| 131 | QuoteReqID | STRING | N | Unique ID for this request.
|
| 1 | Account | STRING | C | Order-routing account
The value matches the Tag 1 (Account) in the corresponding request.
Note: Account names are stored as case-sensitive strings. Users must match case-sensitivity when using Tag 1 (Account).
Note: When the value represents an internal, non-routing account, TT also sends a PartiesGrp with the external routing (parent) account in tag 448 (PartyID) and
with tag 452 (PartyRole) set to 24 (Customer Account).
|
| 17 | ExecID | STRING | N | Unique identifier for this execution report.
This report ID remains unique until TT FIX resets.
Note: Do not try to interpret or parse the value.
|
| 37 | OrderID | STRING | CMust include either Tag 37 (OrderID) or Tag 41 (OrigClOrdID)
| Internal TT order key assigned to all orders submitted through any TT software.
The value remains constant for the life of an order.
|
| 38 | OrderQty | QTY | Y | Total order quantity
|
| 54 | Side | CHAR | C | 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)
|
| 58 | Text | STRING | CSent when the TT FIX needs to send additional information
| Additional information for the person who works the order
|
| 60 | TransactTime | UTCTIMESTAMP | N | Time, in UTC, the transaction occurred with microsecond precision.
For example:
- Millisecond precision: 60=20170509-22:34:56.881
- Microsecond precision: 60=20170509-22:34:56.881321
Note: If you want tag 60 to use millisecond precision, you can add a TrimTimestamp
rule in the Setup app for the FIX profile.
|
| 107 | SecurityDesc | STRING | N | Security description.
|
| 198 | SecondaryOrderID | STRING | C | Unique identifier for the order, as assigned by the exchange.
Note: The value can vary over time for the same order.
|
| 582 | CustOrderCapacity | INT | CSend when required by the Exchange
| 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
|
| 1028 | ManualOrderIndicator | BOOLEAN | N | Whether the order is sent manually or through automated trading logic
|
| 1724 | OrderOrigination | INT | CRequired for exchanges subject to MiFID II regulations.
| Identifies the origin of the order. whether the order was received from a customer of the firm, originated by the firm, or whether the order was received from another broker-dealer. The value corresponds to the Direct Electronic Access setting for Order Tag Defaults in Setup.
Possible values:- 5: Order from a direct access or sponsored access customer
- 99: Other
|
| 16117 | OrderSource | INT | N | TT component that most recently acted on an active order.
Possible values:- 0: ASE
- 2: TTW
- 3: Invalid
- 4: TT Trader
- 6: Mobile
- 7: ROE
- 9: External
- 10: TT FIX
- 11: Aggregator
- 12: Bouncer
- 13: Lambda Liquidator
- 14: External FIX Adapter
- 15: Prime ASE
- 16: Nimbus
- 17: ADL
- 18: TTSDK
- 19: TT Algo
- 20: ADL Prime
- 21: TTSDK Prime
- 22: TT Algo Prime
- 23: Chart
- 24: TTD
- 25: TTD Chart
- 26: TTINT
- 27: TT Admin
- 28: TT .NET API client
- 29: TT .NET API server
- 30: C++ API
- 31: TT Options Risk
- 32: External upload
- 33: Stager
- 34: TT Score
- 35: FIX Adapter Child Router
- 36: POT Child Router
- 37: Terminator
|
| 18101 | AccountID | STRING | C |
TT-defined ID of the TT account referenced in tag
1 (Account).
|
| 18102 | UserID | STRING | C | TT-defined ID of the TT user referenced in tag 129 (DeliverToSubId)
|
