{"id":7165,"date":"2025-08-28T22:36:26","date_gmt":"2025-08-29T03:36:26","guid":{"rendered":"https:\/\/librarytestdev.wpenginepowered.com\/?post_type=doc&p=7165"},"modified":"2025-12-11T19:16:09","modified_gmt":"2025-12-12T01:16:09","slug":"drop-copy-message-flows","status":"publish","type":"doc","link":"https:\/\/library-staging.tradingtechnologies.com\/tt-fix\/tt-fix-drop-copy-out\/tt-fix-message-conversations-tt-fix-drop-copy-out\/drop-copy-message-flows\/","title":{"rendered":"Drop Copy message flows"},"content":{"rendered":"\n
\n\t

A FIX client starts a FIX Drop Copy session by sending a Logon (A)<\/a> message to TT FIX and ends the session by calling the Logout (5)<\/a> message. While connected to a FIX Drop Copy session, a FIX client engages in a series of message conversations (requests and responses) with TT FIX to receive order and fills. Typically, market data message conversations involve the following request and response messages.<\/p>\n\t\n\t\n\t\t\n\t\t\t\n\t\t\t
Inbound<\/th>\n\t\t\tOutbound<\/th>\n\t\t<\/tr>\n\t\t
\n\t\t\t\tExecution Report (8)<\/a>\n\t\t\t\t
\n\t\t\t\tOrder Cancel Reject (9)<\/a>\n\t\t\t\t
\n\t\t\t\tTrade Capture Report (AE)<\/a>\n\t\t\t\t
\n\t\t\t\t

<\/p>\n\t\t\t\tThe following messages are sent only when the Drop Copy session enables its Compliance Feed<\/strong> setting.\n\t\t\t\t

<\/p>\n\t\t\t\tNew Order Single (D)<\/a>\n\t\t\t\t
\n\t\t\t\tOrder Cancel\/Replace Request (G)<\/a>\n\t\t\t\t
\n\t\t\t\tOrder Cancel Request (F)<\/a>\n\t\t\t\t
\n\t\t\t\tNew Order Multileg (AB)<\/a>\n\t\t\t\t
\n\t\t\t\tMultileg Order Cancel\/Replace (AC)<\/a>\n\t\t\t<\/td>\n\t\t\t

\n\t\t\t\tHeartbeat (0)<\/a>\n\t\t\t\t
\n\t\t\t\tOrder Status Request (H)<\/a>\n\t\t\t\t
\n\t\t\t\tTrade Capture Report Ack (AR)<\/a>\n\t\t\t<\/td>\n\t\t<\/tr>\n\t<\/table>\n<\/section>\n\n
\n\t

Common message flows<\/h2>\t\n\t

\"\"<\/p>\n\t

    \n\t\t
  1. \n\t\t\tThe drop copy message flow begins with TT FIX sending the FIX client the following order and fill messages:\n\t\t\t
      \n\t\t\t\t
    • \n\t\t\t\t\tExecution Report (8)\n\t\t\t\t<\/li>\n\t\t\t\t
    • \n\t\t\t\t\tOrder Cancel Reject (9)\n\t\t\t\t<\/li>\n\t\t\t\t
    • \n\t\t\t\t\tTrade Capture Report (AE)\n\t\t\t\t<\/li>\n\t\t\t<\/ul>\n\t\t\t

      <\/p>\n\t\t\t(1A) If the Compliance Feed is enabled for the Drop Copy session in Setup, TT FIX also sends copies of order-routing requests.\n\t\t\t

      <\/p>\n\t\t\t(1B) If the FIX client receives a Trade Capture Report (AE) message, it can optionally send a Trade Capture Report Ack (AR) message.\n\t\t<\/li>\n\t\t

    • \n\t\t\tBecause the primary purpose of a Drop Copy session is to listen for messages, it does not following the typical request\/response paradigm. A FIX Drop Copy client needs to send a Heartbeat (0) message every 30 seconds to maintain its connection.\n\t\t<\/li>\n\t\t
    • \n\t\t\tAt any time, a FIX client can send an Order Status Request (H) message to request the status of an existing order.\n\t\t<\/li>\n\t\t
    • \n\t\t\tTT FIX sends an Execution Report (8) message in response to the Order Status Request (H) message.\n\t\t<\/li>\n\t<\/ol>\n\n<\/section>\n","protected":false},"excerpt":{"rendered":"

      A FIX client starts a FIX Drop Copy session by sending a Logon (A) message to TT FIX and ends the session by c […]<\/p>\n","protected":false},"author":2,"template":"","meta":{"_acf_changed":false,"footnotes":""},"docs-category":[819],"class_list":["post-7165","doc","type-doc","status-publish","hentry","docs-category-tt-fix-message-conversations-tt-fix-drop-copy-out"],"acf":[],"_links":{"self":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc\/7165","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\/7165\/revisions"}],"wp:attachment":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/media?parent=7165"}],"wp:term":[{"taxonomy":"docs-category","embeddable":true,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/docs-category?post=7165"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}