For additional information about this component group, consult the documentation.
35=2 (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=2 (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.
7
BeginSeqNo
SEQNUM
Y
Sequence number of the first message in the range to resend
Use this value in Tag 34 (MsgSeqNum) of the first resent message.
7
BeginSeqNo
SEQNUM
Y
Sequence number of the first message in the range to resend
Use this value in Tag 34 (MsgSeqNum) of the first resent message.
16
EndSeqNo
SEQNUM
Y
Sequence number of the last message in the range to resend
Use this value in Tag 34 (MsgSeqNum) of the last message.
If the request is for a single message, then Tag 7 (BeginSeqNo) must equal Tag 16 (EndSeqNo). If the request is for all messages subsequent to a particular message, then you must set 16=0 (representing infinity).
16
EndSeqNo
SEQNUM
Y
Sequence number of the last message in the range to resend
Use this value in Tag 34 (MsgSeqNum) of the last message.
If the request is for a single message, then Tag 7 (BeginSeqNo) must equal Tag 16 (EndSeqNo). If the request is for all messages subsequent to a particular message, then you must set 16=0 (representing infinity).
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 Resend Request (2) message is used to specify a range of messages to resend. Both TT FIX and FIX clients can send this message.