Used to verify communication between TT FIX Gateway and a third-party FIX acceptor
Message Direction
From TT FIX Gateways to a third-party FIX acceptor and then from a third-party FIX acceptor to TT FIX Gateways
Using the FIX Tag Directory
Context – Select to filter by context (e.g., “Order routing, FIX client to TT FIX”, “Request by security ID”, “TT Premium Order Types”). Only tags available for the selected context will be displayed.
Show Comments –Select to display text in the Comments column of the table. Clear to display a condensed table without text in the Comments column.
Flat tag list – Select to display all tags for the selected context in one list. Clear to display all tags for the selected context separated by component (e.g., Header, Instrument, Parties)
An asterisk (*) on the tag number button indicates that it appears in the table more than once for the selected context.
For additional information about this component group, consult the documentation.
35=0 (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.
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.
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.
35
MsgType
STRING
Y
Type of message contained in the message body
This tag must appear third in the list of header tags.
49
SenderCompID
STRING
Y
Assigned value used to identify TT
49
SenderCompID
STRING
Y
Assigned value used to identify the counterparty
56
TargetCompID
STRING
Y
Assigned value used to identify the counterparty
56
TargetCompID
STRING
Y
Assigned value used to identify TT
34
MsgSeqNum
SEQNUM
Y
Message sequence number
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
43
PossDupFlag
BOOLEAN
C
Must be sent when a third-party FIX acceptor resends messages
Whether the sequence number for this message is already used
Possible values:
N: NO: Original transmission
Y: YES: Possible duplicate
97
PossResend
BOOLEAN
C
Must be sent if the message may contain information that has been sent under another sequence number.
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
Required for resent messages
Original time of message transmission, when transmitting orders as the result of a resend request
Always expressed in UTC.
122
OrigSendingTime
UTCTIMESTAMP
C
Sent when a third-party FIX acceptor 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.
52
SendingTime
UTCTIMESTAMP
Y
Time, in UTC, the message was sent.
Header
Y
35=0 (MsgType)
For additional information about this component group, consult the documentation.
35=0 (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.
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.
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.
35
MsgType
STRING
Y
Type of message contained in the message body
This tag must appear third in the list of header tags.
49
SenderCompID
STRING
Y
Assigned value used to identify TT
49
SenderCompID
STRING
Y
Assigned value used to identify the counterparty
56
TargetCompID
STRING
Y
Assigned value used to identify the counterparty
56
TargetCompID
STRING
Y
Assigned value used to identify TT
34
MsgSeqNum
SEQNUM
Y
Message sequence number
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
43
PossDupFlag
BOOLEAN
C
Must be sent when a third-party FIX acceptor resends messages
Whether the sequence number for this message is already used
Possible values:
N: NO: Original transmission
Y: YES: Possible duplicate
97
PossResend
BOOLEAN
C
Must be sent if the message may contain information that has been sent under another sequence number.
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
Required for resent messages
Original time of message transmission, when transmitting orders as the result of a resend request
Always expressed in UTC.
122
OrigSendingTime
UTCTIMESTAMP
C
Sent when a third-party FIX acceptor 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.
52
SendingTime
UTCTIMESTAMP
Y
Time, in UTC, the message was sent.
112
TestReqID
STRING
C
Sent only in a response to a Test Request (1) message, in which case, the value matches Tag 112 (TestReqID) sent in the request.
Identifier included in the Test Request (1) message
112
TestReqID
STRING
C
Sent only in a response to a Test Request (1) message, in which case, the value matches Tag 112 (TestReqID) sent in the request.
Identifier included in the Test Request (1) message
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).
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).
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).
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
During periods of inactivity, a third-party FIX acceptor should generate a heartbeat message at regular time intervals. The Heartbeat (0) message is used by FIX Gateway to monitor the status of the communication link. You specify the heartbeat interval timer in Tag 108 (HeartBtInt) of the Logon (A).
The third-party FIX acceptor should reset the heartbeat interval timer after every transmitted message (not just heartbeats). When either party stops receiving data for the specified heartbeat interval, it should send a Test Request (1) message to verify the connection. The counterparty should send a Heartbeat (0) message in response. If a party receives no Heartbeat (0) message in a reasonable amount of time, the connection should be considered lost.
