Used to submit a FIX
Recovery Service request for all order and fill activity during a specific period of time or only
missed messages
from the beginning of the session (last session reset time).
Message Direction
From FIX client to TT FIX
Tag Directory
Click the links below to navigate to the documentation for that tag.
For additional information about this component group, consult the documentation.
35=U2 (MsgType)
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 FIX.4.2 or FIX.4.4.
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
ID for the FIX client, corresponding to the RemoteCompID specified for the user in TT User Setup
56
TargetCompID
STRING
Y
TT session identity
TT FIX does not validate this field. To guarantee session persistence, the FIX client must maintain the same value of this field for the life of the session.
You can use any value in this tag to identify the TT session for the FIX client. TT FIX will return this value in tag 49 (SenderCompID) in its responses.
50
SenderSubID
STRING
C
Sent if TT User Setup specifies an exchange operator ID
Unique ID for the message sender
For order routing messages, this tag overrides the exchange Operator ID configured in Setup.
142
SenderLocationID
STRING
N
Specific message originator’s location (i.e. geographic location and/or
desk, trader)
116
OnBehalfOfSubID
STRING
C
Required when multiple users are associated with the account.
Unique Trader ID
The value maps to the Alias field configured for a user in Setup.
34
MsgSeqNum
SEQNUM
Y
Message sequence number
43
PossDupFlag
BOOLEAN
C
Must send when a FIX client resends messages
Whether the sequence number for this message is already used
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.
57
TargetSubID
STRING
C
If the Target Sub Id field has a value for the FIX Session in Setup, you must supply that value is this tag for a Logon (A) message.
Unique ID for the message receiver.
916
StartDate
UTCTIMESTAMP
Y
Note: The StartDate (916) and EndDate (917) tags should not be used
if the request will include CustomMode (18002). If these tags are sent in addition to CustomMode (18002),
no recovered messages will be sent and the FIX Drop Copy client will be logged out.
Start time of the range for the recovery request
917
EndDate
UTCTIMESTAMP
Y
Note: The StartDate (916) and EndDate (917) tags should not be used
if the request will include CustomMode (18002). If these tags are sent in addition to CustomMode (18002),
no recovered messages will be sent and the FIX Drop Copy client will be logged out.
End time of the range for the recovery request
Note: The value cannot identify a future time.
18002
CustomMode
CHAR
N
If set to true (for example: y, t, 1), a reconciliation query will be performed. FIX will search all messages from the beginning of the session (last session reset time) up to the most recent message sent and will send only those messages not previously sent.
Note: This tag should not be used for a Recovery Service request if the request will also include the StartDate (916) and EndDate (917) tags. If this tag is sent in addition to the StartDate (916) and EndDate (917) tags, no recovered messages will be sent and the FIX Drop Copy client will be logged out.
207
SecurityExchange
EXCHANGE
N
Name of the market where the instrument trades.
TT FIX uses this value to identify the exchange that offers the
security.
Possible values:
AGGREGATOR
ALGO
ASE
ASX
B3
BitMEX
BrokerTec
Cboe
CboeFX_SW_NY
CBOT
CFE
CME
Coinbase
CoinFLEX
CurveGlobal
CZCE
DCE
DGCX
EEX
Eurex
Euronext
Fenics
FEX
HKEX
ICE
ICE_L
IDEM
INE
KCG
KRK
LME
LSE
MEFF
MEXDER
MX
NDAQ_EU
NFI
NFX
OSE
SGX
TFEX
TFX
TOCOM
100
ExDestination
EXCHANGE
N
Execution destination for the order as defined by the institution
Some traders use this tag in place of Tag 207 (SecurityExchange) to
identify the exchange.
ISO 10383 defines a comprehensive list of MIC codes.
Name of the sub-market where the instrument trades. When the optional tag 100 is specified, only order and fill activity for that native market will be recovered. TT Synthetic activity will not be included in the results.
Trailer
Y
For additional information about this component group, consult the full documentation.
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).
Message Notes
The Recovery Request (U2) message is used to request all order acknowledgements and fills that occurred
during a specific time range for either a single market or for all markets. FIX Drop Copy clients typically
use this message to download missing data after some technical issue has caused the FIX client to miss
significant gaps.
Note This message can be sent only for a FIX Recovery
session. Also, when logging in to the session, the Logon (A) message
must set tag 34 (MsgSeqNum) to 1 and omit tag 43 (PossDupFlag).
You can request data for a single market by specifying either tag 207 (SecurityExchange) or tag 100
(ExDestination). When specifying a specific market using either of these tags, both the native exchange
orders and TT synthetic activity will be included in the recovery.
You can request data for all accessible markets by omitting both tags. In repsonse to this request, TT FIX
sends a series of Execution
Report (8) and Order
Cancel Reject (9) messages.
