From TT FIX to FIX client and from FIX client to TT FIX
FIX Logon Message Version Validation
FIX tags in Logon messages are validated such that any tags not valid for the FIX version of the Logon message will be rejected. For example, if a customer FIX 4.2 Logon message contains a FIX tag that is valid for FIX 4.4 but not FIX 4.2, that logon will be rejected.
Tag Directory
Click the links below to navigate to the documentation for that tag.
For additional information about this component group, consult the documentation.
35=A (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.
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.
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
35
MsgType
STRING
Y
Type of message contained in the message body
This tag must appear third in the list of header tags.
Possible values:
0: Heartbeat
1: Test Request
2: Resend Request
3: Reject
4: Sequence Reset
5: Logout
8: Execution Report
9: Order Cancel Reject
A: Logon
B: News
c: Security Definition Request
D: Order Single
d: Security Definition
e: Security Status Request
f: Security Status
F: Order Cancel Request
G: Order Cancel Replace Request
H: Order Status Request
Q: Don’t Know Trade (Inbound Drop Copy only)
R: Quote Request
V: Market Data Request
W: Market Data Snapshot Full Refresh
X: Market Data Incremental Refresh
Y: Market Data Request Reject
AD: Trade Capture Report Request
AE: Trade Capture Report
AQ: Trade Capture Report Request Ack
49
SenderCompID
STRING
Y
ID for the FIX client, corresponding to the RemoteCompID specified for the user in TT User Setup
49
SenderCompID
STRING
Y
ID of the FIX session
The value will be the same value the FIX client sends in tag 56 (TargetCompID) in its requests to TT FIX.
56
TargetCompID
STRING
Y
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.
56
TargetCompID
STRING
Y
FIX client ID, corresponding to the SenderCompID specified for the user in TT User Setup
The value is the same as sent in tag 49 (SenderCompID) in FIX client requests.
50
SenderSubID
STRING
N
Unique ID for the message sender
For order routing messages, this tag overrides the exchange Operator ID configured in Setup.
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)
142
SenderLocationID
STRING
N
Specific message originator’s location (i.e. geographic location and/or desk, trader)
116
OnBehalfOfSubID
STRING
C
Required when multiple users are associated with the account.
Unique Trader ID
The value maps to the Alias field configured for a user in Setup.
116
OnBehalfOfSubID
STRING
N
Unique Trader ID (can also be provided in Tag 50 (SenderSubID))
The value maps to the Alias field configured for a user in Setup.
Whether the sequence number for this message is already used
Possible values:
N: NO: Original transmission
Y: YES: Possible duplicate
97
PossResend
BOOLEAN
C
Sent when TT FIX restarts after encountering a corrupt FIX message cache, and only until it completes the initial download.
Whether the message might contain information that has been sent under another sequence number
Possible values:
N: NO: Original transmission
Y: YES: Possible resend
122
OrigSendingTime
UTCTIMESTAMP
C
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 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.
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.
Header
Y
For additional information about this component group, consult the documentation.
35=A (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.
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.
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
35
MsgType
STRING
Y
Type of message contained in the message body
This tag must appear third in the list of header tags.
Possible values:
0: Heartbeat
1: Test Request
2: Resend Request
3: Reject
4: Sequence Reset
5: Logout
8: Execution Report
9: Order Cancel Reject
A: Logon
B: News
c: Security Definition Request
D: Order Single
d: Security Definition
e: Security Status Request
f: Security Status
F: Order Cancel Request
G: Order Cancel Replace Request
H: Order Status Request
Q: Don’t Know Trade (Inbound Drop Copy only)
R: Quote Request
V: Market Data Request
W: Market Data Snapshot Full Refresh
X: Market Data Incremental Refresh
Y: Market Data Request Reject
AD: Trade Capture Report Request
AE: Trade Capture Report
AQ: Trade Capture Report Request Ack
49
SenderCompID
STRING
Y
ID for the FIX client, corresponding to the RemoteCompID specified for the user in TT User Setup
49
SenderCompID
STRING
Y
ID of the FIX session
The value will be the same value the FIX client sends in tag 56 (TargetCompID) in its requests to TT FIX.
56
TargetCompID
STRING
Y
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.
56
TargetCompID
STRING
Y
FIX client ID, corresponding to the SenderCompID specified for the user in TT User Setup
The value is the same as sent in tag 49 (SenderCompID) in FIX client requests.
50
SenderSubID
STRING
N
Unique ID for the message sender
For order routing messages, this tag overrides the exchange Operator ID configured in Setup.
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)
142
SenderLocationID
STRING
N
Specific message originator’s location (i.e. geographic location and/or desk, trader)
116
OnBehalfOfSubID
STRING
C
Required when multiple users are associated with the account.
Unique Trader ID
The value maps to the Alias field configured for a user in Setup.
116
OnBehalfOfSubID
STRING
N
Unique Trader ID (can also be provided in Tag 50 (SenderSubID))
The value maps to the Alias field configured for a user in Setup.
Whether the sequence number for this message is already used
Possible values:
N: NO: Original transmission
Y: YES: Possible duplicate
97
PossResend
BOOLEAN
C
Sent when TT FIX restarts after encountering a corrupt FIX message cache, and only until it completes the initial download.
Whether the message might contain information that has been sent under another sequence number
Possible values:
N: NO: Original transmission
Y: YES: Possible resend
122
OrigSendingTime
UTCTIMESTAMP
C
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 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.
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.
553
UserName
STRING
C
This tag is available for FIX 4.4 only.
This tag is optional.
Logon username.
553
UserName
STRING
C
This tag is available for FIX 4.4 only.
This tag is optional.
Logon username.
554
Password
STRING
C
This tag is available for FIX 4.4 only.
This tag is optional.
FIX 4.4 clients can send this password in tag 96 (RawData) instead.
Logon password
554
Password
STRING
C
This tag is available for FIX 4.4 only.
This tag is optional.
FIX 4.4 clients can send this password in tag 96 (RawData) instead.
Logon password
96
RawData
STRING
C
Required in FIX client requests.
Logon password
The value must match the logon password for the FIX session. TT FIX does not include this tag in its responses.
Note: FIX 4.4 clients can send this password in tag 554 (Password) instead.
96
RawData
STRING
C
Required in FIX client requests.
Logon password
The value must match the logon password for the FIX session. TT FIX does not include this tag in its responses.
Note: FIX 4.4 clients can send this password in tag 554 (Password) instead.
98
EncryptMethod
INT
Y
Method of encryption
As TT FIX does not support encrypted logons, you must set the value to 0 (None/Other).
Possible values:
0: NONE
98
EncryptMethod
INT
Y
Method of encryption
As TT FIX does not support encrypted logons, you must set the value to 0 (None/Other).
Possible values:
0: NONE
108
HeartBtInt
INT
Y
Heartbeat interval (seconds)
108
HeartBtInt
INT
Y
Heartbeat interval (seconds)
141
ResetSeqNumFlag
BOOLEAN
N
Whether to reset the sequence numbers on both sides of the FIX session
Notes:
If a FIX client sends Y, it must also set tag 34 (MsgSeqNum) = 1.
For both Security Definition sessions and Recovery Service sessions, FIX clients must always set 141=Y and 34=1.
Possible values:
N: NO (default)
Y: YES
141
ResetSeqNumFlag
BOOLEAN
N
Whether to reset the sequence numbers on both sides of the FIX session
Notes:
If a FIX client sends Y, it must also set tag 34 (MsgSeqNum) = 1.
For both Security Definition sessions and Recovery Service sessions, FIX clients must always set 141=Y and 34=1.
Possible values:
N: NO (default)
Y: YES
916
StartDate
UTCTIMESTAMP
N
For Recovery service, Tag 916 and Tag 917 can be used to specify the time period to recover, in place of the 35=U2 message.
Note: Optional tag and only supported for logon to recovery service. This tag is ignored when used outside of the recovery service.
Note: The StartDate (916) and EndDate (917) tags should not be used if the request will include CustomMode (18002). If these tags are sent in addition to CustomMode (18002), no recovered messages will be sent and the FIX Drop Copy client will be logged out.
916
StartDate
UTCTIMESTAMP
N
For Recovery service, Tag 916 and Tag 917 can be used to specify the time period to recover, in place of the 35=U2 message.
Note: Optional tag and only supported for logon to recovery service. This tag is ignored when used outside of the recovery service.
Note: The StartDate (916) and EndDate (917) tags should not be used if the request will include CustomMode (18002). If these tags are sent in addition to CustomMode (18002), no recovered messages will be sent and the FIX Drop Copy client will be logged out.
917
EndDate
UTCTIMESTAMP
N
For Recovery service, Tag 916 and Tag 917 can be used to specify the time period to recover, in place of the 35=U2 message.
Note: Optional tag and only supported for logon to recovery service. This tag is ignored when used outside of the recovery service.
Note: The StartDate (916) and EndDate (917) tags should not be used if the request will include CustomMode (18002). If these tags are sent in addition to CustomMode (18002), no recovered messages will be sent and the FIX Drop Copy client will be logged out.
917
EndDate
UTCTIMESTAMP
N
For Recovery service, Tag 916 and Tag 917 can be used to specify the time period to recover, in place of the 35=U2 message.
Note: Optional tag and only supported for logon to recovery service. This tag is ignored when used outside of the recovery service.
Note: The StartDate (916) and EndDate (917) tags should not be used if the request will include CustomMode (18002). If these tags are sent in addition to CustomMode (18002), no recovered messages will be sent and the FIX Drop Copy client will be logged out.
18002
CustomMode
CHAR
N
If set to true (for example: y, t, 1), a reconciliation query will be performed. FIX will search all messages from the beginning of the session (last session reset time) up to the most recent message sent and will send only those messages not previously sent.
Note: This tag should not be used for a Recovery Service request if the request will also include the StartDate (916) and EndDate (917) tags. If this tag is sent in addition to the StartDate (916) and EndDate (917) tags, no recovered messages will be sent and the FIX Drop Copy client will be logged out.
18002
CustomMode
CHAR
N
If set to true (for example: y, t, 1), a reconciliation query will be performed. FIX will search all messages from the beginning of the session (last session reset time) up to the most recent message sent and will send only those messages not previously sent.
Note: This tag should not be used for a Recovery Service request if the request will also include the StartDate (916) and EndDate (917) tags. If this tag is sent in addition to the StartDate (916) and EndDate (917) tags, no recovered messages will be sent and the FIX Drop Copy client will be logged out.
16567
ByPassSessionRecovery
BOOLEAN
N
For internal TT use only
16567
ByPassSessionRecovery
BOOLEAN
N
For internal TT use only
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
The Logon (A) message is used by a FIX client to begin a new or continuean existing session with TT FIX.
Note: When logging in to a Security Definition FIXsession, a FIX client must always set 141=Y and 34=1; otherwise, TT FIXsends a Logout (5) message with the message: “MsgSeqNum must be set to 1if ResetSeqNumFlag is set to Y” in tag 58 (Text).
The following data flow illustrates a typical logon sequence between TTFIX and a FIX client for an order session:
FIX client initiates a socket connection.
FIX client sends a Logon (A) message to TT FIX.
TT FIX receives the FIX client logon message and verifies the following tags in the Logon (A) message against the corresponding parameter values:
Tag 56 (TargetCompID) to LocalCompId (in TT User Setup)
Tag 96 (RawData) to Password (in TT User Setup)
If any of the following errors occur, TT FIX stops processing the logon attempt, sends the FIX Client a Logout (5) message with the reason for rejection in Tag 58 (Text), and closes the socket connection.
These tags do not match for the adapter and the client.
TT User Setup does not respond.
The TT universal login credentials (tags 49 and 96) are invalid.
Examine the value of Tag 141 (ResetSeqNumFlag).
If Tag 141 (ResetSeqNumFlag) is set to N, TT FIX compares the value of Tag 34 (MsgSeqNum) in the Logon (A) message against its current sequence number.
If MsgSeqNum is less than the expected sequencenumber, TT FIX stops processing the logon attempt, sends a Logout (5)message as its response, and closes the socket connection.
If MsgSeqNum is greater than sequence number TT FIXexpected, the logon process continues normally. However, after thelogon process completes, TT FIX sends a Resend Request (2) message.
If Tag 141 (ResetSeqNumFlag) is set to Y, TT FIX expects the value of Tag 34 (MsgSeqNum) in the Logon (A) message to be 1.
If Tag 34 is not 1, TT FIX stops processing the logon attempt, sends aLogout (5) message, and closes the connection.
Otherwise, the logon process continues normally.
TT FIX sends a Logon (A) message to the FIX client.
