Price Gateway Messages

Purpose

Used to send updated market data for an instrument

Message Direction

From a third-party FIX acceptor to the TT FIX Price Gateway

Message Notes

Market Data Incremental Refresh (X) messages can contain multiple New,
Delete and Change actions for the same contract and MDEntryType. The TT
FIX Price Gateway processes all actions in the order in which they exist
in the message. Third party FIX acceptors should ensure that they
logically arrange actions for processing in this manner.

Related Information

Market Data Snapshot/Full Refresh (W)

Market Data Request (V)

Market Data Request Reject (Y)

Security Definition Request (c)

Purpose

Used to request or manage subscriptions for market data

Message Direction

From the TT FIX Price Gateway to a third-party FIX acceptor

Message Notes

The Market Data Request (V) message is used by the TT FIX Price Gateway to
request market data information from a third-party FIX acceptor.

Related Information

Market Data Snapshot/Full Refresh (W)

Market Data Incremental Refresh (X)

Market Data Request Reject (Y)

Security Definition Request (c)

Purpose

Used to send the reason for rejecting a market data request

Message Direction

From a third-party FIX acceptor to the TT FIX Price Gateway

Supported Tags

Message Notes

The Market Data Request Reject (Y) message is used by the third-party FIX
acceptor when it cannot fulfill a request for market data.

Related Information

Market Data Snapshot/Full Refresh (W)

Market Data Incremental Refresh (X)

Market Data Request (V)

Purpose

Used to return a snapshot of market prices

Message Direction

From a third-party FIX acceptor to the TT FIX Price Gateway

Message Notes

The Market Data Snapshot Full Refresh (W) message is used by a third-party
FIX acceptor to respond to a Market Data Request (V).

Related Information

Market Data Incremental Refresh (X)

Market Data Request (V)

Market Data Request Reject (Y)

Purpose

Used by a third-party FIX acceptor to send contract information in response to a Security Definition Request (c) message

Message Direction

From a third-party FIX acceptor to the TT FIX Price Gateway

Message Notes

The Security Definition (d) message is used to send information about an exchange-listed instrument. The third-party FIX acceptor sends one or more of these messages to a TT FIX Price Gateway in response to a Security Definition Request (c). A security definition contains all standing data at the markets.. The third-party FIX acceptor should send Security Definition (d) messages for all contracts and send new Security Definition (d) messages if any of the contract details, such as tick size, change.

Related Information

Security Definition Request (c)

Purpose

Sent by the TT FIX Price Gateway to request contract information

Message Direction

From the TT FIX Price Gateway to a third-party FIX acceptor

Message Notes

The Security Definition Request (c) message is used by the TT FIX Price
Gateway to request contract data. The TT FIX Price Gateway sends this
message immediately after a valid connection is initiated with the third
party FIX acceptor.

Related Information

Security Definition (d)

Purpose

Used to return the current trading status of a security

Message Direction

From a third-party FIX acceptor to a TT FIX Price Gateway

Message Notes

The Security Status (f) message is used by a third-party FIX acceptor to
respond to a Security Status Request (e) message from a TT FIX Price
Gateway. The message indicates the current trading status of an
instrument.

Related Information

Security Status Request (e)

Purpose

Used to request the status of a product

Message Direction

From a TT FIX Price Gateway to a third-party FIX acceptor

Message Notes

The Security Status Request (e) message is used by the TT FIX Price
Gateway to request the status of a particular instrument. The TT FIX Price
Gateway sends this message for each Security Definition (d) it receives.

Related Information

Security Status (f)