For additional information about this component group, consult the documentation.
35=8 (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 of the FIX session
The value will be the same value the FIX client sends in tag 56 (TargetCompID) in its requests to TT FIX.
56
TargetCompID
STRING
Y
FIX client ID, corresponding to the SenderCompID specified for the user in TT User Setup
The value is the same as sent in tag 49 (SenderCompID) in FIX client requests.
50
SenderSubID
STRING
C
Sent if TT User Setup specifies an exchange operator ID
Unique ID for the message sender
For CME, the value corresponds to the Operator ID.
142
SenderLocationID
STRING
N
Specific message originator’s location (i.e. geographic location and/or desk, trader)
116
OnBehalfOfSubID
STRING
N
Unique Trader ID (can also be provided in Tag 50 (SenderSubID))
The value maps to the Alias field configured for a user in Setup.
Value of Tag 116 (OnBehalfOfSubID) in the FIX client request.
34
MsgSeqNum
SEQNUM
Y
Message sequence number
43
PossDupFlag
BOOLEAN
C
Sent when TT FIX resends messages
Whether the sequence number for this message is already used
Possible values:
N: NO: Original transmission
Y: YES: Possible duplicate
97
PossResend
BOOLEAN
C
Sent when TT FIX restarts after encountering a corrupt FIX message cache, and only until it completes the initial download.
Whether the message might contain information that has been sent under another sequence number
Possible values:
N: NO: Original transmission
Y: YES: Possible resend
122
OrigSendingTime
UTCTIMESTAMP
C
Sent when TT FIX resends a message
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.
17
ExecID
STRING
C
Sent unless an Order Status Request (H) message returns no orders.
Exchange-provided unique identifier for this execution report.
Uniqueness varies based on the exchange and is typically limited to a single trading day or the life of a multi-day order. Firms that want to maintain historical archives should consider appending a date to the ExecID value to ensure uniqueness across days. Firms that need a unique ExecID for the life of an order can use Tag 16612 as an alternative.
Note: Do not try to interpret or parse the value.
16612
UniqueExecID
STRING
N
TT-generated execution ID in the form of a short-form GUID, no more than 22-characters in length.
19
ExecRefID
STRING
C
Sent when Tag 20 (ExecTransType) = 2 (Correct); also sent for FIX 4.4 when Tag 150 (ExecType) = G (Trade Correct) or H (Trade Cancel).
Reference identifier used with Correct transaction types
Tag 19 (ExecRefID) will be populated with the Tag 17 (ExecID) value of the fill that is being corrected.
20
ExecTransType
CHAR
N
Type of execution report
Note: This tag is sent only for FIX 4.2 Execution Reports. This functionality is replaced with Tag 150 (ExecType) for FIX 4.4.
Possible values:
0: New
1: Cancel
2: Correct
3: Status (in response to an Order Status Request (H) message)
37
OrderID
STRING
Y
Internal TT order key assigned to all orders submitted through any TT software.
The value remains constant for the life of an order.
Unique identifier for the order, as assigned by the exchange.
Note: The value can vary over time for the same order.
11
ClOrdID
STRING
C
A unique identifier for an order, assigned by a FIX client, must be guaranteed to be unique within a single FIX trading session. The value of Tag 11 can be reused after a daily or weekly FIX session reset.
When Compliance Feed is enabled on TT Drop Copy, for order actions not initiated by FIX Order Router, TT generates a ClOrderID. This identifier is also unique within a single FIX trading session, and Tag 11 values may be reused after each session reset. The maximum length for Tag 11 generated by TT is 20 characters.
526
SecondaryClOrdID
STRING
C
Sent when provided by the exchange
Unique identifier for the order as assigned by the buy-side
For exchanges that do not provide this tag, the value will be set to order_id:order_sequence.
41
OrigClOrdID
STRING
C
Sent if available
Previous order identifier. Equal to Tag 11 (ClOrdID) of the original request message
10011
TTClOrdID
STRING
C
Sent when available
Internal unique id across TT system; used primarily for internal debugging
16116
OrderIDGUID
STRING
C
Sent only when the Send and receive Order ID values in short form setting is enabled for the FIX session in the Setup application.
TT order ID
This tag is populated with the regular TT order ID when a shortened ID is sent in tag 37 (OrderID).
150
ExecType
CHAR
Y
Indicates the reason for sending this Execution Report
Possible values:
0: New
1: Partially filled
2: Filled
3: Done for day
4: Canceled
5: Replaced
6: Pending cancel
7: Stopped
8: Rejected
9: Suspended (Held)
A: Pending new
B: Calculated
C: Expired
D: Restated
E: Pending replace
F: Trade
G: Trade correction (same as 20=2 in FIX 4.2)
H: Trade cancel (same as 20=1 in FIX 4.2)
I: Order status (same as 20=3 in FIX 4.2)
J: Trade in a clearing hold
K: Trade has been released to clearing
L: Triggered or activated by system
18
ExecInst
MULTIPLESTRINGVALUE
C
Sent when available
Execution instructions sent in the order request
Note: If you submit multiple values that include an unsupported value, TT FIX will choose the appropriate supported value.
Possible values:
2: Work (default)
6: Participate don’t initiate
G: All or none
S: Suspend
o: Cancel on connection loss (valid only for New Order Single (D) and New Order Multileg (AB) messages)
q: Release from suspension
X: Test request
103
OrdRejReason
INT
C
Sent when Tag 150 (ExecType) is 8 (Reject)
Reason for rejecting the incoming request
Possible values:
0: Broker option
1: Unknown symbol
2: Exchange closed
3: Order exceeds limit
4: Too late to enter
5: Unknown order
6: Duplicate order
7: Duplicate of a verbally-communicated order
8: Stale order
9: Trade along required
10: Invalid Investor ID
11: Unsupported order characteristic
12: Surveillance option
13: Incorrect quantity
14: Incorrect allocated quantity
15: Unknown account
16: Price exceeds current price band
18: Invalid price increment
19: Message pending
20: Routing error
99: Other
1003: Market closed
1007: FIX field missing or incorrect
1010: Required field missing
1011: FIX field incorrect
1012: Price must be greater than zero
1013: Invalid order qualifier
1014: User not authorized
2013: Market hours not suported by opposite
2019: Invalid expire date
2044: Order not in book
2045: Order not in book 2
2046: Disclosed qty cannot be greater
2047: Unknown contract
2048: Cancel with different sender comp id
2049: ClOrdId different than correleation ClOrdId
2050: ClOrdId different than original ClOrdId
2051: Different side
2052: Different group
2053: Different security type
2054: Different account
2055: Different qty
2056: Cancel with different trader id
2058: Stop price must be greater
2059: Stop price must be smaller
2060: Sell stop price must be below ltp
2061: Buy stop price must be above ltp
2100: Different product
2101: Different inflight fill modification
2102: Modify with different sender comp id
2103: Modify with different trader id
2115: Order qty outside allowable range
2130: Invalid order type for pcp
2137: Order price outside limits
2179: Order price outside bands
2311: Invalid order type for group
2500: Instrument cross request in process
2501: Ordr qty too low
2600: Market maker protection has tripped
4000: Engine did not respond
6001: Pending replace
6002: Pending cancel
7000: Order rejected
7001: Contract not gtc gtd eligible
7009: Contract past expiration
7011: Max contract working qty exceeded
7015: Modify with different side
7018: Contract not gtc gtd eligible 2
7020: No trading calendar for expire date
7021: Expire date beyond instrument expiration
7022: Expire date beyond leg instrument expiration
7024: Market in no cancel
7027: Invalid order type for reserved market
7028: Order session date in past
7613: Disclosed qty cannot be smaller
9999: Technical error function not performed
16131
RejectSource
INT
C
Source of the reject message.
Possible values:
1: Edge server
2: Bouncer (risk server)
3: Gateway
4: Exchange
5: Algo server
6: ASE server
7: TTINT
8: External
9: TTAPI
10: Client application
11: FIX Adapter
12: Stager
13: TT Options Risk
168
EffectiveTime
UTCTIMESTAMP
N
Time to start working the order.
Some order types, such as TT Retry, support precision to the microsecond using a format YYYYMMDD-HH:MM:SS.sssmmm, where mmm represents the microseconds portion of the timestamp. When set, this precision is returned in the Execution Report.
126
ExpireTime
UTCTIMESTAMP
N
Time to stop working the order.
58
Text
STRING
C
Sent when the TT FIX needs to send additional information
Additional information for the person who works the order
378
ExecRestatementReason
INT
C
Sent when Tag 150 (ExecType) = D (Restated)
Reason for the restatement
Note: For markets using OM API for orders, (HKEX, JPX, SGX), if the exchange does not respond immediately to an order request, the TT Order Connector will send a Pending Execution Report with the following fields:
150=D (Restated)
39=A (Pending new)
378=9002 (Pending)
Possible values:
0: GT corporate action
1: GT renewal
2: Verbal change
3: Repricing of order
4: Broker option
5: Partial decline of order quantity
6: Cancel on trading halt
7: Cancel on system failure
8: Market
9: Cancel not best
10: Warehouse recap
11: Peg refresh
50: Control user activity (Inbound Drop Copy only)
51: Corporate manager activity (Inbound Drop Copy only)
52: Branch manager activity (Inbound Drop Copy only)
53: Exchange and FIX server connection down (Inbound Drop Copy only)
99: Other
100: Cancel on disconnect
103: Cancel oldest (resting) due to self-match prevention
104: Cancel from credit violation
105: Cancel from firmsoft
106: Cancel from risk
107: Cancel newest (aggressing) due to self-match prevention
108: Cancel due to minimum lot size not met
109: Cancel by system
110: Cancel by proxy
111: Cancel due to order expiry
112: Cancel due to order outside price limits
113: Cancel due to session transition
114: Cancel due to auction delete
115: Cancel due to other reason
116: Order passing request accepted
117: Order passing request rejected
118: Incoming order self match prevention
119: Resting order self match prevention
120: Cancel due to self match prevention
121: GTC/GTD Restatement
122: Reduction of Order quantity
123: Price Sliding Reprice
124: State Change
125: Order passing request initiate
126: Order passing request undo
9000: Unsolicited order recovery
9001: Timeout
9002: Pending
9003: Exec Restatement Reason Revived
39
OrdStatus
CHAR
Y
Status of the order
Possible values:
0: New
1: Partially filled
2: Filled
3: Done for day
4: Cancelled
5: Replaced
6: Cancel pending
7: Stopped
8: Rejected
9: Suspended (Held)
A: Pending new
B: Calculated
C: Expired
D: Accepted for bidding
E: Pending replace
z: Inactive (TT internal state only and won’t be sent via FIX messages to any external party)
32
LastShares
QTY
C
Sent only when Tag 150 (ExecType) is 1 (Partial Fill) or 2 (Fill)
Indicates the number of contracts that just filled
31
LastPx
PRICE
C
Sent when Tag 150 (ExecType) is 1 (Partial Fill) or 2 (Fill)
Price of this fill
If Tag 442 (MultiLegReportingType) is 2 (Leg), the value represents the price at which a leg of the spread filled. The message’s Instrument Component identifies the filled leg.
669
LastParPx
PRICE
C
Sent only for Eris Forward starting swaps when Tag 150 (ExecType) is 1 (Partial Fill) or 2 (Fill)
NPV price for the fill of an Eris Forward starting swap or an Eris Forward product listed on the ICE exchange.
6
AvgPx
PRICE
Y
Average price of all fills on this order
The value is calculated as follows:
If order has no fills, TT FIX sends 0 in this tag.
If the order has fills, TT FIX sends the sum over all fill execution reports of the product of Tag 32 (LastShares) and Tag 31 (LastPx) divided by the Tag 14 (CumQty).
If Tag 442 (MultiLegReportingType) is 2 (Leg), TT FIX sends the average price at which the leg filled.
60
TransactTime
UTCTIMESTAMP
N
Time, in UTC, the transaction occurred with microsecond precision.
Note: If you want tag 60 to use millisecond precision, you can add a TrimTimestamp rule in the Setup app for the FIX profile.
151
LeavesQty
QTY
Y
Number of contracts that are still working in the market
Possible values include:
Value of (Tag 38 (OrderQty) – Tag 14 (CumQty)), if the order is still in the market
0, otherwise
Note: If Tag 442 (MultiLegReportingType) is 2 (Leg), this value represents the total number of contracts that are still working for the leg of the specified strategy.
14
CumQty
QTY
Y
Total number of contracts that have filled over the life of this order
The value always equals the sum of the Tag 32 (LastShares) of all fill execution reports received for this order, including this one.
Note: If Tag 442 (MultiLegReportingType) is 2 (Leg), this value represents the total number of contacts that have filled for the leg of the specified strategy.
442
MultiLegReportingType
CHAR
N
Indicates what an Execution Report represents (e.g. used with multi-leg securities, such as option strategies, spreads, etc.)
Possible values:
1: Single security
2: Individual leg of multi-leg security
3: Parent of multi-leg security (summary fill)
75
TradeDate
LOCALMKTDATE
N
Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade).
16611
MlegHeadExecId
STRING
N
A TT-generated unique ID that may be used to indicate the execution ID for a specific spread execution and to tie leg executions back to the spread execution message.
Present only if 442=2 or 3 and 150=1, 2 or F.
2404
ComplianceText
STRING
C
ComplianceText (Tag 2404) is a free-form text field containing compliance information used for regulatory reporting. Tag 2404 is supported on all order, change, cancel and execution report messages.
ComplianceText (Tag 2404) is conditionally required for some orders in production for Eurex and EEX.
If Trading Capacity is Proprietary (5) then ComplianceText (Tag 2404) is required
If Trading Capacity is Agency (1), then ComplianceText (Tag 2404) is required when the user is an Exchange Trader acting for another exchange participant. It should not be sent when the user is a client of the Member (not an exchange trader).
Note: Orders will not be rejected by the exchange if this field is not populated.
Tag 2404 in the TT system behaves as follows:
ComplianceText (Tag 2404) should include the following info: Member ID/ Trader ID combination, aka the MGT (for ex. ABCFRTRD001).
ComplianceText (Tag 2404) will be set at the User level in a new field to be added in Setup, “Compliance Text”.
If ComplianceText (Tag 2404) is populated, TT will send it to the exchange in Tag 2404, if it is not populated, TT will not send the tag.
18009
TradingStrategy
INT
C
Defines the type of trading strategy for the order.
Note: Only applies to products on Chinese markets that are traded through a certain 3rd-party execution gateway.
Possible values:
1: ARBITRAGE
10: HEDGE
11: DIRECTIONAL
18010
ReverseSpreadOC
INT
C
Sets whether to reverse the spread on open/close.
Note: Only applies to products on Chinese markets that are traded through a certain 3rd-party execution gateway.
Possible values:
0: Do not reverse open close flag on far leg
1: Reverse spread open close flag on far leg
18232
LastTradingDate
LOCALMKTDATE
N
New tag for TT
LastTradingDate (Tag 18232) represents the final date that the contract may trade or be closed out.
Appears in the format YYYY-MM-DD
393
TotalNumSecurities
INT
N
Indicates the total number of leg fill messages associated with a spread summary. For certain exchanges, this value may be 0 for outrights. TT forwards this value as received from the exchange, without modification.
Instrument
Y
Instrument associated with this message. For additional information about this component group, consult the full documentation.
48
SecurityID
STRING
Y
TT security ID that uniquely identifies the instrument in the TT platform.
22
IDSource
STRING
N
Source for the value of tag 48 (SecurityID).
Note: The following markets support RIC codes (22=5) for identifying futures, spreads and options instruments in tag 48 (SecurityID):
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
C
Sent when available for FIX 4.2 sessions
Name of the sub-market where the instrument trades.
ISO 10383 defines a comprehensive list of MIC codes.
TT FIX uses this value to identify a security.
30
LastMkt
EXCHANGE
C
Sent when available for FIX 4.4 sessions
Market of execution for last fill, or an indication of the market where an order was routed.
ISO 10383 defines a comprehensive list of MIC codes.
461
CFICode
STRING
N
Type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. ISO 10962 is maintained by ANNA (Association of National Numbering Agencies) acting as Registration Authority.
Note: For SPOT and CUR products, you must also specify the corresponding tag 167 (SecurityType) value.
Exchange-provided product symbol for the tradable product.
200
MaturityMonthYear
MONTHYEAR
C
Sent when Tag 167 (SecurityType) is not MLEG or SPOT
Month and year the instrument reaches maturity in the format YYYYMM.
541
MaturityDate
LOCALMKTDATE
C
Sent when Tag 167 (SecurityType) is not MLEG or SPOT
Maturity date in format YYYYMMDD.
205
MaturityDay
DAYOFMONTH
C
Sent when multiple contracts exist for the same month
Day of expiration for the instrument.
Range: 1-31
18223
ContractYearMonth
STRING
N
Contract term in the form, YYYYMM
Condition: Sent when Tag 167 (SecurityType) is not MLEG
18211
DeliveryTerm
CHAR
C
Sent when the delivery term is not monthly
Term of delivery for the instrument.
TT FIX uses this value to identify contracts that do not have a monthly delivery term.
Note: When Tag 18211 DeliveryTerm equals any value except ‘M’, ‘Y’ or ‘Q’, then you must specify the delivery day/date in Tag 205 MaturityDay or Tag 541 MaturityDate.
Possible values:
A: Same day
B: Balance of month
C: End of Month
D: Day
E: Weekly
H: Hour
L: Balance of week
M: Month
N: Next day
P: Pack
Q: Quarterly
S: Seasonal
T: Weekend
U: Bundle
V: Variable
W: Week
X: Custom
Y: Year
Note: The following values are only available for EPEX and Nord Pool:
a: Quarter hour
b: Half hour
c: One hour
d: Two hour
e: Four hour
f: Eight hour
g: One plus two
h: Three plus four
i: Baseload
j: Peakload
k: Overnight
l: Extended peak
743
DeliveryDate
LOCALMKTDATE
C
Sent when available
Date for contract delivery
64
SettlDate
LOCALMKTDATE
C
Sent when tag 167 (SecurityType) = FOR or NDF
Settlement date
9020
FixingDate
LOCALMKTDATE
C
Sent when tag 167 (SecurityType) = NDF
Fixing date
9032
ReportingParty
BOOLEAN
C
Sent when tag 167 (SecurityType) = NDF
Indicates if the Execution Report recipient is the reporting party. Follows GFMA FX reporting rules.
ISO-standard symbol for the instrument’s trading currency.
70
AllocID
STRING
C
Identifier assigned to a leg of a leg fill for ASX clearing purposes (clearing deal number).
SecurityAltIDGrp
N
Instrument associated with this message. For additional information about this component group, consult the full documentation.
454
NoSecurityAltID
NUMINGROUP
C
Sent when there are one or more alternate security IDs
Number of alternate security IDs in this repeating group
455
SecurityAltID
STRING
Y
Alternate ID for an instrument or security, typically for display purposes.
456
SecurityAltIDSource
STRING
C
Sent when tag 455 (SecurityAltId) is sent
Identifies class or source of the SecurityAltID (455) value.
Notes:
99 (Other) is not valid for order routing requests.
At this time, TT does not support FIX order routing or FIX market data subscriptions using CUSIP numbers for BrokerTec Treasury securities on CME.
Note: The following markets support RIC codes (22=5) for identifying futures, spreads and options instruments in tag 455 (SecurityAltID):
ASX
DGCX
CFE
CME
EEX
EUREX
Euronext
Hkex
ICE
ICE_L
LME
MEFF
MX
OSE
SGX
TFX
TOCOM
Possible values:
1: CUSIP number (sent only when provided by the exchange)
4: ISIN number
5: RIC code
8: Exchange security ID
91: Ticker Symbol
92: TT product family ID (sent only for Security Definition (d) messages)
93: TT product ID (sent only for Security Definition (d) messages)
94: Alt Symbol (For ICE, the value is the “Cleared Alias” for the contract.)
95: Clearport
97: Alias
98: Name
99: Other (Set to instrument symbol if both product symbol and an instrument symbol are present in PDS and they are not the same.)
100: Energy Identifier Code (EIC). Currently only used for the EPEX and Nord Pool exchanges.
A: Bloomberg Code
H: Clearing House (Inbound Drop Copy only)
S: OpenFIGI ID
16207
BloombergSecurityExchange
STRING
C
New tag for TT
Name of the market where the instrument of the SecurityAltID (455) value trades.
762
SecuritySubType
STRING
N
Sub-type qualification or identification of the SecurityType
For example, an instrument with SecurityType(167)=”MLEG” might use this tag to specify the name of the option or futures strategy, such as “Calendar”, “Vertical”, or “Butterfly”.
1194
ExerciseStyle
INT
N
Type of exercise for a derivatives security.
Conditional: This value only sent if supported by the exchange.
Possible values:
0: European style: may be exercised only on the expiration date.
1: American style: may be exercised on any business day until the expiration date.
The leg instrument group component block uses the same structure as the instrument component block sent from TT FIX to FIX clients, except that all of its tags represent the legs of an exchange-traded strategy. For example, instead of Tag 55 (Symbol) this block contains Tag 600 (LegSymbol).
Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
555
NoLegs
STRING
Y
Number of legs in the repeating group
Can be zero (e.g. standardized multileg instrument such as an Option strategy). The value must be provided even if zero.
616
LegSecurityExchange
EXCHANGE
C
Required when both of the following are true.
The leg instrument trades on a different exchange that the parent instrument.
Both Tag 18100 (LegExtDestination) and Tag 602 (LegSecurityId) are absent.
Condition: Required when Tag 167 (SecurityType)=MLEG.
See Symbol (55) field for description.
Note: Users can map the value of Tag 600 to a different symbology using the Symbol Mapping feature in User Setup. Refer to the Fix Rules and Symbol Mappings section in the User Setup Help for more information.
The side of this individual leg (multi-leg security).
Possible values:
1: Buy
2: Sell
3: Buy minus
4: Sell plus
5: Sell short
6: Sell short exempt
7: Undisclosed
8: Cross
9: Cross short
623
LegRatioQty
FLOAT
N
Ratio of quantity for this individual leg relative to the entire multi-leg security
The value represents one of the following:
For a leg of a covered strategy (such as a volatility trade) on CME or NYSE_Liffe markets, the value represents the delta (expressed as an integer between 1 and 100).
In all other cases, the value represents the quantity of this leg in the strategy.
1420
LegExerciseStyle
INT
N
Type of exercise for a derivatives security.
Possible values:
0: European style: may be exercised only on the expiration date.
1: American style: may be exercised on any business day until the expiration date.
2: Bermuda style: Not available.
556
LegCurrency
CURRENCY
N
Currency associated with a particular leg’s price
561
RoundLot
QTY
N
The trading lot size of a security.
566
LegPrice
PRICE
N
Price of the leg for a multi-leg instrument
687
LegQty
QTY
N
Quantity of this leg.
654
LegRefID
STRING
N
Unique indicator for a specific leg.
Note: Sent only for FIX 4.4 sessions when the tag is included the corresponding New Order Multileg (AB) request. FIX 4.4 Drop Copy sessions will not send this tag for orders placed from the TT Trade application.
637
LegLastPx
PRICE
N
Execution price assigned to a leg of a multileg instrument.
18224
LegContractYearMonth
STRING
N
Contract term of the underlying instrument in the form, YYYYMMM
18212
LegDeliveryTerm
CHAR
C
Required when both of the following are true:
The Security Definition indicates it is required.
The delivery term is not monthly.
Term of delivery for the underlying instrument.
TT FIX uses this value to identify contracts that do not have a monthly delivery term.
Possible values:
A: Same day
B: Balance of month
C: End of Month
D: Day
E: Weekly
H: Hour
L: Balance of week
M: Month
N: Next day
P: Pack
Q: Quarterly
S: Seasonal
T: Weekend
V: Variable
W: Week
X: Custom
Y: Year
18213
LegDeliveryDate
LOCALMKTDATE
C
Sent when available
Date for contract delivery
1366
LegAllocID
STRING
C
Sent when provided by the exchange.
Identifier assigned to a leg of a multi-leg trade for ASX clearing purposes (clearing deal number).
16568
LegAvgPx
PRICE
C
The average (mean) price for the legs of a spread.
This value will be populated on Summary Spread Fill Execution Reports.
16615
LegTTRoutingAccount
STRING
N
TT Routing Account for the leg. Valid for routing synthetic spread orders only.
Trader
Y
Information about the trader routing the order.
For additional information about this component group, consult the full documentation.
1
Account
STRING
C
Sent when available.
Order-routing account
The value matches the Tag 1 (Account) in the corresponding request.
Note: Account names are stored as case-sensitive strings. Users must match case-sensitivity when using Tag 1 (Account).
Note: When the value represents an internal, non-routing account, TT also sends a PartiesGrp with the external routing (parent) account in tag 448 (PartyID) and with tag 452 (PartyRole) set to 24 (Customer Account).
582
CustOrderCapacity
INT
C
Send when required by the Exchange
Capacity of customer placing the order
Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).
Possible values:
1: Member trading for own account
2: Clearing Firm trading for its proprietary account
Information about the entities involved in the financial transaction associated with this FIX message.
For additional information about this component group, consult the full documentation.
453
NoPartyIDs
NUMINGROUP
N
Number of parties in the PartiesGrp repeating group
448
PartyID
STRING
C
Required when NoPartyIds (453) is greater than 0.
Party identifier code
Reserved values when 452=3 (ClientID) and 447=P (Short code):
0: Own account; no client
1: PNAL (Pending allocation)
2: AGGR (Aggregated)
GU: CME give-up code (to override the Give-up code configured in Setup)
SX: SGX give-up code (to override the Give-up code configured in Setup)
Reserved when 452=12 (Executing trader) and 447=P (Short code):
3: NORE: Execution decision outside firm
452
PartyRole
INT
C
Required when NoPartyIds (453) is greater than 0.
Type or role of PartyID (tag 448)
Possible values:
1: Executing firm (formerly FIX 4.2 ExecBroker)
2: Broker of credit
3: Client id (formerly FIX 4.2 ClientID)
4: Clearing firm (formerly FIX 4.2 ClearingFirm)
5: Investor id
6: Introducing firm
7: Entering firm
8: Locate
9: Fund manager client id
10: Settlement location
11: Order origination trader
12: Executing trader (associated with Executing Firm – actually executes)
13: Order origination firm
14: Giveup clearing firm
15: Correspondant clearing firm
16: Executing system
17: Contra firm
18: Contra clearing firm
19: Sponsoring firm
20: Underlying contra firm
21: Clearing organization
22: Exchange
24: Customer account
25: Correspondent clearing organization
26: Correspondent broker
27: Buyer seller
28: Custodian
29: Intermediary
30: Agent
31: Sub custodian
32: Beneficiary
33: Interested party
34: Regulatory body
35: Liquidity provider
36: Entering trader
37: Contra trader
38: Position account
39: Contra investor id
40: Transfer to firm
41: Contra position account
42: Contra exchange
43: Internal carry account
44: Order entry operator id
45: Secondary account number
46: Foreign firm
47: Third party allocation firm
48: Claiming account
49: Asset manager
50: Pledgor account
51: Pledgee account
52: Large trader reportable account
53: Trader mnemonic
54: Sender location
55: Session id
56: Acceptable counterparty
57: Unacceptable counterparty
58: Entering unit
59: Executing unit
60: Introducing broker
61: Quote originator
62: Report originator
63: Systematic internaliser
64: Multilateral trading facility
65: Regulated market
66: Market maker
67: Investment firm
68: Host competent authority
69: Home competent authority
70: Competent authority of the most relevant market in terms of liquidity
71: Competent authority of the transaction
72: Reporting intermediary
73: Execution venue
74: Market data entry originator
75: Location id
76: Desk id
77: Market data market
78: Allocation entity
79: Prime broker providing general trade services
80: Step out firm
81: Brokerclearingid
82: Central registration depository
83: Clearing account
84: Acceptable settling counterparty
85: Unacceptable settling counterparty
118: Party role decision maker
119: Party role client ID house
122: Investment decision maker (IDM)
200: Account code
201: Takeup firm
202: Clearing instruction
203: Customer info
204: Allocation entity ID
205: Account type
206: Giveup firm
207: MIFID ID
208: Composite MIFID ID (ICE only)
209: CTI code
210: LMA clearing account
211: Authorized trader ID (ICE only)
212: Frequent trader ID (CFE only)
213: User (TFEX only)
214: Member (TFEX only)
215: Trading member (TFEX only)
216: Clearing member (TFEX only)
217: Acting user (TFEX only)
218: Trader ID
219: Owner type (TFEX only)
220: Routing Member ID (ICE only)
221: Give-up qualifier (This party role allows FIX orders to override the CME Give-up code configured in TTUS on FIX order messages. Set tag 448 value to “SX” when mutually offsetting to SGX. Set 448 to “GU” for all other Give-ups on CME.)
222: Algo strategy type (For TOCOM only to override the Algo Strategy Type setting configured for FIX messages in Setup.
223: Secondary Client ID
224: Secondary executing trader
300: Investment Decision in Firm
301: Execution Decision in Firm
302: Investment Decision Country
303: Execution Decision Country
304: Party Role Country Code
2376
PartyRoleQualifier
INT
N
Qualifies the PartyRole (tag 452) supplied for this PartyID (tag 448).
Default values are set for this tag when PartyRole (tag 452) is one of the following:
When 452=3 (Client ID), the default is 2376=23 (Firm).
When 452=12 (Execution Decision Maker), the default is 2376=24 (Natural Person).
When 452=122 (Investment Decision Maker), the default is 2376=24 (Natural Person).
Condition: Required when NoPartyIds (453) is greater than 0.
Possible values:
22: Algorithm
23: Firm or legal entity
24: Natural person
447
PartyIDSource
CHAR
C
Required when NoPartyIds (453) is greater than 0.
Identifies class or source of the PartyID (448) value.
I: Directed broker three-character acronym as defined in the ISITC ETC Best Practice Guidelines document
P: Short code
16999
ClearingAccountOverride
STRING
N
Overrides the clearing account defined in the Setup application for the user’s account named in Tag 1.
44
Price
PRICE
C
Sent when Tag 40 (OrdType) is:
2: Limit
4: Stop Limit
Order price
Note: For TT parent synthetic Limit orders where the Limit price is set as an offset relative to a real-time value such as current Bid/Ask/LTP, tag 44 may not be present on parent Execution Reports.
99
StopPx
PRICE
C
Sent when Tag 40 (OrdType) is:
3: Stop
4: Stop Limit
K: Market With Leftover as Limit
Trigger price for a stop order.
110
MinQty
QTY
C
Sent only for Minimum Volume (MV) orders
Minimum quantity for a Minimum Volume (MV) order
1138
DisplayQty
QTY
C
Sum of working quantities of child orders.
1088
RefreshQty
QTY
C
Sent only for disclosed quantity orders
Quantity disclosed for a disclosed quantity (Iceberg) order
Note: CME supports Immediate or Cancel (IOC) and Fill Or Kill (FOK) using the same Time in Force value (Tag 59=3). If a TT FIX client submits a CME IOC (Tag 59=3) with a MinQty (Tag 110), the order will be treated by CME as a FOK. To send an IOC, the FIX client should omit tag 110 from TT FIX New Order message.
Note: Although the TT FIX schema includes the new ‘At the Close’ TIFs for OSE (59=S, 59=T, and 59=U), at this time these values can not be used through FIX Order Routing or Drop Copy services. However, these values will be fully integrated in a future release. Please monitor the TT Release Notes for announcements as to availability of these TIFs.
Possible values:
0: Day (default, if not specified)
1: Good Till Cancel (GTC)
2: At The Opening (OPG)
3: Immediate or Cancel (IOC)
4: Fill Or Kill (FOK)
5: Good Till Crossing
6: Good Till Date
7: At the Close
8: Good through Crossing
9: At Crossing
A: Auction
S: Morning At the Close
T: Afternoon At the Close
U: Night At the Close
V: Good in Session
W: Day Plus
X: Good Till Cancel Plus
Y: Good Till Date Plus
432
ExpireDate
LOCALMKTDATE
C
Sent unless Tag 59 (TimeInForce) = 6 (Good Till Cancel)
Date a Good Till Date order expires
1028
ManualOrderIndicator
BOOLEAN
C
Sent when provided by the Exchange
Whether the order is sent manually or through automated trading logic
Possible values:
Y: Manual
N: Automated
18216
ExchCred
STRING
C
Sent when provided by the Exchange
Exchange order routing credential that was used to route the order
1385
ContingencyType
INT
C
Sent when provided by the Exchange
Type of contingency
Possible values:
1: One Cancels the Other (OCO)
2: One Triggers Other (OTO)
3: One Updates the Other (OUO) – Absolute Quantity Reduction
4: One Updates the Other (OUO) – Proportional Quantity Reduction
548
CrossID
STRING
C
Sent for cross orders when provided by the Exchange
Identifier for a cross order
Must be unique during a given trading day. Recommend that firms use the order date as part of the CrossID for Good Till Cancel (GT) orders.
549
CrossType
INT
C
Sent when provided by the Exchange
Type of cross order submitted to a market
Possible values:
1: Cross AON – cross trade which is executed completely or not. Both sides are treated in the same manner. This is equivalent to an “All or None”
2: Cross IOC – cross trade which is executed partially and the rest is canceled.
3: Cross One Side – cross trade which is partially executed with the unfilled portions remaining active
4: Cross Same Price – cross trade is executed with existing orders with the same price.
571
TradeReportID
STRING
N
Unique identifier of trade capture report
18222
AOTCPreventionActionType
CHAR
N
Indicates the action taken to avoid internal crossing orders
Possible values:
0: None
1: Held
2: Cancel
3: Fill
4: Reduced order
5: Reduced change
6: Released order
7: Replaced order
8: No action on order
9: Cancel replace
16728
TotalNumOrders
INT
C
Included for order book downloads that do not provide Tag 11 (ClOrdID) or Tag 37 (OrderID). For more information about order book downloads, refer to Order Status Request (H).
Number of orders included in the response to an order book download request.
21
HandlInst
CHAR
C
Required when submitting a staged order
Order handling instructions.
Possible values:
1: Automated execution order, private, no broker intervention
2: Automated execution order, public, broker intervention OK
3: Staged order, broker intervention required
1031
CustOrderHandlingInst
CHAR
C
If required by the exchange, this tag is also required. For more information, consult the exchange documentation.
Simplified Execution Source Code as defined by FIA. Identifies the execution method used for Exchange Traded Derivative trades at point of origin, allowing executing and clearing brokers to easily reference the appropriate brokerage rate for the execution method.
Note: This tag is also included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
Possible values:
C: Vendor-provided Platform billed by Executing Broker
G: Sponsored Access via Exchange API or FIX provided by Executing Broker
H: Premium Algorithmic Trading Provider billed by Executing Broker
D: Other, including Other-provided Screen
W: Desk
Y: Electronic (default)
16106
StagedOrderMsg
STRING
N
Message text associated with the staged order.
Typically used to provide additional information to the broker responsible for managing the order. Will appear on both parent and child staged orders.
Note: Sent only for staged orders (Tag 21 (HandlInst)=3)
16110
StagedOrderOwner
STRING
C
Sent for staged orders (Tag 21 (HandlInst)=3)
ID of the trader working the staged order.
16109
StagedOrderStatus
CHAR
C
Sent for staged orders (Tag 21 (HandlInst)=3)
Claim status of the staged order
Possible values:
A: Staged order is available to claim
O: Staged order has been claimed
16115
ExternalSource
BOOLEAN
N
Whether this message was imported from an external source.
16112
NoLinks
INT
C
Sent only for FIX Drop Copy OUT sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled for the session in TT Setup. The tag is ignored if sent on FIX Order Routing sessions.
Number of links contained in this repeating group
16113
LinkID
STRING
C
Sent when tag 16112 > 0
Used to identify relationships between entities (accounts or orders).
Example: Distinguish that this is a child order or fill that came from a synthetic parent order. Child orders and fills that came from the same parent order will have the same LinkID.
Note: If the Send Staged / Synthetic Child order / fill message setting is enabled for the FIX session in the Setup application, this tag will contain a shortened ID.
16114
LinkType
CHAR
C
Sent when tag 16112 > 0
The kind of link.
Note: When LinkType (Tag 16114) equals R, LinkID (Tag 16113) will contain the TT Order ID of the topmost parent order in the chain (e.g., parent/child/grandchild/etc.) of algo orders.
Possible values:
7: Staged child order ID
P: Parent order ID
X: Position transfer ID
8: Staged bulked child order ID
9: Staged stitched child order ID
A: Staged split child order ID
E: Unique execution ID allocated from (FX only)
R: Root algo order ID
F: Parent Account ID
FillsGrp
Y
For additional information about this component group, consult the full documentation.
Specifies the partial fills included in this Execution Report
Condition: Sent when tag 1362 > 0
1362
NoFills
NUMINGROUP
C
Sent when an order is filled through multiple price levels in a single match transaction, i.e. “sweeping the market,” or when itemizing leg fills from a single summary fill received from the exchange. Sent when tag 1362 > 0.
Number of partial fills included in this Execution Report
1363
FillExecID
STRING
C
Sent when tag 1362 > 0
Unique identifier of execution as assigned by sell-side (broker, exchange, ECN). The ID must not overlap tag 17 (ExecID).
1364
FillPx
PRICE
C
Sent when tag 1362 > 0
Price of this partial fill
1365
FillQty
QTY
C
Sent when tag 1362 > 0
Quantity (e.g. shares) bought or sold in this partial fill
16118
FillTradingVenueRegulatoryTradeID
STRING
C
Sent if available when tag 1362 > 0
Trading Venue transaction identification code
Note: FillTradingVenueRegulatoryTradeID is only populated on execution reports from Eurex and EEX markets. For these markets, tag 8016 will no longer be sent.
16119
FillLastLiquidityIndicator
INT
N
Whether this fill was a result of a liquidity provider providing or a liquidity taker taking the liquidity in this FillsGrp repeating group.
Possible values:
1: Added liquidity
2: Removed liquidity
16623
SpreadLegRatioQty
FLOAT
N
Ratio of quantity for this individual leg relative to the entire inter-product spread.
Sent only for spread leg fills in FIX 4.4 sessions.
16903
ChildTIF
CHAR
Y
Time-in-Force for the algo child orders
Note: CME supports Immediate or Cancel (IOC) and Fill Or Kill (FOK) using the same Time in Force value (Tag 59=3). If a TT FIX client submits a CME IOC (Tag 59=3) with a MinQty (Tag 110), the order will be treated by CME as a FOK. To send an IOC, the FIX client should omit tag 110 from TT FIX New Order message.
Note: Although the TT FIX schema includes the new ‘At the Close’ TIFs for OSE (59=S, 59=T, and 59=U), at this time these values can not be used through FIX Order Routing or Drop Copy services. However, these values will be fully integrated in a future release. Please monitor the TT Release Notes for announcements as to availability of these TIFs.
Note: The “Plus” enums indicate that the TIF is available for the after hours (ATH) T + 1 session.
Possible values:
0: Day (default, if not specified)
1: Good Till Cancel (GTC)
2: At The Opening (OPG)
3: Immediate or Cancel (IOC)
4: Fill Or Kill (FOK)
5: Good Till Crossing
6: Good Till Date
7: At the Close
8: Good through Crossing
9: At Crossing
A: Auction
S: Morning At the Close
T: Afternoon At the Close
U: Night At the Close
V: Good in Session
W: Day Plus
X: Good Till Cancel Plus
Y: Good Till Date Plus
StrategyParametersGrp
Y
Strategy parameter repeating group for TT Order types, user-defined ADL algos, third-party algos, or informational fields.
For additional information about this component group, consult the full documentation.
957
NoStrategyParameters
NUMINGROUP
N
Repeating group of parameters for the algo or the free-form text fields to attach to the order
958
StrategyParameterName
STRING
C
Required when tag 957 > 0
Name of the algo parameter or free-form text field
Note: In addition to names listed, TT uses the following reserved field names. These values must not be used when populating FIX Tag 958 (StrategyParameterName). TT strongly recommends clients use the individual tags as defined in the TT XML schema and shown below:
Identifies the origin of the order. whether the order was received from a customer of the firm, originated by the firm, or whether the order was received from another broker-dealer. The value corresponds to the Direct Electronic Access setting for Order Tag Defaults in Setup.
Possible values:
5: Order from a direct access or sponsored access customer
99: Other
528
OrderCapacity
CHAR
C
Designates the capacity of the firm placing the order. The value corresponds to the Trading Capacity setting for Customer Defaults in Setup.
Possible values:
A: Agency (maps to [AOTC])
G: Proprietary (maps to [AOTC])
I: Individual (maps to [AOTC])
P: Principal (maps to [DEAL])
R: Riskless Principal (maps to [MTCH])
W: Agent for Other Member (maps to [AOTC])
529
OrderRestriction
CHAR
C
Restrictions associated with an order. Sent when provided by the exchange. Currently, only the NASDAQ EU market supports this field.
Possible values:
1: Program Trade
2: Index Arbitrage
3: Non-Index Arbitrage
4: Competing Market Maker
5: Acting as Market Maker or Specialist in the security
6: Acting as Market Maker or Specialist in the underlying security of a derivative security
7: Foreign Entity (of foreign government or regulatory jurisdiction)
8: External Market Participant
9: External Inter-connected Market Linkage
A: Riskless Arbitrage
B: Issuer Holding
C: Issuer Price Stabilization
D: Non-Algorithmic
E: Algorithmic
16624
AccountRiskGroup
STRING
C
Sent only for FIX Drop Copy OUT sessions.
Name of the risk group associated with the account specified in tag 1 (Account).
16625
TextTTModifyingUser
STRING
C
Sent when available in the Execution Report.
The TT Username of the user modifying the Text TT field on an existing execution report.
16626
NVDR
BOOLEAN
N
Related to TFEX Non-Voting Depository Receipt (NVDR) trading.
Note: TFEX does not provide documentation to ISVs regarding usage of the NVDR (Tag 16626) and TTF (Tag 16627) fields. For information about how to use these fields, please contact the exchange.
16627
TTF
BOOLEAN
N
Related to TFEX Thai Trust Fund (TTF) trading.
Note: TFEX does not provide documentation to ISVs regarding usage of the NVDR (Tag 16626) and TTF (Tag 16627) fields. For information about how to use these fields, please contact the exchange.
16628
TFUserType
CHAR
N
Sets the type of user that entered the order.
Note: For information on the TFEX user types, please refer to the exchange’s documentation.
Possible values:
T: Traditional trading
P: Program trading
M: Market Making
G: Market making with Program trading
8013
TrdRegPublicationReason
INT
N
Indicates whether the transaction was executed under a pre-trade waiver in accordance with Articles 4 and 9 of Regulation (EU) 600/2014. Pre-trade waiver flag is only applicable to OTC and Block orders and will be provided only when made available by the exchange.
Possible values:
4: ILQD
5: SIZE
6: LRGS
8016
TradingVenueRegulatoryTradeID
STRING
C
Sent only for MIFID II exchanges when made available by the exchange and which is different than tag 17 (ExecID).
Code assigned by the trading venue to the transaction pursuant to Article 12 of RTS on the maintenance of relevant data relating to orders in financial instruments, (a/k/a Trading Venue Transaction ID Code or TV TIC).
851
LastLiquidityIndicator
INT
C
Sent only when tag 39 (OrdStatus) is 1 (Partially Filled) or 2 (Filled).
Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity.
Possible values:
1: Added liquidity
2: Removed liquidity
16556
TextA
STRING
N
Value corresponding to the Text A field in TT widgets
16557
TextB
STRING
N
Value corresponding to the Text B field in TT widgets
16558
TextTT
STRING
N
Value corresponding to the Text TT field in TT widgets
16559
TextC
STRING
N
Customer-defined text field not sent to exchange.
16561
TimeReceivedFromExchange
UTCTIMESTAMP
N
Time in UTC that an exchange execution report message was received by the TT order connector application.
16117
OrderSource
INT
N
TT component that most recently acted on an active order.
Possible values:
0: ASE
2: TTW
3: Invalid
4: TT Trader
6: Mobile
7: ROE
9: External
10: TT FIX
11: Aggregator
12: Bouncer
13: Lambda Liquidator
14: External FIX Adapter
15: Prime ASE
16: Nimbus
17: ADL
18: TTSDK
19: TT Algo
20: ADL Prime
21: TTSDK Prime
22: TT Algo Prime
23: Chart
24: TTD
25: TTD Chart
26: TTINT
27: TT Admin
28: TT .NET API client
29: TT .NET API server
30: C++ API
31: TT Options Risk
32: External upload
33: Stager
34: TT Score
35: FIX Adapter Child Router
36: POT Child Router
37: Terminator
7928
SelfMatchPreventionID
STRING
N
Exchange-registered identifier that enables customers to prevent the matching of orders for accounts with common ownership, even across different executing firms.
8000
SMPInstruction
CHAR
N
Instruction provided to the exchange as to whether to cancel the resting or incoming (aggressing) order in the event of a self-match.
Notes:
This tag is valid only when tag 7928 (SelfMatchPreventionID) is also provided.
As per ASX ‘s Unintentional Crossing Prevention (UCP) rules, the exchange does not reject trades when a UCP match is detected.
On ASX orders, Tag 8000 (SMPInstruction) is implicitly set to M, Match when a UCP ID value is provided in Tag 7928 (SelfMatchPreventionID).
On ASX trades for such orders, the value in Tag 8000 (SMPInstruction) reflects whether a UCP match was detected or not by the ASX exchange.
Possible values:
B: SMP Instruction type cancel both
d: SMP Instruction type decrement Leaves quantity only. Do not restate Order quantity (CBOE)
D: SMP Instruction type decrement Order quantity and Leaves quantity of the larger order/Cancel smaller order (CBOE)
e: SMP Instruction type market-wide
f: SMP Instruction type market-wide cancel aggressor
g: SMP Instruction type market-wide cancel resting
h: SMP Instruction type market-wide decrement leaves quantity
m: SMP Instruction type Not Match (ASX)
M: SMP Instruction type match (ASX)
N: SMP Instruction type cancel aggressor
O: SMP Instruction type cancel resting
S: SMP Instruction type cancel smallest order (CBOE)
16857
TTSMPID
STRING
N
User-defined, alphanumeric identifier used to tag orders so the TT system can match potential crossed trades.
Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.
16602
EchoDC_02
STRING
N
Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.
16603
EchoDC_03
STRING
N
Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.
16604
EchoDC_04
STRING
N
Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.
16605
EchoDC_05
STRING
N
Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.
16606
EchoDC_06
STRING
N
Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.
16607
EchoDC_07
STRING
N
Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.
16608
EchoDC_08
STRING
N
Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.
16609
EchoDC_09
STRING
N
Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.
16610
EchoDC_10
STRING
N
Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.
16631
EchoDC_11
STRING
N
Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.
16632
EchoDC_12
STRING
N
Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.
16633
EchoDC_13
STRING
N
Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.
16634
EchoDC_14
STRING
N
Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.
16635
EchoDC_15
STRING
N
Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.
16636
EchoDC_16
STRING
N
Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.
16637
EchoDC_17
STRING
N
Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.
16638
EchoDC_18
STRING
N
Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.
16639
EchoDC_19
STRING
N
Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.
16640
EchoDC_20
STRING
N
Customer-defined text field visible only to FIX client applications. The value is not sent to the exchange.
16130
IntentToCross
BOOLEAN
N
Required tag for compliance purposes that indicates whether or not the order is for a pre-arranged transaction. Applicable when Intent To Cross is enabled on the TT account.
Note: Only applicable for the MX exchange.
Note: Consult the MX exchange for information on how to properly implement this tag.
18001
MockOrderFlag
INT
N
This optional tag is available in all order and execution report messages. In addition, these tags will not appear in any current messages in production and are reserved for future use.
Possible values:
0: Not a mock order
1: A mock order
16965
NoTTReserved
NUMINGROUP
N
This optional tag is reserved by TT and does not appear unless enabled by TT.
16966
TTReservedName
STRING
N
This optional tag is reserved by TT and does not appear unless enabled by TT.
16967
TTReservedValue
STRING
N
This optional tag is reserved by TT and does not appear unless enabled by TT.
305
UnderlyingSecurityIDSource
STRING
N
Source of the value of UnderlyingSecurityID (309).
Sent when available from the exchange.
Refer to IDSource (22) description for supported enum values.
309
UnderlyingSecurityID
STRING
N
TT security ID that uniquely identifies the underlying instrument in the TT platform.
Sent when available from the exchange.
63
SettlType
STRING
N
Indicates order settlement period.
Possible values:
0: Regular / FX Spot settlement (T+1 or T+2 depending on currency)
1: Cash (TOD / T+0)
2: Next Day (TOM / T+1)
3: T+2
4: T+3
5: T+4
6: Future
7: When And If Issued
8: Sellers Option
9: T+5
B: Broken date
C: FX Spot Next settlement (Spot+1, aka next day)
117
QuoteId
STRING
N
Unique identifier for quote.
195
LastForwardPoints
PRICEOFFSET
N
FX forward points added to LastSpotRate (194). May be a negative value.
1071
LastSwapPoints
PRICEOFFSET
N
FX swap points added to LastSpotRate (194). May be a negative value.
864
NoEvents
NUMINGROUP
N
Number of entries in the event types repeating group
865
EventType
INT
N
Type of event
Possible values:
5: Expiry date
6: Last trading date
: The following values are only available for EPEX and Nord Pool:
13: First delivery date
14: Last delivery date
101: First trading date
102: SDAT first trading date
866
EventDate
LOCALMKTDATE
N
Date the event occurred
1145
EventTime
UTCTIMESTAMP
N
Note: This tag is only available for EPEX and Nord Pool.
Specific time of event. Use in combination with EventDate <866>.
16761
InsertTime
UTCTIMESTAMP
N
(TT internal use only)
Included in TT FIX messages (from TT FIX to the FIX client) for use during the FIX recovery process.
Note: This tag should not be dropped via TT FIX rule.
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 Execution Report (8) message is used to respond to a successful order request, a fill, or an unsolicited order change.
Aggregated fill groups behavior
TT FIX normally sends aggregated fills in a single Execution Report message in FillsGrp fand LegFillsGrp repeating groups. If you prefer to receive aggregated fills as individual fills, you can enable the Send FillsGrp as Individual Execution Reports setting for the FIX session in Setup. When this setting is enabled and tag 1362 (NoFills) >=1, TT FIX sends synthetic Execution Report for each entry in the fills group.
This setting applies to outright, leg and summary spread fills for both FIX 4.2 and 4.4 versions.
