Recovery Request (U2) Message
Purpose
Used to submit a FIX Recovery Service request for all order and fill activity during a specific period of time or only missed messages from the beginning of the session (last session reset time).
Message Direction
From FIX client to TT FIX
Tag Directory
Click the links below to navigate to the documentation for that tag.
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.
| Tag | Name | Type | Required | Comments | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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| Header | Y | For additional information about this component group, consult the documentation. 35=U2 (MsgType) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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| 916 | StartDate | UTCTIMESTAMP | Y | Note: The StartDate (916) and EndDate (917) tags should not be used Start time of the range for the recovery request | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 917 | EndDate | UTCTIMESTAMP | Y | Note: The StartDate (916) and EndDate (917) tags should not be used End time of the range for the recovery request Note: The value cannot identify a future time. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 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. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 207 | SecurityExchange | EXCHANGE | N | Name of the market where the instrument trades. TT FIX uses this value to identify the exchange that offers the Possible values:
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| 100 | ExDestination | EXCHANGE | N | Execution destination for the order as defined by the institution Some traders use this tag in place of Tag 207 (SecurityExchange) to ISO 10383 defines a comprehensive list of MIC codes. Name of the sub-market where the instrument trades. When the optional tag 100 is specified, only order and fill activity for that native market will be recovered. TT Synthetic activity will not be included in the results. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Trailer | Y | For additional information about this component group, consult the full documentation. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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Message Notes
The Recovery Request (U2) message is used to request all order acknowledgements and fills that occurred during a specific time range for either a single market or for all markets. FIX Drop Copy clients typically use this message to download missing data after some technical issue has caused the FIX client to miss significant gaps.
Note This message can be sent only for a FIX Recovery session. Also, when logging in to the session, the Logon (A) message must set tag 34 (MsgSeqNum) to 1 and omit tag 43 (PossDupFlag).
You can request data for a single market by specifying either tag 207 (SecurityExchange) or tag 100 (ExDestination). When specifying a specific market using either of these tags, both the native exchange orders and TT synthetic activity will be included in the recovery.
You can request data for all accessible markets by omitting both tags. In repsonse to this request, TT FIX sends a series of Execution Report (8) and Order Cancel Reject (9) messages.