For additional information about this component group, consult the documentation.
35=AR (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
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 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
The value maps to the Alias field configured for a user in Setup.
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.
571
TradeReportID
STRING
N
Unique identifier of trade capture report
572
TradeReportRefID
STRING
N
Reference identifier used with CANCEL and REPLACE transaction types
17
ExecID
STRING
N
Unique identifier for this execution report.
This report ID remains unique until TT FIX resets.
Note: Do not try to interpret or parse the value.
820
TradeLinkID
STRING
N
Used to link a group of trades together. Useful for linking a group of trades together for average price calculations.
487
TradeReportTransType
INT
N
Trade Report message transaction type
Possible values:
0: New
1: Cancel
2: Replace
3: Release
4: Reverse
5: Cancel du to back out of trade
101: Inquire
102: Accept
999: Unknown
625
TradingSessionSubID
STRING
C
Assigns a specific trading session to the trade. Currently used to support SGX Over-the-Counter (OTC) trade reporting.
Tag 625 accepts values as a string however, the following enums are reserved and specific to SGX OTC trades:
Possible values:
1: Pre-Trading
2: Opening / opening auction
3: Continuous
4: Closing / closing auction
5: Post-Trading
6: Intraday Auction
7: Quiescent
829
TrdSubType
INT
N
Further qualification to the trade type.
Possible values:
1: Arbitrage
2: Combination
3: Cross Trade
4: Exchange for Physical
5: Position Consolidation
6: Rollover
8: Implied spread leg executed against an outright(Inbound Drop Copy FIX clients only)
36: Converted swap (Inbound Drop Copy FIX clients only)
37: Crossed trade (Inbound Drop Copy FIX clients only)
40: Traded at Settlement (TAS) (Inbound Drop Copy FIX clients only)
42: Auction trade (Inbound Drop Copy FIX clients only)
43: Traded at marker (Inbound Drop Copy FIX clients only)
48: Multilateral compression (Inbound Drop Copy FIX clients only)
200: Delivery transfer (Inbound Drop Copy FIX clients only)
856
TradeReportType
INT
N
Type of trade report
Possible values:
0: Submit
1: Alleged
2: Accept
3: Decline
5: No was
6: Cancel
11: Alleged new
13: Alleged no was
101: Notification (Inbound Drop Copy FIX clients only)
102: Waiting for cancel approval (Enlight trades only)
103: Partially filled (Enlight trades only)
999: Unknown
1000: Clearing
939
TrdRptStatus
INT
N
Status of the trade report
Possible values:
0: Accepted
1: Rejected
3: Accepted with errors
99: Unknown
751
TradeReportRejectReason
INT
N
Reason the Trade Capture Report was rejected
Possible values:
0: Successful
1: Invalid party information
2: Unknown instrument
3: Unauthorized to report trades
4: Invalid trade type
99: Other
16963
Seq
INT
N
The sequence number for the Trade Capture Report and Trade Capture Report Ack for the Order Status.
107
SecurityDesc
STRING
N
Can be used to provide an optional textual description for a financial instrument
60
TransactTime
UTCTIMESTAMP
Y
Time, in UTC, the transaction occurred with microsecond precision.
Note: Some Exchanges might send milliseconds in certain circumstances, in the form: YYYYMMDD-HH:MM:SS.sss. TT recommends that you allocate enough memory to handle the longer timestamp should an Exchange send it.
818
SecondaryTradeReportID
STRING
N
Secondary trade report identifier. Can be used to associate an additional identifier with a trade.
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.
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
Instrument
Y
Instrument associated with this message. For additional information about this component group, consult the full documentation.
Note: The combination of this tag and tag 22 (IDSource) must uniquely identify an instrument in the TT platform.
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.
48
SecurityID
STRING
Y
ID of the instrument.
Note: The combination of this tag and tag 22 (IDSource) must uniquely identify an instrument in the TT platform.
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.
22
IDSource
STRING
Y
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):
ASX
DGCX
CFE
CME
EEX
EUREX
Euronext
Hkex
ICE
ICE_L
LME
MEFF
MX
OSE
SGX
TFX
TOCOM
Note: The combination of this tag and tag 48 (SecurityID) must uniquely identify an instrument in the TT platform.
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.
Possible values:
4: ISIN number
5: RIC code
8: Exchange security ID
91: Ticker symbol
96: TT security ID
97: Alias
98: Name
A: Bloomberg Code
H: Clearing House (Inbound Drop Copy only)
S: OpenFIGI ID
X: Series key
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):
ASX
DGCX
CFE
CME
EEX
EUREX
Euronext
Hkex
ICE
ICE_L
LME
MEFF
MX
OSE
SGX
TFX
TOCOM
Possible values:
4: ISIN number
5: RIC code
8: Exchange security ID
91: Ticker symbol
96: TT security ID
97: Alias
98: Name
A: Bloomberg Code
H: Clearing House (Inbound Drop Copy only)
S: OpenFIGI ID
X: Series key
207
SecurityExchange
EXCHANGE
C
Required when Tag 100 (ExtDestination) is absent and when tag 22 (IDSource) is 8 (Exchange symbol), 97 (Alias) or 9 (Name).
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
207
SecurityExchange
EXCHANGE
C
Required when Tag 100 (ExtDestination) is absent
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
207
SecurityExchange
EXCHANGE
C
Required when Tag 100 (ExtDestination) is absent
Name of the market where the instrument trades.
TT FIX uses this value to identify the exchange that offers the security.
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
Required when Tag 207 (SecurityExchange) is absent and when tag 22 (IDSource) is 8 (Exchange symbol), 97 (Alias) or 9 (Name).
Market Identifier Code (MIC) of the sub-market where the instrument trades.
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.
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.
100
ExDestination
EXCHANGE
C
Required when Tag 207 (SecurityExchange) is absent
Market Identifier Code (MIC) of the sub-market where the instrument trades.
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.
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.
100
ExDestination
EXCHANGE
C
Required when Tag 207 (SecurityExchange) is absent
Name of the sub-market where the instrument trades.
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.
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.
100
ExDestination
EXCHANGE
C
Sent when available for FIX 4.2 sessions
Name of the sub-market where the instrument trades.
Market Identifier Code (MIC) of the sub-market where the instrument trades.
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.
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.
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.
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.
167
SecurityType
STRING
Y
Asset class of the instrument.
Possible values:
CS: common stock
CUR: currency
FOR: Spot FX
FUT: future
MLEG: multi-leg
NDF: Non-Deliverable Forwards
NONE: No security type (Not valid for 35=c, e or V)
OPT: option
SPOT: EEX spot products
TBOND: treasury bond
INDEX: index
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.
167
SecurityType
STRING
Y
Asset class of the instrument.
Possible values:
CS: common stock
CUR: currency
FOR: Spot FX
FUT: future
MLEG: multi-leg
NDF: Non-Deliverable Forwards
NONE: No security type (Not valid for 35=c, e or V)
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.
When submitting multi-leg instrument, set tag 55 to “[NA]”.
When tag 54 (Side) is B or C, the value in tag 55 is ignored; the values in tag 600 (LegSymbol) and tag 624 (LegSide) in the LegInstrument group are used instead.
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.
55
Symbol
STRING
Y
Exchange-provided product symbol for the tradable product.
When submitting multi-leg instrument, set tag 55 to “[NA]”.
When tag 54 (Side) is B or C, the value in tag 55 is ignored; the values in tag 600 (LegSymbol) and tag 624 (LegSide) in the LegInstrument group are used instead.
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.
55
Symbol
STRING
C
Not used when Tag 167 (SecurityType)=MLEG.
Exchange-provided product symbol for the tradable product.
When submitting multi-leg instrument, set tag 55 to “[NA]”.
When tag 54 (Side) is B or C, the value in tag 55 is ignored; the values in tag 600 (LegSymbol) and tag 624 (LegSide) in the LegInstrument group are used instead.
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.
Exchange-provided product symbol for the tradable product.
200
MaturityMonthYear
MONTHYEAR
C
Required when Tag 541 is not specified and Tag 167 (SecurityType) is not MLEG or SPOT
Month and year the instrument reaches maturity in the format YYYYMM.
Note: If included, tag 541 (MaturityDate) will override this tag.
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.
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
Required when Tag 200 is not specified and Tag 167 (SecurityType) is not MLEG or SPOT
Maturity date in format YYYYMMDD.
Note: This tag value overrides tag 200 (MaturityMonthYear) and tag 205 (MaturityDay), if they are also specified.
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.
541
MaturityDate
LOCALMKTDATE
C
Sent when Tag 167 (SecurityType) is not MLEG or SPOT
Maturity date in format YYYYMMDD.
205
MaturityDay
DAYOFMONTH
C
Required when multiple contracts exist for the same month
Day of expiration for the instrument.
TT FIX uses this value and tag 200 (MaturityMonthYear) to specify the maturity date when tag 167 (SecurityType) is not MLEG and tag 18211 (DeliveryTerm) is not Month.
Whenever possible, tag 200 will match the Month & Year shown in TT Market Explorer, not the tag 541/Maturity Date field. In those cases where the MonthYear does not match, the value in tag 205 will be the day from tag 541, not necessarily the day associated with tag 200 MonthYear.
Range: 1-31
Note: If included, tag 541 (MaturityDate) will override this tag.
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.
205
MaturityDay
DAYOFMONTH
C
Sent when multiple contracts exist for the same month
Day of expiration for the instrument.
18223
ContractYearMonth
STRING
N
Contract term in the form, YYYYMM
Condition: Sent when Tag 167 (SecurityType) is not MLEG
18223
ContractYearMonth
STRING
N
Contract term in the form, YYYYMM
Condition: Sent when Tag 167 (SecurityType) is not MLEG
18211
DeliveryTerm
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 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.
Note: If you include this tag for instrument’s that do not require it, TT FIX rejects the request.
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.
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
Note: If you include this tag for instrument’s that do not require it, TT FIX rejects the request.
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.
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.
Note: If you include this tag for instrument’s that do not require it, TT FIX rejects the request.
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.
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
N
Date for contract delivery
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.
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.
9012
IsFirm
INT
C
Sent when tag 167 (SecurityType) = FOR or NDF
Indicates the type of quote that was crossed.
Possible values:
1: Firm
2: Last Look
201
PutOrCall
INT
C
Required when Tag 167 (SecurityType) is OPT
Whether the option represents a put or call
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.
Possible values:
0: Put
1: Call
201
PutOrCall
INT
C
Sent when Tag 167 (SecurityType) is OPT
Whether the option represents a put or call
Possible values:
0: Put
1: Call
202
StrikePrice
PRICE
C
Required when Tag 167 (SecurityType) is OPT
Strike price for an option
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.
Factor to use when multiplying prices sent from a FIX client and dividing prices sent from TT FIX
15
Currency
CURRENCY
C
ISO-standard symbol for the instrument’s trading currency.
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.
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).
206
OptAttribute
CHAR
C
Required when both of the following are true:
Tag 167 (SecurityType) is OPT.
A version for the underlying instrument exists.
Additional information about the option contract.
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.
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
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”.
For synthetic staged orders, i.e., HandlInst (21)=3 and SecurityType(167)=”Synthetic”, the TT FIX engine checks whether the instrument already exists and automatically creates the synthetic spread if the instrument does not exist.
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.
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.
2: Bermuda style: Not available
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.
2: Bermuda style: Not available
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.
2: Bermuda style: Not available
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.
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.
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
624
LegSide
CHAR
N
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.
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.
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.
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.
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
556
LegCurrency
CURRENCY
N
Currency associated with a particular leg’s price
561
RoundLot
QTY
N
The trading lot size of a security.
561
RoundLot
QTY
N
The trading lot size of a security.
566
LegPrice
PRICE
N
Price of the leg for a multi-leg instrument
566
LegPrice
PRICE
N
Price of the leg for a multi-leg instrument
687
LegQty
QTY
N
Quantity of this leg.
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.
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.
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
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
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
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).
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.
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.
16615
LegTTRoutingAccount
STRING
N
TT Routing Account for the leg. Valid for routing synthetic spread orders only.
LegSecurityAltIDGrp
N
Repeating group of security alt IDs for legs in a multileg instrument. For additional information about this group, consult the full documentation.
604
NoLegSecurityAltID
NUMINGROUP
C
Sent when there are one or more alternate leg security IDs
Number of alternate leg security IDs contained in this repeating group
605
LegSecurityAltID
STRING
Y
Alternate ID for an instrument or security, typically for display purposes.
606
LegSecurityAltIDSource
STRING
Y
New tag for TT
Class or source of the LegSecurityAltID (605) value.
Possible values:
1: CUSIP number (sent only when provided by the exchange)
4: ISIN number
5: RIC code
8: Exchange security ID
94: Alt Symbol (For ICE, the value is the “Cleared Alias” for the contract.)
95: Clearport
97: Alias
98: Name
99: Other
91: Exchange Ticker
A: Bloomberg Code
H: Clearing House
S: OpenFIGI ID
16616
LegBloombergSecurityExchange
STRING
N
Name of the market where the instrument of the LegSecurityAltID (605) value trades.
LegFillsGrp
C
Only used in Execution Report (8) messages when the FIX client is connected to a TT FIX 4.4 session.
Repeating group of fills for this leg instrument.
16120
LegNoFills
NUMINGROUP
C
Sent for each leg when a multileg order is filled through multiple price levels in a single match transaction, i.e. “sweeping the market”. Can be sent when LegNoFills = 1 for some markets, such as Eurex/EEX.
Number of partial leg fills included in an Execution Report
Note: Only sent if the FIX client is connected to a TT FIX 4.4 session.
16121
LegFillExecID
STRING
C
Sent when tag 16120 > 0
Unique identifier of leg execution as assigned by sell-side (broker, exchange, ECN). The ID must not overlap tag 17 (ExecID).
16122
LegFillPx
PRICE
C
Sent when tag 16120 > 0
Price of this leg fill
16123
LegFillQty
QTY
C
Sent when tag 16120 > 0
Quantity of this leg fill
16124
LegFillTradingVenueRegulatoryTradeID
STRING
C
Sent if available when tag 16120 > 0
Trading Venue transaction identification code of this leg fill
16125
LegFillLastLiquidityIndicator
INT
N
Whether this leg fill was a result of a liquidity provider providing or a liquidity taker taking the liquidity in this LegFillsGrp repeating group.
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.
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.
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
624
LegSide
CHAR
N
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.
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.
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.
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.
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
556
LegCurrency
CURRENCY
N
Currency associated with a particular leg’s price
561
RoundLot
QTY
N
The trading lot size of a security.
561
RoundLot
QTY
N
The trading lot size of a security.
566
LegPrice
PRICE
N
Price of the leg for a multi-leg instrument
566
LegPrice
PRICE
N
Price of the leg for a multi-leg instrument
687
LegQty
QTY
N
Quantity of this leg.
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.
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.
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
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
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
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).
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.
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.
16615
LegTTRoutingAccount
STRING
N
TT Routing Account for the leg. Valid for routing synthetic spread orders only.
LegSecurityAltIDGrp
N
Repeating group of security alt IDs for legs in a multileg instrument. For additional information about this group, consult the full documentation.
604
NoLegSecurityAltID
NUMINGROUP
C
Sent when there are one or more alternate leg security IDs
Number of alternate leg security IDs contained in this repeating group
605
LegSecurityAltID
STRING
Y
Alternate ID for an instrument or security, typically for display purposes.
606
LegSecurityAltIDSource
STRING
Y
New tag for TT
Class or source of the LegSecurityAltID (605) value.
Possible values:
1: CUSIP number (sent only when provided by the exchange)
4: ISIN number
5: RIC code
8: Exchange security ID
94: Alt Symbol (For ICE, the value is the “Cleared Alias” for the contract.)
95: Clearport
97: Alias
98: Name
99: Other
91: Exchange Ticker
A: Bloomberg Code
H: Clearing House
S: OpenFIGI ID
16616
LegBloombergSecurityExchange
STRING
N
Name of the market where the instrument of the LegSecurityAltID (605) value trades.
LegFillsGrp
C
Only used in Execution Report (8) messages when the FIX client is connected to a TT FIX 4.4 session.
Repeating group of fills for this leg instrument.
16120
LegNoFills
NUMINGROUP
C
Sent for each leg when a multileg order is filled through multiple price levels in a single match transaction, i.e. “sweeping the market”. Can be sent when LegNoFills = 1 for some markets, such as Eurex/EEX.
Number of partial leg fills included in an Execution Report
Note: Only sent if the FIX client is connected to a TT FIX 4.4 session.
16121
LegFillExecID
STRING
C
Sent when tag 16120 > 0
Unique identifier of leg execution as assigned by sell-side (broker, exchange, ECN). The ID must not overlap tag 17 (ExecID).
16122
LegFillPx
PRICE
C
Sent when tag 16120 > 0
Price of this leg fill
16123
LegFillQty
QTY
C
Sent when tag 16120 > 0
Quantity of this leg fill
16124
LegFillTradingVenueRegulatoryTradeID
STRING
C
Sent if available when tag 16120 > 0
Trading Venue transaction identification code of this leg fill
16125
LegFillLastLiquidityIndicator
INT
N
Whether this leg fill was a result of a liquidity provider providing or a liquidity taker taking the liquidity in this LegFillsGrp repeating group.
Possible values:
1: Added liquidity
2: Removed liquidity
Instrument
Y
Instrument associated with this message. For additional information about this component group, consult the full documentation.
Note: The combination of this tag and tag 22 (IDSource) must uniquely identify an instrument in the TT platform.
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.
48
SecurityID
STRING
Y
ID of the instrument.
Note: The combination of this tag and tag 22 (IDSource) must uniquely identify an instrument in the TT platform.
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.
22
IDSource
STRING
Y
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):
ASX
DGCX
CFE
CME
EEX
EUREX
Euronext
Hkex
ICE
ICE_L
LME
MEFF
MX
OSE
SGX
TFX
TOCOM
Note: The combination of this tag and tag 48 (SecurityID) must uniquely identify an instrument in the TT platform.
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.
Possible values:
4: ISIN number
5: RIC code
8: Exchange security ID
91: Ticker symbol
96: TT security ID
97: Alias
98: Name
A: Bloomberg Code
H: Clearing House (Inbound Drop Copy only)
S: OpenFIGI ID
X: Series key
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):
ASX
DGCX
CFE
CME
EEX
EUREX
Euronext
Hkex
ICE
ICE_L
LME
MEFF
MX
OSE
SGX
TFX
TOCOM
Possible values:
4: ISIN number
5: RIC code
8: Exchange security ID
91: Ticker symbol
96: TT security ID
97: Alias
98: Name
A: Bloomberg Code
H: Clearing House (Inbound Drop Copy only)
S: OpenFIGI ID
X: Series key
207
SecurityExchange
EXCHANGE
C
Required when Tag 100 (ExtDestination) is absent and when tag 22 (IDSource) is 8 (Exchange symbol), 97 (Alias) or 9 (Name).
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
207
SecurityExchange
EXCHANGE
C
Required when Tag 100 (ExtDestination) is absent
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
207
SecurityExchange
EXCHANGE
C
Required when Tag 100 (ExtDestination) is absent
Name of the market where the instrument trades.
TT FIX uses this value to identify the exchange that offers the security.
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
Required when Tag 207 (SecurityExchange) is absent and when tag 22 (IDSource) is 8 (Exchange symbol), 97 (Alias) or 9 (Name).
Market Identifier Code (MIC) of the sub-market where the instrument trades.
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.
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.
100
ExDestination
EXCHANGE
C
Required when Tag 207 (SecurityExchange) is absent
Market Identifier Code (MIC) of the sub-market where the instrument trades.
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.
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.
100
ExDestination
EXCHANGE
C
Required when Tag 207 (SecurityExchange) is absent
Name of the sub-market where the instrument trades.
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.
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.
100
ExDestination
EXCHANGE
C
Sent when available for FIX 4.2 sessions
Name of the sub-market where the instrument trades.
Market Identifier Code (MIC) of the sub-market where the instrument trades.
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.
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.
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.
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.
167
SecurityType
STRING
Y
Asset class of the instrument.
Possible values:
CS: common stock
CUR: currency
FOR: Spot FX
FUT: future
MLEG: multi-leg
NDF: Non-Deliverable Forwards
NONE: No security type (Not valid for 35=c, e or V)
OPT: option
SPOT: EEX spot products
TBOND: treasury bond
INDEX: index
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.
167
SecurityType
STRING
Y
Asset class of the instrument.
Possible values:
CS: common stock
CUR: currency
FOR: Spot FX
FUT: future
MLEG: multi-leg
NDF: Non-Deliverable Forwards
NONE: No security type (Not valid for 35=c, e or V)
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.
When submitting multi-leg instrument, set tag 55 to “[NA]”.
When tag 54 (Side) is B or C, the value in tag 55 is ignored; the values in tag 600 (LegSymbol) and tag 624 (LegSide) in the LegInstrument group are used instead.
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.
55
Symbol
STRING
Y
Exchange-provided product symbol for the tradable product.
When submitting multi-leg instrument, set tag 55 to “[NA]”.
When tag 54 (Side) is B or C, the value in tag 55 is ignored; the values in tag 600 (LegSymbol) and tag 624 (LegSide) in the LegInstrument group are used instead.
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.
55
Symbol
STRING
C
Not used when Tag 167 (SecurityType)=MLEG.
Exchange-provided product symbol for the tradable product.
When submitting multi-leg instrument, set tag 55 to “[NA]”.
When tag 54 (Side) is B or C, the value in tag 55 is ignored; the values in tag 600 (LegSymbol) and tag 624 (LegSide) in the LegInstrument group are used instead.
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.
Exchange-provided product symbol for the tradable product.
200
MaturityMonthYear
MONTHYEAR
C
Required when Tag 541 is not specified and Tag 167 (SecurityType) is not MLEG or SPOT
Month and year the instrument reaches maturity in the format YYYYMM.
Note: If included, tag 541 (MaturityDate) will override this tag.
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.
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
Required when Tag 200 is not specified and Tag 167 (SecurityType) is not MLEG or SPOT
Maturity date in format YYYYMMDD.
Note: This tag value overrides tag 200 (MaturityMonthYear) and tag 205 (MaturityDay), if they are also specified.
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.
541
MaturityDate
LOCALMKTDATE
C
Sent when Tag 167 (SecurityType) is not MLEG or SPOT
Maturity date in format YYYYMMDD.
205
MaturityDay
DAYOFMONTH
C
Required when multiple contracts exist for the same month
Day of expiration for the instrument.
TT FIX uses this value and tag 200 (MaturityMonthYear) to specify the maturity date when tag 167 (SecurityType) is not MLEG and tag 18211 (DeliveryTerm) is not Month.
Whenever possible, tag 200 will match the Month & Year shown in TT Market Explorer, not the tag 541/Maturity Date field. In those cases where the MonthYear does not match, the value in tag 205 will be the day from tag 541, not necessarily the day associated with tag 200 MonthYear.
Range: 1-31
Note: If included, tag 541 (MaturityDate) will override this tag.
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.
205
MaturityDay
DAYOFMONTH
C
Sent when multiple contracts exist for the same month
Day of expiration for the instrument.
18223
ContractYearMonth
STRING
N
Contract term in the form, YYYYMM
Condition: Sent when Tag 167 (SecurityType) is not MLEG
18223
ContractYearMonth
STRING
N
Contract term in the form, YYYYMM
Condition: Sent when Tag 167 (SecurityType) is not MLEG
18211
DeliveryTerm
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 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.
Note: If you include this tag for instrument’s that do not require it, TT FIX rejects the request.
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.
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
Note: If you include this tag for instrument’s that do not require it, TT FIX rejects the request.
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.
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.
Note: If you include this tag for instrument’s that do not require it, TT FIX rejects the request.
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.
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
N
Date for contract delivery
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.
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.
9012
IsFirm
INT
C
Sent when tag 167 (SecurityType) = FOR or NDF
Indicates the type of quote that was crossed.
Possible values:
1: Firm
2: Last Look
201
PutOrCall
INT
C
Required when Tag 167 (SecurityType) is OPT
Whether the option represents a put or call
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.
Possible values:
0: Put
1: Call
201
PutOrCall
INT
C
Sent when Tag 167 (SecurityType) is OPT
Whether the option represents a put or call
Possible values:
0: Put
1: Call
202
StrikePrice
PRICE
C
Required when Tag 167 (SecurityType) is OPT
Strike price for an option
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.
Factor to use when multiplying prices sent from a FIX client and dividing prices sent from TT FIX
15
Currency
CURRENCY
C
ISO-standard symbol for the instrument’s trading currency.
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.
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).
206
OptAttribute
CHAR
C
Required when both of the following are true:
Tag 167 (SecurityType) is OPT.
A version for the underlying instrument exists.
Additional information about the option contract.
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.
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
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”.
For synthetic staged orders, i.e., HandlInst (21)=3 and SecurityType(167)=”Synthetic”, the TT FIX engine checks whether the instrument already exists and automatically creates the synthetic spread if the instrument does not exist.
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.
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.
2: Bermuda style: Not available
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.
2: Bermuda style: Not available
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.
2: Bermuda style: Not available
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.
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.
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
624
LegSide
CHAR
N
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.
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.
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.
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.
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
556
LegCurrency
CURRENCY
N
Currency associated with a particular leg’s price
561
RoundLot
QTY
N
The trading lot size of a security.
561
RoundLot
QTY
N
The trading lot size of a security.
566
LegPrice
PRICE
N
Price of the leg for a multi-leg instrument
566
LegPrice
PRICE
N
Price of the leg for a multi-leg instrument
687
LegQty
QTY
N
Quantity of this leg.
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.
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.
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
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
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
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).
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.
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.
16615
LegTTRoutingAccount
STRING
N
TT Routing Account for the leg. Valid for routing synthetic spread orders only.
LegSecurityAltIDGrp
N
Repeating group of security alt IDs for legs in a multileg instrument. For additional information about this group, consult the full documentation.
604
NoLegSecurityAltID
NUMINGROUP
C
Sent when there are one or more alternate leg security IDs
Number of alternate leg security IDs contained in this repeating group
605
LegSecurityAltID
STRING
Y
Alternate ID for an instrument or security, typically for display purposes.
606
LegSecurityAltIDSource
STRING
Y
New tag for TT
Class or source of the LegSecurityAltID (605) value.
Possible values:
1: CUSIP number (sent only when provided by the exchange)
4: ISIN number
5: RIC code
8: Exchange security ID
94: Alt Symbol (For ICE, the value is the “Cleared Alias” for the contract.)
95: Clearport
97: Alias
98: Name
99: Other
91: Exchange Ticker
A: Bloomberg Code
H: Clearing House
S: OpenFIGI ID
16616
LegBloombergSecurityExchange
STRING
N
Name of the market where the instrument of the LegSecurityAltID (605) value trades.
LegFillsGrp
C
Only used in Execution Report (8) messages when the FIX client is connected to a TT FIX 4.4 session.
Repeating group of fills for this leg instrument.
16120
LegNoFills
NUMINGROUP
C
Sent for each leg when a multileg order is filled through multiple price levels in a single match transaction, i.e. “sweeping the market”. Can be sent when LegNoFills = 1 for some markets, such as Eurex/EEX.
Number of partial leg fills included in an Execution Report
Note: Only sent if the FIX client is connected to a TT FIX 4.4 session.
16121
LegFillExecID
STRING
C
Sent when tag 16120 > 0
Unique identifier of leg execution as assigned by sell-side (broker, exchange, ECN). The ID must not overlap tag 17 (ExecID).
16122
LegFillPx
PRICE
C
Sent when tag 16120 > 0
Price of this leg fill
16123
LegFillQty
QTY
C
Sent when tag 16120 > 0
Quantity of this leg fill
16124
LegFillTradingVenueRegulatoryTradeID
STRING
C
Sent if available when tag 16120 > 0
Trading Venue transaction identification code of this leg fill
16125
LegFillLastLiquidityIndicator
INT
N
Whether this leg fill was a result of a liquidity provider providing or a liquidity taker taking the liquidity in this LegFillsGrp repeating group.
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.
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.
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
624
LegSide
CHAR
N
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.
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.
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.
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.
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
556
LegCurrency
CURRENCY
N
Currency associated with a particular leg’s price
561
RoundLot
QTY
N
The trading lot size of a security.
561
RoundLot
QTY
N
The trading lot size of a security.
566
LegPrice
PRICE
N
Price of the leg for a multi-leg instrument
566
LegPrice
PRICE
N
Price of the leg for a multi-leg instrument
687
LegQty
QTY
N
Quantity of this leg.
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.
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.
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
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
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
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).
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.
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.
16615
LegTTRoutingAccount
STRING
N
TT Routing Account for the leg. Valid for routing synthetic spread orders only.
LegSecurityAltIDGrp
N
Repeating group of security alt IDs for legs in a multileg instrument. For additional information about this group, consult the full documentation.
604
NoLegSecurityAltID
NUMINGROUP
C
Sent when there are one or more alternate leg security IDs
Number of alternate leg security IDs contained in this repeating group
605
LegSecurityAltID
STRING
Y
Alternate ID for an instrument or security, typically for display purposes.
606
LegSecurityAltIDSource
STRING
Y
New tag for TT
Class or source of the LegSecurityAltID (605) value.
Possible values:
1: CUSIP number (sent only when provided by the exchange)
4: ISIN number
5: RIC code
8: Exchange security ID
94: Alt Symbol (For ICE, the value is the “Cleared Alias” for the contract.)
95: Clearport
97: Alias
98: Name
99: Other
91: Exchange Ticker
A: Bloomberg Code
H: Clearing House
S: OpenFIGI ID
16616
LegBloombergSecurityExchange
STRING
N
Name of the market where the instrument of the LegSecurityAltID (605) value trades.
LegFillsGrp
C
Only used in Execution Report (8) messages when the FIX client is connected to a TT FIX 4.4 session.
Repeating group of fills for this leg instrument.
16120
LegNoFills
NUMINGROUP
C
Sent for each leg when a multileg order is filled through multiple price levels in a single match transaction, i.e. “sweeping the market”. Can be sent when LegNoFills = 1 for some markets, such as Eurex/EEX.
Number of partial leg fills included in an Execution Report
Note: Only sent if the FIX client is connected to a TT FIX 4.4 session.
16121
LegFillExecID
STRING
C
Sent when tag 16120 > 0
Unique identifier of leg execution as assigned by sell-side (broker, exchange, ECN). The ID must not overlap tag 17 (ExecID).
16122
LegFillPx
PRICE
C
Sent when tag 16120 > 0
Price of this leg fill
16123
LegFillQty
QTY
C
Sent when tag 16120 > 0
Quantity of this leg fill
16124
LegFillTradingVenueRegulatoryTradeID
STRING
C
Sent if available when tag 16120 > 0
Trading Venue transaction identification code of this leg fill
16125
LegFillLastLiquidityIndicator
INT
N
Whether this leg fill was a result of a liquidity provider providing or a liquidity taker taking the liquidity in this LegFillsGrp repeating group.
Possible values:
1: Added liquidity
2: Removed liquidity
Instrument
Y
Instrument associated with this message. For additional information about this component group, consult the full documentation.
Note: The combination of this tag and tag 22 (IDSource) must uniquely identify an instrument in the TT platform.
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.
48
SecurityID
STRING
Y
ID of the instrument.
Note: The combination of this tag and tag 22 (IDSource) must uniquely identify an instrument in the TT platform.
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.
22
IDSource
STRING
Y
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):
ASX
DGCX
CFE
CME
EEX
EUREX
Euronext
Hkex
ICE
ICE_L
LME
MEFF
MX
OSE
SGX
TFX
TOCOM
Note: The combination of this tag and tag 48 (SecurityID) must uniquely identify an instrument in the TT platform.
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.
Possible values:
4: ISIN number
5: RIC code
8: Exchange security ID
91: Ticker symbol
96: TT security ID
97: Alias
98: Name
A: Bloomberg Code
H: Clearing House (Inbound Drop Copy only)
S: OpenFIGI ID
X: Series key
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):
ASX
DGCX
CFE
CME
EEX
EUREX
Euronext
Hkex
ICE
ICE_L
LME
MEFF
MX
OSE
SGX
TFX
TOCOM
Possible values:
4: ISIN number
5: RIC code
8: Exchange security ID
91: Ticker symbol
96: TT security ID
97: Alias
98: Name
A: Bloomberg Code
H: Clearing House (Inbound Drop Copy only)
S: OpenFIGI ID
X: Series key
207
SecurityExchange
EXCHANGE
C
Required when Tag 100 (ExtDestination) is absent and when tag 22 (IDSource) is 8 (Exchange symbol), 97 (Alias) or 9 (Name).
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
207
SecurityExchange
EXCHANGE
C
Required when Tag 100 (ExtDestination) is absent
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
207
SecurityExchange
EXCHANGE
C
Required when Tag 100 (ExtDestination) is absent
Name of the market where the instrument trades.
TT FIX uses this value to identify the exchange that offers the security.
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
Required when Tag 207 (SecurityExchange) is absent and when tag 22 (IDSource) is 8 (Exchange symbol), 97 (Alias) or 9 (Name).
Market Identifier Code (MIC) of the sub-market where the instrument trades.
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.
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.
100
ExDestination
EXCHANGE
C
Required when Tag 207 (SecurityExchange) is absent
Market Identifier Code (MIC) of the sub-market where the instrument trades.
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.
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.
100
ExDestination
EXCHANGE
C
Required when Tag 207 (SecurityExchange) is absent
Name of the sub-market where the instrument trades.
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.
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.
100
ExDestination
EXCHANGE
C
Sent when available for FIX 4.2 sessions
Name of the sub-market where the instrument trades.
Market Identifier Code (MIC) of the sub-market where the instrument trades.
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.
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.
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.
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.
167
SecurityType
STRING
Y
Asset class of the instrument.
Possible values:
CS: common stock
CUR: currency
FOR: Spot FX
FUT: future
MLEG: multi-leg
NDF: Non-Deliverable Forwards
NONE: No security type (Not valid for 35=c, e or V)
OPT: option
SPOT: EEX spot products
TBOND: treasury bond
INDEX: index
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.
167
SecurityType
STRING
Y
Asset class of the instrument.
Possible values:
CS: common stock
CUR: currency
FOR: Spot FX
FUT: future
MLEG: multi-leg
NDF: Non-Deliverable Forwards
NONE: No security type (Not valid for 35=c, e or V)
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.
When submitting multi-leg instrument, set tag 55 to “[NA]”.
When tag 54 (Side) is B or C, the value in tag 55 is ignored; the values in tag 600 (LegSymbol) and tag 624 (LegSide) in the LegInstrument group are used instead.
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.
55
Symbol
STRING
Y
Exchange-provided product symbol for the tradable product.
When submitting multi-leg instrument, set tag 55 to “[NA]”.
When tag 54 (Side) is B or C, the value in tag 55 is ignored; the values in tag 600 (LegSymbol) and tag 624 (LegSide) in the LegInstrument group are used instead.
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.
55
Symbol
STRING
C
Not used when Tag 167 (SecurityType)=MLEG.
Exchange-provided product symbol for the tradable product.
When submitting multi-leg instrument, set tag 55 to “[NA]”.
When tag 54 (Side) is B or C, the value in tag 55 is ignored; the values in tag 600 (LegSymbol) and tag 624 (LegSide) in the LegInstrument group are used instead.
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.
Exchange-provided product symbol for the tradable product.
200
MaturityMonthYear
MONTHYEAR
C
Required when Tag 541 is not specified and Tag 167 (SecurityType) is not MLEG or SPOT
Month and year the instrument reaches maturity in the format YYYYMM.
Note: If included, tag 541 (MaturityDate) will override this tag.
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.
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
Required when Tag 200 is not specified and Tag 167 (SecurityType) is not MLEG or SPOT
Maturity date in format YYYYMMDD.
Note: This tag value overrides tag 200 (MaturityMonthYear) and tag 205 (MaturityDay), if they are also specified.
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.
541
MaturityDate
LOCALMKTDATE
C
Sent when Tag 167 (SecurityType) is not MLEG or SPOT
Maturity date in format YYYYMMDD.
205
MaturityDay
DAYOFMONTH
C
Required when multiple contracts exist for the same month
Day of expiration for the instrument.
TT FIX uses this value and tag 200 (MaturityMonthYear) to specify the maturity date when tag 167 (SecurityType) is not MLEG and tag 18211 (DeliveryTerm) is not Month.
Whenever possible, tag 200 will match the Month & Year shown in TT Market Explorer, not the tag 541/Maturity Date field. In those cases where the MonthYear does not match, the value in tag 205 will be the day from tag 541, not necessarily the day associated with tag 200 MonthYear.
Range: 1-31
Note: If included, tag 541 (MaturityDate) will override this tag.
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.
205
MaturityDay
DAYOFMONTH
C
Sent when multiple contracts exist for the same month
Day of expiration for the instrument.
18223
ContractYearMonth
STRING
N
Contract term in the form, YYYYMM
Condition: Sent when Tag 167 (SecurityType) is not MLEG
18223
ContractYearMonth
STRING
N
Contract term in the form, YYYYMM
Condition: Sent when Tag 167 (SecurityType) is not MLEG
18211
DeliveryTerm
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 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.
Note: If you include this tag for instrument’s that do not require it, TT FIX rejects the request.
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.
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
Note: If you include this tag for instrument’s that do not require it, TT FIX rejects the request.
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.
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.
Note: If you include this tag for instrument’s that do not require it, TT FIX rejects the request.
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.
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
N
Date for contract delivery
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.
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.
9012
IsFirm
INT
C
Sent when tag 167 (SecurityType) = FOR or NDF
Indicates the type of quote that was crossed.
Possible values:
1: Firm
2: Last Look
201
PutOrCall
INT
C
Required when Tag 167 (SecurityType) is OPT
Whether the option represents a put or call
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.
Possible values:
0: Put
1: Call
201
PutOrCall
INT
C
Sent when Tag 167 (SecurityType) is OPT
Whether the option represents a put or call
Possible values:
0: Put
1: Call
202
StrikePrice
PRICE
C
Required when Tag 167 (SecurityType) is OPT
Strike price for an option
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.
Factor to use when multiplying prices sent from a FIX client and dividing prices sent from TT FIX
15
Currency
CURRENCY
C
ISO-standard symbol for the instrument’s trading currency.
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.
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).
206
OptAttribute
CHAR
C
Required when both of the following are true:
Tag 167 (SecurityType) is OPT.
A version for the underlying instrument exists.
Additional information about the option contract.
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.
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
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”.
For synthetic staged orders, i.e., HandlInst (21)=3 and SecurityType(167)=”Synthetic”, the TT FIX engine checks whether the instrument already exists and automatically creates the synthetic spread if the instrument does not exist.
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.
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.
2: Bermuda style: Not available
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.
2: Bermuda style: Not available
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.
2: Bermuda style: Not available
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.
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.
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
624
LegSide
CHAR
N
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.
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.
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.
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.
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
556
LegCurrency
CURRENCY
N
Currency associated with a particular leg’s price
561
RoundLot
QTY
N
The trading lot size of a security.
561
RoundLot
QTY
N
The trading lot size of a security.
566
LegPrice
PRICE
N
Price of the leg for a multi-leg instrument
566
LegPrice
PRICE
N
Price of the leg for a multi-leg instrument
687
LegQty
QTY
N
Quantity of this leg.
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.
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.
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
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
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
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).
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.
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.
16615
LegTTRoutingAccount
STRING
N
TT Routing Account for the leg. Valid for routing synthetic spread orders only.
LegSecurityAltIDGrp
N
Repeating group of security alt IDs for legs in a multileg instrument. For additional information about this group, consult the full documentation.
604
NoLegSecurityAltID
NUMINGROUP
C
Sent when there are one or more alternate leg security IDs
Number of alternate leg security IDs contained in this repeating group
605
LegSecurityAltID
STRING
Y
Alternate ID for an instrument or security, typically for display purposes.
606
LegSecurityAltIDSource
STRING
Y
New tag for TT
Class or source of the LegSecurityAltID (605) value.
Possible values:
1: CUSIP number (sent only when provided by the exchange)
4: ISIN number
5: RIC code
8: Exchange security ID
94: Alt Symbol (For ICE, the value is the “Cleared Alias” for the contract.)
95: Clearport
97: Alias
98: Name
99: Other
91: Exchange Ticker
A: Bloomberg Code
H: Clearing House
S: OpenFIGI ID
16616
LegBloombergSecurityExchange
STRING
N
Name of the market where the instrument of the LegSecurityAltID (605) value trades.
LegFillsGrp
C
Only used in Execution Report (8) messages when the FIX client is connected to a TT FIX 4.4 session.
Repeating group of fills for this leg instrument.
16120
LegNoFills
NUMINGROUP
C
Sent for each leg when a multileg order is filled through multiple price levels in a single match transaction, i.e. “sweeping the market”. Can be sent when LegNoFills = 1 for some markets, such as Eurex/EEX.
Number of partial leg fills included in an Execution Report
Note: Only sent if the FIX client is connected to a TT FIX 4.4 session.
16121
LegFillExecID
STRING
C
Sent when tag 16120 > 0
Unique identifier of leg execution as assigned by sell-side (broker, exchange, ECN). The ID must not overlap tag 17 (ExecID).
16122
LegFillPx
PRICE
C
Sent when tag 16120 > 0
Price of this leg fill
16123
LegFillQty
QTY
C
Sent when tag 16120 > 0
Quantity of this leg fill
16124
LegFillTradingVenueRegulatoryTradeID
STRING
C
Sent if available when tag 16120 > 0
Trading Venue transaction identification code of this leg fill
16125
LegFillLastLiquidityIndicator
INT
N
Whether this leg fill was a result of a liquidity provider providing or a liquidity taker taking the liquidity in this LegFillsGrp repeating group.
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.
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.
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
624
LegSide
CHAR
N
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.
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.
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.
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.
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
556
LegCurrency
CURRENCY
N
Currency associated with a particular leg’s price
561
RoundLot
QTY
N
The trading lot size of a security.
561
RoundLot
QTY
N
The trading lot size of a security.
566
LegPrice
PRICE
N
Price of the leg for a multi-leg instrument
566
LegPrice
PRICE
N
Price of the leg for a multi-leg instrument
687
LegQty
QTY
N
Quantity of this leg.
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.
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.
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
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
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
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).
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.
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.
16615
LegTTRoutingAccount
STRING
N
TT Routing Account for the leg. Valid for routing synthetic spread orders only.
LegSecurityAltIDGrp
N
Repeating group of security alt IDs for legs in a multileg instrument. For additional information about this group, consult the full documentation.
604
NoLegSecurityAltID
NUMINGROUP
C
Sent when there are one or more alternate leg security IDs
Number of alternate leg security IDs contained in this repeating group
605
LegSecurityAltID
STRING
Y
Alternate ID for an instrument or security, typically for display purposes.
606
LegSecurityAltIDSource
STRING
Y
New tag for TT
Class or source of the LegSecurityAltID (605) value.
Possible values:
1: CUSIP number (sent only when provided by the exchange)
4: ISIN number
5: RIC code
8: Exchange security ID
94: Alt Symbol (For ICE, the value is the “Cleared Alias” for the contract.)
95: Clearport
97: Alias
98: Name
99: Other
91: Exchange Ticker
A: Bloomberg Code
H: Clearing House
S: OpenFIGI ID
16616
LegBloombergSecurityExchange
STRING
N
Name of the market where the instrument of the LegSecurityAltID (605) value trades.
LegFillsGrp
C
Only used in Execution Report (8) messages when the FIX client is connected to a TT FIX 4.4 session.
Repeating group of fills for this leg instrument.
16120
LegNoFills
NUMINGROUP
C
Sent for each leg when a multileg order is filled through multiple price levels in a single match transaction, i.e. “sweeping the market”. Can be sent when LegNoFills = 1 for some markets, such as Eurex/EEX.
Number of partial leg fills included in an Execution Report
Note: Only sent if the FIX client is connected to a TT FIX 4.4 session.
16121
LegFillExecID
STRING
C
Sent when tag 16120 > 0
Unique identifier of leg execution as assigned by sell-side (broker, exchange, ECN). The ID must not overlap tag 17 (ExecID).
16122
LegFillPx
PRICE
C
Sent when tag 16120 > 0
Price of this leg fill
16123
LegFillQty
QTY
C
Sent when tag 16120 > 0
Quantity of this leg fill
16124
LegFillTradingVenueRegulatoryTradeID
STRING
C
Sent if available when tag 16120 > 0
Trading Venue transaction identification code of this leg fill
16125
LegFillLastLiquidityIndicator
INT
N
Whether this leg fill was a result of a liquidity provider providing or a liquidity taker taking the liquidity in this LegFillsGrp repeating group.
Possible values:
1: Added liquidity
2: Removed liquidity
Instrument
Y
Instrument associated with this message. For additional information about this component group, consult the full documentation.
Note: The combination of this tag and tag 22 (IDSource) must uniquely identify an instrument in the TT platform.
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.
48
SecurityID
STRING
Y
ID of the instrument.
Note: The combination of this tag and tag 22 (IDSource) must uniquely identify an instrument in the TT platform.
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.
22
IDSource
STRING
Y
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):
ASX
DGCX
CFE
CME
EEX
EUREX
Euronext
Hkex
ICE
ICE_L
LME
MEFF
MX
OSE
SGX
TFX
TOCOM
Note: The combination of this tag and tag 48 (SecurityID) must uniquely identify an instrument in the TT platform.
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.
Possible values:
4: ISIN number
5: RIC code
8: Exchange security ID
91: Ticker symbol
96: TT security ID
97: Alias
98: Name
A: Bloomberg Code
H: Clearing House (Inbound Drop Copy only)
S: OpenFIGI ID
X: Series key
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):
ASX
DGCX
CFE
CME
EEX
EUREX
Euronext
Hkex
ICE
ICE_L
LME
MEFF
MX
OSE
SGX
TFX
TOCOM
Possible values:
4: ISIN number
5: RIC code
8: Exchange security ID
91: Ticker symbol
96: TT security ID
97: Alias
98: Name
A: Bloomberg Code
H: Clearing House (Inbound Drop Copy only)
S: OpenFIGI ID
X: Series key
207
SecurityExchange
EXCHANGE
C
Required when Tag 100 (ExtDestination) is absent and when tag 22 (IDSource) is 8 (Exchange symbol), 97 (Alias) or 9 (Name).
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
207
SecurityExchange
EXCHANGE
C
Required when Tag 100 (ExtDestination) is absent
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
207
SecurityExchange
EXCHANGE
C
Required when Tag 100 (ExtDestination) is absent
Name of the market where the instrument trades.
TT FIX uses this value to identify the exchange that offers the security.
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
Required when Tag 207 (SecurityExchange) is absent and when tag 22 (IDSource) is 8 (Exchange symbol), 97 (Alias) or 9 (Name).
Market Identifier Code (MIC) of the sub-market where the instrument trades.
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.
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.
100
ExDestination
EXCHANGE
C
Required when Tag 207 (SecurityExchange) is absent
Market Identifier Code (MIC) of the sub-market where the instrument trades.
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.
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.
100
ExDestination
EXCHANGE
C
Required when Tag 207 (SecurityExchange) is absent
Name of the sub-market where the instrument trades.
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.
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.
100
ExDestination
EXCHANGE
C
Sent when available for FIX 4.2 sessions
Name of the sub-market where the instrument trades.
Market Identifier Code (MIC) of the sub-market where the instrument trades.
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.
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.
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.
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.
167
SecurityType
STRING
Y
Asset class of the instrument.
Possible values:
CS: common stock
CUR: currency
FOR: Spot FX
FUT: future
MLEG: multi-leg
NDF: Non-Deliverable Forwards
NONE: No security type (Not valid for 35=c, e or V)
OPT: option
SPOT: EEX spot products
TBOND: treasury bond
INDEX: index
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.
167
SecurityType
STRING
Y
Asset class of the instrument.
Possible values:
CS: common stock
CUR: currency
FOR: Spot FX
FUT: future
MLEG: multi-leg
NDF: Non-Deliverable Forwards
NONE: No security type (Not valid for 35=c, e or V)
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.
When submitting multi-leg instrument, set tag 55 to “[NA]”.
When tag 54 (Side) is B or C, the value in tag 55 is ignored; the values in tag 600 (LegSymbol) and tag 624 (LegSide) in the LegInstrument group are used instead.
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.
55
Symbol
STRING
Y
Exchange-provided product symbol for the tradable product.
When submitting multi-leg instrument, set tag 55 to “[NA]”.
When tag 54 (Side) is B or C, the value in tag 55 is ignored; the values in tag 600 (LegSymbol) and tag 624 (LegSide) in the LegInstrument group are used instead.
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.
55
Symbol
STRING
C
Not used when Tag 167 (SecurityType)=MLEG.
Exchange-provided product symbol for the tradable product.
When submitting multi-leg instrument, set tag 55 to “[NA]”.
When tag 54 (Side) is B or C, the value in tag 55 is ignored; the values in tag 600 (LegSymbol) and tag 624 (LegSide) in the LegInstrument group are used instead.
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.
Exchange-provided product symbol for the tradable product.
200
MaturityMonthYear
MONTHYEAR
C
Required when Tag 541 is not specified and Tag 167 (SecurityType) is not MLEG or SPOT
Month and year the instrument reaches maturity in the format YYYYMM.
Note: If included, tag 541 (MaturityDate) will override this tag.
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.
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
Required when Tag 200 is not specified and Tag 167 (SecurityType) is not MLEG or SPOT
Maturity date in format YYYYMMDD.
Note: This tag value overrides tag 200 (MaturityMonthYear) and tag 205 (MaturityDay), if they are also specified.
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.
541
MaturityDate
LOCALMKTDATE
C
Sent when Tag 167 (SecurityType) is not MLEG or SPOT
Maturity date in format YYYYMMDD.
205
MaturityDay
DAYOFMONTH
C
Required when multiple contracts exist for the same month
Day of expiration for the instrument.
TT FIX uses this value and tag 200 (MaturityMonthYear) to specify the maturity date when tag 167 (SecurityType) is not MLEG and tag 18211 (DeliveryTerm) is not Month.
Whenever possible, tag 200 will match the Month & Year shown in TT Market Explorer, not the tag 541/Maturity Date field. In those cases where the MonthYear does not match, the value in tag 205 will be the day from tag 541, not necessarily the day associated with tag 200 MonthYear.
Range: 1-31
Note: If included, tag 541 (MaturityDate) will override this tag.
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.
205
MaturityDay
DAYOFMONTH
C
Sent when multiple contracts exist for the same month
Day of expiration for the instrument.
18223
ContractYearMonth
STRING
N
Contract term in the form, YYYYMM
Condition: Sent when Tag 167 (SecurityType) is not MLEG
18223
ContractYearMonth
STRING
N
Contract term in the form, YYYYMM
Condition: Sent when Tag 167 (SecurityType) is not MLEG
18211
DeliveryTerm
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 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.
Note: If you include this tag for instrument’s that do not require it, TT FIX rejects the request.
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.
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
Note: If you include this tag for instrument’s that do not require it, TT FIX rejects the request.
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.
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.
Note: If you include this tag for instrument’s that do not require it, TT FIX rejects the request.
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.
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
N
Date for contract delivery
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.
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.
9012
IsFirm
INT
C
Sent when tag 167 (SecurityType) = FOR or NDF
Indicates the type of quote that was crossed.
Possible values:
1: Firm
2: Last Look
201
PutOrCall
INT
C
Required when Tag 167 (SecurityType) is OPT
Whether the option represents a put or call
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.
Possible values:
0: Put
1: Call
201
PutOrCall
INT
C
Sent when Tag 167 (SecurityType) is OPT
Whether the option represents a put or call
Possible values:
0: Put
1: Call
202
StrikePrice
PRICE
C
Required when Tag 167 (SecurityType) is OPT
Strike price for an option
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.
Factor to use when multiplying prices sent from a FIX client and dividing prices sent from TT FIX
15
Currency
CURRENCY
C
ISO-standard symbol for the instrument’s trading currency.
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.
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).
206
OptAttribute
CHAR
C
Required when both of the following are true:
Tag 167 (SecurityType) is OPT.
A version for the underlying instrument exists.
Additional information about the option contract.
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.
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
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”.
For synthetic staged orders, i.e., HandlInst (21)=3 and SecurityType(167)=”Synthetic”, the TT FIX engine checks whether the instrument already exists and automatically creates the synthetic spread if the instrument does not exist.
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.
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.
2: Bermuda style: Not available
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.
2: Bermuda style: Not available
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.
2: Bermuda style: Not available
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.
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.
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
624
LegSide
CHAR
N
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.
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.
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.
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.
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
556
LegCurrency
CURRENCY
N
Currency associated with a particular leg’s price
561
RoundLot
QTY
N
The trading lot size of a security.
561
RoundLot
QTY
N
The trading lot size of a security.
566
LegPrice
PRICE
N
Price of the leg for a multi-leg instrument
566
LegPrice
PRICE
N
Price of the leg for a multi-leg instrument
687
LegQty
QTY
N
Quantity of this leg.
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.
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.
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
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
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
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).
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.
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.
16615
LegTTRoutingAccount
STRING
N
TT Routing Account for the leg. Valid for routing synthetic spread orders only.
LegSecurityAltIDGrp
N
Repeating group of security alt IDs for legs in a multileg instrument. For additional information about this group, consult the full documentation.
604
NoLegSecurityAltID
NUMINGROUP
C
Sent when there are one or more alternate leg security IDs
Number of alternate leg security IDs contained in this repeating group
605
LegSecurityAltID
STRING
Y
Alternate ID for an instrument or security, typically for display purposes.
606
LegSecurityAltIDSource
STRING
Y
New tag for TT
Class or source of the LegSecurityAltID (605) value.
Possible values:
1: CUSIP number (sent only when provided by the exchange)
4: ISIN number
5: RIC code
8: Exchange security ID
94: Alt Symbol (For ICE, the value is the “Cleared Alias” for the contract.)
95: Clearport
97: Alias
98: Name
99: Other
91: Exchange Ticker
A: Bloomberg Code
H: Clearing House
S: OpenFIGI ID
16616
LegBloombergSecurityExchange
STRING
N
Name of the market where the instrument of the LegSecurityAltID (605) value trades.
LegFillsGrp
C
Only used in Execution Report (8) messages when the FIX client is connected to a TT FIX 4.4 session.
Repeating group of fills for this leg instrument.
16120
LegNoFills
NUMINGROUP
C
Sent for each leg when a multileg order is filled through multiple price levels in a single match transaction, i.e. “sweeping the market”. Can be sent when LegNoFills = 1 for some markets, such as Eurex/EEX.
Number of partial leg fills included in an Execution Report
Note: Only sent if the FIX client is connected to a TT FIX 4.4 session.
16121
LegFillExecID
STRING
C
Sent when tag 16120 > 0
Unique identifier of leg execution as assigned by sell-side (broker, exchange, ECN). The ID must not overlap tag 17 (ExecID).
16122
LegFillPx
PRICE
C
Sent when tag 16120 > 0
Price of this leg fill
16123
LegFillQty
QTY
C
Sent when tag 16120 > 0
Quantity of this leg fill
16124
LegFillTradingVenueRegulatoryTradeID
STRING
C
Sent if available when tag 16120 > 0
Trading Venue transaction identification code of this leg fill
16125
LegFillLastLiquidityIndicator
INT
N
Whether this leg fill was a result of a liquidity provider providing or a liquidity taker taking the liquidity in this LegFillsGrp repeating group.
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.
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.
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
624
LegSide
CHAR
N
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.
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.
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.
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.
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
556
LegCurrency
CURRENCY
N
Currency associated with a particular leg’s price
561
RoundLot
QTY
N
The trading lot size of a security.
561
RoundLot
QTY
N
The trading lot size of a security.
566
LegPrice
PRICE
N
Price of the leg for a multi-leg instrument
566
LegPrice
PRICE
N
Price of the leg for a multi-leg instrument
687
LegQty
QTY
N
Quantity of this leg.
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.
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.
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
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
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
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).
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.
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.
16615
LegTTRoutingAccount
STRING
N
TT Routing Account for the leg. Valid for routing synthetic spread orders only.
LegSecurityAltIDGrp
N
Repeating group of security alt IDs for legs in a multileg instrument. For additional information about this group, consult the full documentation.
604
NoLegSecurityAltID
NUMINGROUP
C
Sent when there are one or more alternate leg security IDs
Number of alternate leg security IDs contained in this repeating group
605
LegSecurityAltID
STRING
Y
Alternate ID for an instrument or security, typically for display purposes.
606
LegSecurityAltIDSource
STRING
Y
New tag for TT
Class or source of the LegSecurityAltID (605) value.
Possible values:
1: CUSIP number (sent only when provided by the exchange)
4: ISIN number
5: RIC code
8: Exchange security ID
94: Alt Symbol (For ICE, the value is the “Cleared Alias” for the contract.)
95: Clearport
97: Alias
98: Name
99: Other
91: Exchange Ticker
A: Bloomberg Code
H: Clearing House
S: OpenFIGI ID
16616
LegBloombergSecurityExchange
STRING
N
Name of the market where the instrument of the LegSecurityAltID (605) value trades.
LegFillsGrp
C
Only used in Execution Report (8) messages when the FIX client is connected to a TT FIX 4.4 session.
Repeating group of fills for this leg instrument.
16120
LegNoFills
NUMINGROUP
C
Sent for each leg when a multileg order is filled through multiple price levels in a single match transaction, i.e. “sweeping the market”. Can be sent when LegNoFills = 1 for some markets, such as Eurex/EEX.
Number of partial leg fills included in an Execution Report
Note: Only sent if the FIX client is connected to a TT FIX 4.4 session.
16121
LegFillExecID
STRING
C
Sent when tag 16120 > 0
Unique identifier of leg execution as assigned by sell-side (broker, exchange, ECN). The ID must not overlap tag 17 (ExecID).
16122
LegFillPx
PRICE
C
Sent when tag 16120 > 0
Price of this leg fill
16123
LegFillQty
QTY
C
Sent when tag 16120 > 0
Quantity of this leg fill
16124
LegFillTradingVenueRegulatoryTradeID
STRING
C
Sent if available when tag 16120 > 0
Trading Venue transaction identification code of this leg fill
16125
LegFillLastLiquidityIndicator
INT
N
Whether this leg fill was a result of a liquidity provider providing or a liquidity taker taking the liquidity in this LegFillsGrp repeating group.
Possible values:
1: Added liquidity
2: Removed liquidity
Parties
N
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
1152
LegNumber
INT
N
The leg sequence number for a strategy
552
NoSides
NUMINGROUP
N
Repeating group for sides of the trade
54
Side
CHAR
N
Side of the order
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
B: As Defined (FIX 4.4 only)
C: Opposite (FIX 4.4 only)
37
OrderID
STRING
N
582
CustOrderCapacity
INT
N
Capacity of customer placing the order
Possible values:
1: Member trading for own account
2: Clearing Firm trading for its proprietary account
3: Member trading for another member
4: All other
16116
OrderIDGUID
STRING
N
TT order ID
1
Account
STRING
N
Order-routing account for this side of the trade
80
AllocQty
QTY
N
Quantity to be allocated to the specified account
1047
AllocPositionEffect
CHAR
N
Whether the resulting position after a trade should be an opening position or closing position
Possible values:
O: Open
C: Close
R: Rolled
F: FIFO
N: Close but notify on open
D: Default
18102
UserID
STRING
C
The TT User ID configured in User Setup.
UserID only displays if enabled via the Send TT Internal Account ID and User ID on Execution Reports And Cancel Reject Messages checkbox in User Setup.
18218
TTCustomerName
STRING
C
The Order Profile applied to the TT account.
Can be used by FIX clients to specify the User Setup Order Profile name to be applied to a new order / change order message.
If the successful lookup includes an Order Profile, the profile name is copied to Tag 18218, TT Customer Name.
10553
TTID
STRING
C
TT login email address
16849
SideTextA
STRING
N
Order Tag Default values for Text A in Setup
Populated when Order Tag Default values for the Text A field are defined in Setup.
Note: Only supported for HKEX Wholesale Orders.
16850
SideTextB
STRING
N
Order Tag Default values for Text B in Setup
Populated when Order Tag Default values for the Text B field are defined in Setup.
Note: Only supported for HKEX Wholesale Orders.
16851
SideTextC
STRING
N
Populated when Order Tag Default values for the Text C field are defined in Setup.
Note: Only supported for HKEX Wholesale Orders.
16601
EchoDC_01
STRING
N
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.
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.
