediately preceding Tag
10 (CheckSum). This tag must be the second field in a message.
| | 35 | MsgType | STRING | Y | Type of message contained in the message body
This tag must appear third in the list of header tags.
Possible values:- 0: Heartbeat
- 1: Test Request
- 2: Resend Request
- 3: Reject
- 4: Sequence Reset
- 5: Logout
- 8: Execution Report
- 9: Order Cancel Reject
- A: Logon
- B: News
- c: Security Definition Request
- D: Order Single
- d: Security Definition
- e: Security Status Request
- f: Security Status
- F: Order Cancel Request
- G: Order Cancel Replace Request
- H: Order Status Request
- Q: Don’t Know Trade (Inbound Drop Copy only)
- R: Quote Request
- V: Market Data Request
- W: Market Data Snapshot Full Refresh
- X: Market Data Incremental Refresh
- Y: Market Data Request Reject
- AD: Trade Capture Report Request
- AE: Trade Capture Report
- AQ: Trade Capture Report Request Ack
| | 49 | SenderCompID | STRING | Y | Assigned value used to identify TT
| | 56 | TargetCompID | STRING | Y | Assigned value used to identify the counterparty
| | 34 | MsgSeqNum | SEQNUM | Y | Message sequence number
| | 43 | PossDupFlag | BOOLEAN | CSent when a TT FIX Gateway resends messages
| Whether the sequence number for this message is already used
Possible values:- N: NO: Original transmission
- Y: YES: Possible duplicate
| | 122 | OrigSendingTime | UTCTIMESTAMP | CRequired for resent messages
| Original time of message transmission, when transmitting orders as the result of a resend request
Always expressed in UTC.
| | 52 | SendingTime | UTCTIMESTAMP | Y | Time, in UTC, the message was sent.
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| 11 | ClOrdID | STRING | Y | TT order ID
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| 60 | TransactTime | UTCTIMESTAMP | Y | Time, in UTC, the message was sent
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| 48 | SecurityID | STRING | Y | | | 55 | Symbol | STRING | CNot used when Tag 167 (SecurityType)=MLEG.
| Exchange-provided product symbol for the tradable product.
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| 44 | Price | PRICE | CSent when Tag 40 (OrdType) is:
- 2: Limit
- 4: Stop Limit
- W : Limit If Touched (LIT)
- p : Limit (post-only)
| Limit price for limit orders
|
| 99 | StopPx | PRICE | CSent when Tag 40 (OrdType) is:
| Trigger price for a stop order.
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| 38 | OrderQty | QTY | Y | Total order quantity
|
| 110 | MinQty | QTY | CSent for Minimum Volume (MV) orders
| Minimum quantity for a Minimum Volume (MV) order
|
| 1138 | DisplayQty | QTY | CSent for disclosed quantity (Iceberg) orders
| Quantity to disclose for a disclosed quantity (Iceberg) order
|
| 54 | Side | CHAR | Y | Side of the order
Possible values:- 1: Buy
- 2: Sell
- 3: Buy minus
- 4: Sell plus
- 5: Sell short
- 6: Sell short exempt
- 7: Undisclosed
- 8: Cross
- 9: Cross short
- B: As Defined (FIX 4.4 only)
- C: Opposite (FIX 4.4 only)
|
| 40 | OrdType | CHAR | Y | Order type
Possible values include:
- 1: Market
- 2: Limit
- 3: Stop
- 4: Stop Limit
- 5: Market On Close (MOC)
- J: Market If Touched (MIT))
- W: Limit If Touched (LIT)
- p : Limit (post-only)
|
| 77 | OpenClose | CHAR | Y | Whether the resulting position after a trade should be an opening position or closing position
Possible values:- O: Open (default, if unspecified)
- C: Close
- F: FIFO – first in, first out (currently supported only for specific exchanges including INE,CZCE,DCE,SHFE,CHFFE.)
|
| 59 | TimeInForce | CHAR | Y | How long an order remains active
Possible values:- 0: Day (default, if not specified)
- 1: Good Till Cancel (GTC)
- 2: At The Opening (OPG)
- 3: Immediate or Cancel (IOC)
- 4: Fill Or Kill (FOK)
- 5: Good Till Crossing
- 6: Good Till Date
- 7: At the Close
- 8: Good through Crossing
- 9: At Crossing
- A: Auction
- S: Morning At the Close
- T: Afternoon At the Close
- U: Night At the Close
- V: Good in Session
- W: Day Plus
- X: Good Till Cancel Plus
- Y: Good Till Date Plus
|
| 432 | ExpireDate | LOCALMKTDATE | CSent when Tag 59 (TimeInForce) = 6 (Good Till Date)
| Date a Good Till Date order expires
|
| 1 | Account | STRING | Y | Order-routing account
| | 528 | OrderCapacity | CHAR | Y | Designates the capacity of the firm placing the order. The value corresponds to the Trading Capacity setting for Customer Defaults in Setup.
Possible values:- A: Agency (maps to [AOTC])
- G: Proprietary (maps to [AOTC])
- I: Individual (maps to [AOTC])
- P: Principal (maps to [DEAL])
- R: Riskless Principal (maps to [MTCH])
- W: Agent for Other Member (maps to [AOTC])
| | 582 | CustOrderCapacity | INT | Y | Capacity of customer placing the order
Primarily used by futures exchanges to indicate the CTICode (customer
type indicator) as required by the US CFTC (Commodity Futures Trading
Commission).
Possible values:- 1: Member trading for own account
- 2: Clearing Firm trading for its proprietary account
- 3: Member trading for another member
- 4: All other
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| 18233 | BrokerRoute | STRING | N | This tag will be populated only on FIX Order Gateway orders, and only if a value is defined for the ‘Route’ parameter under a FIX Order Gateway connection in TTUS.
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| 10 | CheckSum | STRING | Y | Unencrypted three-character checksum
This tag must always be the last field in a message (i.e. it serves, with the trailing <SOH>, as the end-of-message delimiter).
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