{"id":7100,"date":"2025-08-28T22:36:03","date_gmt":"2025-08-29T03:36:03","guid":{"rendered":"https:\/\/librarytestdev.wpenginepowered.com\/?post_type=doc&p=7100"},"modified":"2026-01-12T14:21:16","modified_gmt":"2026-01-12T20:21:16","slug":"system-overview-2","status":"publish","type":"doc","link":"https:\/\/library-staging.tradingtechnologies.com\/tt-fix\/tt-fix-gateway\/getting-started-tt-fix-gateway\/system-overview-2\/","title":{"rendered":"System Overview"},"content":{"rendered":"\n

System Overview<\/h2>\n\n\n\n

The TT FIX Gateways allow third parties to bridge their market data sources and matching engines with the TT environment.<\/p>\n\n\n\n

\"\"\/<\/figure>\n\n\n\n

The TT FIX Gateways support a subset of the FIX protocol (Version 4.2 with Errata 20010501) message types and tags within the message types. Refer to the website http:\/\/www.fixtradingcommunity.org\/<\/a> for additional FIX tag descriptions and message definitions. <\/p>\n\n\n\n

Note<\/strong>: The TT FIX Gateways support only those messages and tags described in this document. Do not submit other messages or tags, as doing so can produce unexpected results.<\/p>\n\n\n\n

The TT FIX Gateway consists of a TT FIX Price Gateway and a TT FIX Order Gateway. The TT FIX Price Gateway connects to a third party’s market data source. The TT FIX Order Gateway connects to a third party’s matching engine.<\/p>\n\n\n\n

TT FIX Price Gateway<\/h3>\n\n\n\n

The TT FIX Price Gateway supports only non-persistent FIX sessions. In other words, it will always send a Logon (A)<\/a> message with Tag 34 (MsgSeqNum)=1 and Tag 141 (ResetSeqNumFlag)=Y when initiating a connection. As a result, the FIX session will terminate when the connection does.<\/p>\n\n\n\n

After the TT FIX Price Gateway creates a connection to the FIX acceptor, the TT FIX Price Gateway will send a Security Definition Request (c)<\/a> to the FIX acceptor. The FIX acceptor will return a Security Definition (d)<\/a> message for each supported instrument. Security Definition (c) messages that contain insufficient or badly expressed information will be rejected with the Business Message Reject (j)<\/a> message.<\/p>\n\n\n\n

For each valid instrument received from the FIX acceptor, the TT FIX Price Gateway will send a single Security Status Request (e)<\/a> message. The TT FIX Price Gateway will wait until it receives a Security Status (f)<\/a> message from the FIX acceptor for a given instrument before it will process a price subscription request from TT client applications.<\/p>\n\n\n\n

You can download a copy of the FIX Price Messages schema here: fix_price_messages.xml<\/a>.<\/p>\n\n\n\n

TT FIX Order Gateway<\/h3>\n\n\n\n

The TT FIX Order Gateway supports only persistent FIX sessions. When it is started for the first time, it will send a Logon (A)<\/a> message with Tag 34 (MsgSeqNum)=1. When there are unscheduled restarts, the standard FIX message sequence number negotiation will take place. After the TT FIX Order Gateway create a connection to the FIX acceptor, the TT FIX Order Gateway will begin to process requests from TT client applications for routing orders.<\/p>\n","protected":false},"excerpt":{"rendered":"

System Overview<\/h2>\n

The TT FIX Gateways allow third parties to bridge their market data sources and matching engines with the TT environment.<\/p>\n

The TT FIX Gateways support a subset of the FIX protocol (Version 4.2 with Errata 20010501) message types and tags within the message types. Refer to the website http:\/\/www.fixtradingcommunity.org\/<\/a> for additional FIX tag descriptions and message definitions. <\/p>\n

Note<\/strong>: The TT FIX Gateways support only those messages and tags described in this document. Do not submit other messages or tags, as doing so can produce unexpected results.<\/p>\n

The TT FIX Gateway consists of a TT FIX Price Gateway and a TT FIX Order Gateway. The TT FIX Price Gateway connects to a third party’s market data source. The TT FIX Order Gateway connects to a third party’s matching engine.<\/p>\n

TT FIX Price Gateway<\/h3>\n

The TT FIX Price Gateway supports only non-persistent FIX sessions. In other words, it will always send a Logon (A)<\/a> message with Tag 34 (MsgSeqNum)=1 and Tag 141 (ResetSeqNumFlag)=Y when initiating a connection. As a result, the FIX session will terminate when the connection does.<\/p>\n

After the TT FIX Price Gateway creates a connection to the FIX acceptor, the TT FIX Price Gateway will send a Security Definition Request (c)<\/a> to the FIX acceptor. The FIX acceptor will return a Security Definition (d)<\/a> message for each supported instrument. Security Definition (c) messages that contain insufficient or badly expressed information will be rejected with the Business Message Reject (j)<\/a> message.<\/p>\n

For each valid instrument received from the FIX acceptor, the TT FIX Price Gateway will send a single Security Status Request (e)<\/a> message. The TT FIX Price Gateway will wait until it receives a Security Status (f)<\/a> message from the FIX acceptor for a given instrument before it will process a price subscription request from TT client applications.<\/p>\n

You can download a copy of the FIX Price Messages schema here: fix_price_messages.xml<\/a>.<\/p>\n

TT FIX Order Gateway<\/h3>\n

The TT FIX Order Gateway supports only persistent FIX sessions. When it is started for the first time, it will send a Logon (A)<\/a> message with Tag 34 (MsgSeqNum)=1. When there are unscheduled restarts, the standard FIX message sequence number negotiation will take place. After the TT FIX Order Gateway create a connection to the FIX acceptor, the TT FIX Order Gateway will begin to process requests from TT client applications for routing orders.<\/p>\n","protected":false},"author":2,"template":"","meta":{"_acf_changed":false,"footnotes":""},"docs-category":[835],"class_list":["post-7100","doc","type-doc","status-publish","hentry","docs-category-getting-started-tt-fix-gateway"],"acf":[],"_links":{"self":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc\/7100","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc"}],"about":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/types\/doc"}],"author":[{"embeddable":true,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/users\/2"}],"version-history":[{"count":0,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc\/7100\/revisions"}],"wp:attachment":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/media?parent=7100"}],"wp:term":[{"taxonomy":"docs-category","embeddable":true,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/docs-category?post=7100"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}