Creating a FIX Order Routing session
FIX client order-routing applications connect to TT FIX services through a FIX Order Routing session. Use the FIX sessions window to add FIX sessions to your company and configure them for third-party FIX client access. To add and configure a FIX Order Routing session: Click More | FIX Sessions in the left navigation pane. At […]
FIX Order Routing Overview
TT FIX Order Routing Services enable traders with FIX-based client applications to: Route DMA orders to various exchanges via TT Order Connectors. Route TT Order Type orders that manage the submission and execution of child orders. Route Autospreader synthetic calendar, inter-product or inter-exchange spread orders. Launch algos built using ADL and TT Algo SDK. Stage […]
FIX Session Management
TT FIX Order Routing client applications require a FIX session to be created in Setup in order to connect to TT FIX servers. Client applications should be designed with the following session management considerations in mind: FIX session reset schedules TT FIX Order Routing sessions are persistent by default and reset on Saturdays at 22:00 […]
FIX Strategy Creation and RFQ Support
Overview TT FIX Order Router supports submitting Security Definition Request (Tag 35=c) messages to create strategies and Quote Request (Tag 35=R) messages for Request for Quote (RFQ) functionality. Strategy Creation The Security Definition Request (Tag 35=c) defines a specific security at the exchange. You can define a multileg security made up of one or more […]
TT FIX schema
System overview The TT FIX service allows customers to receive real-time copies of all of their orders submitted through the TT platform, along with their corresponding fills. To use this service, customers must develop FIX clients capable of connecting to and communicating with the TT FIX. TT FIX supports a subset of the FIX protocol […]