For additional information about this component group, consult the documentation.
35=b (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
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
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
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 (can also be provided in Tag 50 (SenderSubID))
The value maps to the Alias field configured for a user in Setup.
Value of Tag 116 (OnBehalfOfSubID) in the FIX client request.
34
MsgSeqNum
SEQNUM
Y
Message sequence number
43
PossDupFlag
BOOLEAN
C
Sent when TT FIX 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
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.
FIX Order Routing Quote response Tags
Y
Additional tags to support strategy creation and request for quote functionality via the FIX Order Routing service. These tags are only included with Order Routing Quote response (35=R) messages and do not appear in the FIX Market Data service.
For additional information about strategy creation and response for quote functionality, consult the full documentation.
131
QuoteReqID
STRING
N
Unique ID for this request.
1
Account
STRING
C
Order-routing account
The value matches the Tag 1 (Account) in the corresponding request.
Note: Account names are stored as case-sensitive strings. Users must match case-sensitivity when using Tag 1 (Account).
Note: When the value represents an internal, non-routing account, TT also sends a PartiesGrp with the external routing (parent) account in tag 448 (PartyID) and
with tag 452 (PartyRole) set to 24 (Customer Account).
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.
37
OrderID
STRING
C
Must include either Tag 37 (OrderID) or Tag 41 (OrigClOrdID)
Internal TT order key assigned to all orders submitted through any TT software.
The value remains constant for the life of an order.
Unique identifier for the order, as assigned by the exchange.
Note: The value can vary over time for the same order.
582
CustOrderCapacity
INT
C
Send when required by the Exchange
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
1028
ManualOrderIndicator
BOOLEAN
N
Whether the order is sent manually or through automated trading logic
Possible values:
Y: Manual
N: Automated
1724
OrderOrigination
INT
C
Required for exchanges subject to MiFID II regulations.
Identifies the origin of the order. whether the order was received from a customer of the firm, originated by the firm, or whether the order was received from another broker-dealer. The value corresponds to the Direct Electronic Access setting for Order Tag Defaults in Setup.
Possible values:
5: Order from a direct access or sponsored access customer
99: Other
16117
OrderSource
INT
N
TT component that most recently acted on an active order.
Number of entries in the event types repeating group
865
EventType
INT
N
Type of event
Possible values:
5: Expiry date
6: Last trading date
: The following values are only available for EPEX and Nord Pool:
13: First delivery date
14: Last delivery date
101: First trading date
102: SDAT first trading date
866
EventDate
LOCALMKTDATE
N
Date the event occurred
1145
EventTime
UTCTIMESTAMP
N
Note: This tag is only available for EPEX and Nord Pool.
Specific time of event. Use in combination with EventDate <866>.
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 Quote Request (R) message is used to request quotes from brokers prior
to placement of an order. This message is commonly referred to as a
Request For Quote (RFQ).
Note: When a FIX client sends a
Market
Data Request (V)
for a given instrument with SubscriptionRequestType=1 to
create a market data subscription, that client is automatically subscribed
for RFQ messages for that instrument.
