For additional information about this component group, consult the documentation.
35=d (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 FIX4.2.
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
Assigned value used to identify TT
56
TargetCompID
STRING
Y
Assigned value used to identify the counterparty
34
MsgSeqNum
SEQNUM
Y
Message sequence number
43
PossDupFlag
BOOLEAN
C
Sent when a TT FIX Gateway resends messages
Whether the sequence number for this message is already used
Possible values:
N: NO: Original transmission
Y: YES: Possible duplicate
122
OrigSendingTime
UTCTIMESTAMP
C
Required for resent messages
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.
11
ClOrdID
STRING
Y
TT order ID
60
TransactTime
UTCTIMESTAMP
Y
Time, in UTC, the message was sent
Instrument
Y
Instrument associated with this message. For additional information about this component group, consult the full documentation.
Exchange-provided product symbol for the tradable product.
44
Price
PRICE
C
Sent when Tag 40 (OrdType) is:
2: Limit
4: Stop Limit
W : Limit If Touched (LIT)
p : Limit (post-only)
Limit price for limit orders
99
StopPx
PRICE
C
Sent when Tag 40 (OrdType) is:
3: Stop
4: Stop Limit
Trigger price for a stop order.
38
OrderQty
QTY
Y
Total order quantity
110
MinQty
QTY
C
Sent for Minimum Volume (MV) orders
Minimum quantity for a Minimum Volume (MV) order
1138
DisplayQty
QTY
C
Sent for disclosed quantity (Iceberg) orders
Quantity to disclose for a disclosed quantity (Iceberg) order
54
Side
CHAR
Y
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)
40
OrdType
CHAR
Y
Order type
Possible values include:
1: Market
2: Limit
3: Stop
4: Stop Limit
5: Market On Close (MOC)
J: Market If Touched (MIT))
W: Limit If Touched (LIT)
p : Limit (post-only)
77
OpenClose
CHAR
Y
Whether the resulting position after a trade should be an opening position or closing position
Possible values:
O: Open (default, if unspecified)
C: Close
F: FIFO – first in, first out (currently supported only for specific exchanges including INE,CZCE,DCE,SHFE,CHFFE.)
59
TimeInForce
CHAR
Y
How long an order remains active
Possible values:
0: Day (default, if not specified)
1: Good Till Cancel (GTC)
2: At The Opening (OPG)
3: Immediate or Cancel (IOC)
4: Fill Or Kill (FOK)
5: Good Till Crossing
6: Good Till Date
7: At the Close
8: Good through Crossing
9: At Crossing
A: Auction
S: Morning At the Close
T: Afternoon At the Close
U: Night At the Close
V: Good in Session
W: Day Plus
X: Good Till Cancel Plus
Y: Good Till Date Plus
432
ExpireDate
LOCALMKTDATE
C
Sent when Tag 59 (TimeInForce) = 6 (Good Till Date)
Date a Good Till Date order expires
Trader
Y
Information about the trader routing the order.
For additional information about this component group, consult the full documentation.
1
Account
STRING
Y
Order-routing account
528
OrderCapacity
CHAR
Y
Designates the capacity of the firm placing the order. The value corresponds to the Trading Capacity setting for Customer Defaults in Setup.
Possible values:
A: Agency (maps to [AOTC])
G: Proprietary (maps to [AOTC])
I: Individual (maps to [AOTC])
P: Principal (maps to [DEAL])
R: Riskless Principal (maps to [MTCH])
W: Agent for Other Member (maps to [AOTC])
582
CustOrderCapacity
INT
Y
Capacity of customer placing the order
Primarily used by futures exchanges to indicate the CTICode (customer
type indicator) as required by the US CFTC (Commodity Futures Trading
Commission).
Possible values:
1: Member trading for own account
2: Clearing Firm trading for its proprietary account
3: Member trading for another member
4: All other
18233
BrokerRoute
STRING
N
This tag will be populated only on FIX Order Gateway orders, and only if a value is defined for the ‘Route’ parameter under a FIX Order Gateway connection in TTUS.
Trailer
Y
For additional information about this component group, consult the full documentation.
10
CheckSum
STRING
Y
Unencrypted three-character checksum
This tag must always be the last field in a message (i.e. it serves, with the trailing <SOH>, as the end-of-message delimiter).
Message Notes
The New Order Single (D) message is used by the TT FIX Order Gateway to submit an order for a single contract.
