{"id":7151,"date":"2025-08-28T22:36:23","date_gmt":"2025-08-29T03:36:23","guid":{"rendered":"https:\/\/librarytestdev.wpenginepowered.com\/?post_type=doc&p=7151"},"modified":"2025-12-13T13:19:01","modified_gmt":"2025-12-13T19:19:01","slug":"recovery-request-u2-message","status":"publish","type":"doc","link":"https:\/\/library-staging.tradingtechnologies.com\/tt-fix\/tt-fix-recovery\/supported-application-messages-tt-fix-recovery\/recovery-request-u2-message\/","title":{"rendered":"Recovery Request (U2) Message"},"content":{"rendered":"\n

Recovery Request (U2) Message<\/h2>\n\n\n\n
\n\t\t

Purpose<\/h3>\n\t\t

Used to submit a FIX\n\t\t\t\tRecovery Service<\/a> request for all order and fill activity during a specific period of time or only\n\t\t\tmissed messages\n\t\t\tfrom the beginning of the session (last session reset time).<\/p>\n\t<\/div>\n\n\n\n

\n\t\t

Message Direction<\/h3>\n\t\t

From FIX client to TT FIX<\/p>\n\t<\/div>\n\n\n\n

Tag Directory<\/h3>\n\n\n\n

Click the links below to navigate to the documentation for that tag.<\/p>\n\n\n\n

\n \n
\n\n
\n \n \n
\n
\n 8<\/a>9<\/a>10<\/a>34<\/a>35<\/a>43<\/a>49<\/a>50<\/a>52<\/a>56<\/a>57<\/a>100<\/a>116<\/a>122<\/a>142<\/a>207<\/a>916<\/a>917<\/a>18002<\/a> <\/div>\n <\/div>\n \n
\n
\n \n \n \n
\n OutOfBandRecoveryRequest <\/caption>\n
Tag<\/th>Name<\/th>Type<\/th>Required<\/th>Comments<\/th> <\/tr>\n <\/thead>\n
Header <\/span><\/span><\/td>Y<\/span><\/td>

For additional information about this component group, consult the documentation<\/a>.<\/p>\n

<\/div>

35=U2 (MsgType)<\/p>\n<\/td><\/tr>

8<\/td>BeginString<\/td>STRING<\/td>Y<\/span><\/td>

FIX protocol version<\/p>\n

The tag indicates the beginning of a new message.<\/p>\n

This tag must be the first tag in the message.<\/p>\n

<\/div>

You must set the value to FIX.4.2<\/strong> or FIX.4.4<\/strong>.<\/p>\n<\/td><\/tr>

9<\/td>BodyLength<\/td>INT<\/td>Y<\/span><\/td>

Message length (in characters)<\/p>\n

\n The value represents number of characters in the message following
\n this tag up to, and including, the delimiter immediately preceding Tag
\n 10 (CheckSum). This tag must be the second field in a message.\n <\/p>\n<\/td><\/tr>

35<\/td>MsgType<\/td>STRING<\/td>Y<\/span><\/td>

Type of message contained in the message body<\/p>\n

This tag must appear third in the list of header tags.<\/p>\n

Possible values:<\/strong>
  • 0<\/strong>: Heartbeat<\/li>
  • 1<\/strong>: Test Request<\/li>
  • 2<\/strong>: Resend Request<\/li>
  • 3<\/strong>: Reject<\/li>
  • 4<\/strong>: Sequence Reset<\/li>
  • 5<\/strong>: Logout<\/li>
  • 8<\/strong>: Execution Report<\/li>
  • 9<\/strong>: Order Cancel Reject<\/li>
  • A<\/strong>: Logon<\/li>
  • B<\/strong>: News<\/li>
  • c<\/strong>: Security Definition Request<\/li>
  • D<\/strong>: Order Single<\/li>
  • d<\/strong>: Security Definition<\/li>
  • e<\/strong>: Security Status Request<\/li>
  • f<\/strong>: Security Status<\/li>
  • F<\/strong>: Order Cancel Request<\/li>
  • G<\/strong>: Order Cancel Replace Request<\/li>
  • H<\/strong>: Order Status Request<\/li>
  • Q<\/strong>: Don’t Know Trade (Inbound Drop Copy only)<\/li>
  • R<\/strong>: Quote Request<\/li>
  • V<\/strong>: Market Data Request<\/li>
  • W<\/strong>: Market Data Snapshot Full Refresh<\/li>
  • X<\/strong>: Market Data Incremental Refresh<\/li>
  • Y<\/strong>: Market Data Request Reject<\/li>
  • AD<\/strong>: Trade Capture Report Request<\/li>
  • AE<\/strong>: Trade Capture Report<\/li>
  • AQ<\/strong>: Trade Capture Report Request Ack<\/li><\/ul><\/div><\/td><\/tr>
49<\/td>SenderCompID<\/td>STRING<\/td>Y<\/span><\/td>

ID for the FIX client, corresponding to the RemoteCompID specified for the user in TT User Setup<\/p>\n<\/td><\/tr>

56<\/td>TargetCompID<\/td>STRING<\/td>Y<\/span><\/td>

TT session identity<\/p>\n

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.<\/p>\n

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.<\/p>\n<\/td><\/tr>

50<\/td>SenderSubID<\/td>STRING<\/td>C<\/span>

Sent if TT User Setup specifies an exchange operator ID<\/p>\n<\/div><\/td>

Unique ID for the message sender<\/p>\n

<\/div>

For order routing messages, this tag overrides the exchange Operator ID configured in Setup.<\/p>\n<\/td><\/tr>

142<\/td>SenderLocationID<\/td>STRING<\/td>N<\/span><\/td>

Specific message originator’s location (i.e. geographic location and\/or
\n desk, trader)<\/p>\n<\/td><\/tr>

116<\/td>OnBehalfOfSubID<\/td>STRING<\/td>C<\/span>

Required when multiple users are associated with the account.<\/p>\n<\/div><\/td>

Unique Trader ID<\/p>\n

The value maps to the\u00a0Alias<\/strong>\u00a0field configured for a user in Setup.<\/p>\n<\/td><\/tr>

34<\/td>MsgSeqNum<\/td>SEQNUM<\/td>Y<\/span><\/td>

Message sequence number<\/p>\n<\/td><\/tr>

43<\/td>PossDupFlag<\/td>BOOLEAN<\/td>C<\/span>

Must send when a FIX client resends messages<\/p>\n<\/div><\/td>

Whether the sequence number for this message is already used<\/p>\n

<\/div>

Note<\/strong>: If 43=Y is present, TT will reject New Order Single (D)<\/a>, Order Cancel\/Replace Request (G)<\/a>, New Order Multileg (AB)<\/a>, and Multileg Order Cancel\/Replace (AC)<\/a> messages with a Business Message Reject (j)<\/a> message.<\/p>\n

Possible values:<\/strong>
  • N<\/strong>: NO: Original transmission<\/li>
  • Y<\/strong>: YES: Possible duplicate<\/li><\/ul><\/div><\/td><\/tr>
122<\/td>OrigSendingTime<\/td>UTCTIMESTAMP<\/td>C<\/span>

Required for resent messages<\/p>\n<\/div><\/td>

Original time of message transmission, when transmitting orders as the result of a resend request<\/p>\n

Always expressed in UTC. <\/p>\n<\/td><\/tr>

52<\/td>SendingTime<\/td>UTCTIMESTAMP<\/td>Y<\/span><\/td>

Time, in UTC, the message was sent.<\/p>\n<\/td><\/tr>

57<\/td>TargetSubID<\/td>STRING<\/td>C<\/span>

If the Target Sub Id<\/strong> field has a value for the FIX Session in Setup<\/a>, you must supply that value is this tag for a Logon (A)<\/a> message.<\/p>\n<\/div><\/td>

Unique ID for the message receiver.<\/p>\n<\/td><\/tr><\/tbody><\/table><\/td><\/tr>

916<\/td>StartDate<\/td>UTCTIMESTAMP<\/td>Y<\/span><\/td>

Note: <\/strong>The StartDate (916) and EndDate (917) tags should not be used
\nif the request will include CustomMode (18002). If these tags are sent in addition to CustomMode (18002),
\nno recovered messages will be sent and the FIX Drop Copy client will be logged out.<\/p>\n

<\/div>

Start time of the range for the recovery request<\/p>\n<\/td><\/tr>

917<\/td>EndDate<\/td>UTCTIMESTAMP<\/td>Y<\/span><\/td>

Note: <\/strong>The StartDate (916) and EndDate (917) tags should not be used
\nif the request will include CustomMode (18002). If these tags are sent in addition to CustomMode (18002),
\nno recovered messages will be sent and the FIX Drop Copy client will be logged out.<\/p>\n

<\/div>

End time of the range for the recovery request<\/p>\n

<\/div>

Note:<\/span><\/strong>\u00a0The value cannot identify a future time.<\/p>\n<\/td><\/tr>

18002<\/td>CustomMode<\/td>CHAR<\/td>N<\/span><\/td>

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.<\/p>\n

Note: <\/strong>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.<\/p>\n<\/td><\/tr>

207<\/td>SecurityExchange<\/td>EXCHANGE<\/td>N<\/span><\/td>

Name of the market where the instrument trades.<\/p>\n

TT FIX uses this value to identify the exchange that offers the
\nsecurity.<\/p>\n

Possible values:<\/strong>
  • AGGREGATOR<\/strong><\/li>
  • ALGO<\/strong><\/li>
  • ASE<\/strong><\/li>
  • ASX<\/strong><\/li>
  • B3<\/strong><\/li>
  • BitMEX<\/strong><\/li>
  • BrokerTec<\/strong><\/li>
  • Cboe<\/strong><\/li>
  • CboeFX_SW_NY<\/strong><\/li>
  • CBOT<\/strong><\/li>
  • CFE<\/strong><\/li>
  • CME<\/strong><\/li>
  • Coinbase<\/strong><\/li>
  • CoinFLEX<\/strong><\/li>
  • CurveGlobal<\/strong><\/li>
  • CZCE<\/strong><\/li>
  • DCE<\/strong><\/li>
  • DGCX<\/strong><\/li>
  • EEX<\/strong><\/li>
  • Eurex<\/strong><\/li>
  • Euronext<\/strong><\/li>
  • Fenics<\/strong><\/li>
  • FEX<\/strong><\/li>
  • HKEX<\/strong><\/li>
  • ICE<\/strong><\/li>
  • ICE_L<\/strong><\/li>
  • IDEM<\/strong><\/li>
  • INE<\/strong><\/li>
  • KCG<\/strong><\/li>
  • KRK<\/strong><\/li>
  • LME<\/strong><\/li>
  • LSE<\/strong><\/li>
  • MEFF<\/strong><\/li>
  • MEXDER<\/strong><\/li>
  • MX<\/strong><\/li>
  • NDAQ_EU<\/strong><\/li>
  • NFI<\/strong><\/li>
  • NFX<\/strong><\/li>
  • OSE<\/strong><\/li>
  • SGX<\/strong><\/li>
  • TFEX<\/strong><\/li>
  • TFX<\/strong><\/li>
  • TOCOM<\/strong><\/li><\/ul><\/div><\/td><\/tr>
100<\/td>ExDestination<\/td>EXCHANGE<\/td>N<\/span><\/td>

Execution destination for the order as defined by the institution<\/p>\n

<\/div>

Some traders use this tag in place of Tag 207 (SecurityExchange) to
\nidentify the exchange.<\/p>\n

<\/div>

ISO 10383 defines a comprehensive list of MIC codes<\/a>.<\/p>\n

<\/div>

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.<\/p>\n<\/td><\/tr>

Trailer <\/span><\/span><\/td>Y<\/span><\/td>

For additional information about this component group, consult the full documentation<\/a>.<\/p>\n<\/td><\/tr>

10<\/td>CheckSum<\/td>STRING<\/td>Y<\/span><\/td>

Unencrypted three-character checksum<\/p>\n

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).<\/p>\n<\/td><\/tr><\/tbody><\/table><\/td><\/tr> <\/tbody>\n <\/table><\/div>\n <\/figure>\n<\/div>\n\n\n

\n\t\t

Message Notes<\/h3>\n\t\t

The Recovery Request (U2) message is used to request all order acknowledgements and fills that occurred\n\t\t\tduring a specific time range for either a single market or for all markets. FIX Drop Copy clients typically\n\t\t\tuse this message to download missing data after some technical issue has caused the FIX client to miss\n\t\t\tsignificant gaps.<\/p>\n\n\n\t\t

Note<\/span> This message can be sent only for a FIX Recovery\n\t\t\t\tsession<\/a>. Also, when logging in to the session, the Logon (A)<\/a> message\n\t\t\tmust set tag 34 (MsgSeqNum) to 1 and omit tag 43 (PossDupFlag).<\/p>\n\n\n\t\t

You can request data for a single market by specifying either tag 207 (SecurityExchange) or tag 100\n\t\t\t(ExDestination). When specifying a specific market using either of these tags, both the native exchange\n\t\t\torders and TT synthetic activity will be included in the recovery.<\/p>\n\n\t\t

You can request data for all accessible markets by omitting both tags. In repsonse to this request, TT FIX\n\t\t\tsends a series of Execution\n\t\t\t\tReport (8)<\/a> and Order\n\t\t\t\tCancel Reject (9)<\/a> messages.<\/p>\n\t<\/div>\n\n\n\n

\n\t\t

Related Information<\/h3>\n\n\t\t

Execution Report\n\t\t\t\t(8)<\/a><\/p>\n\t\t

Order\n\t\t\t\tCancel Reject (9)<\/a><\/p>\n\t\t

Logon (A)<\/a><\/p>\n\n\t<\/div>\n","protected":false},"excerpt":{"rendered":"

Recovery Request (U2) Message Purpose Used to submit a FIX Recovery Service request for all order and fill act […]<\/p>\n","protected":false},"author":2,"template":"","meta":{"_acf_changed":false,"footnotes":""},"docs-category":[479],"class_list":["post-7151","doc","type-doc","status-publish","hentry","docs-category-supported-application-messages-tt-fix-recovery"],"acf":[],"_links":{"self":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc\/7151","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\/7151\/revisions"}],"wp:attachment":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/media?parent=7151"}],"wp:term":[{"taxonomy":"docs-category","embeddable":true,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/docs-category?post=7151"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}