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FIX Adapter Reference

Component Block: Trader

Overview

Certain message types include a trader component block, which carries trader and account information.

Tags in messages sent from FIX clients to TT FIX Adapter

The Trader Component Block uses the Account Defaults settings defined in TT User Setup for a user to determine which FIX tags are required for a particular account/market/product type.

For more information about configuring Account Defaults, refer to the TT User Setup help.

Tag #

Field name

Req’d

Comments

1

Account

Y

Order-routing account

Data type: String

440

ClearingAccount

C

Clearing account

Data type: String

Condition: Required if both of the following are true:

  • The TT Gateway receiving the order requires a clearing account (Give Up Member) ID.
  • TT User Setup does not specify a default Give Up Member value in the Account Defaults settings for the user.

For more information, see the TT User Setup help.

16102

FFT2

C

TT FFT2 field

Data type: String

Condition: Required if both of the following are true:

  • The TT Gateway receiving the order requires an FFT2 value.
  • TT User Setup does not specify a default FFT2 value in the Account Defaults settings for the user.

For more information, see the TT User Setup help.

16103

FFT3

C

TT FFT3 field

Data type: String

Condition: Required if both of the following are true:

  • The TT Gateway receiving the order requires an FFT3 value.
  • TT User Setup does not specify a default FFT3 value in the Account Defaults settings for the user.

For more information, see the TT User Setup help.

376

ComplianceID

C

ID representing the algorithm associated with the order, for compliance purposes

The ID must uniquely identify the algorithm in your environment that is sending the order. The string must contain a numeric value no greater than 16383.

Data type: String

Condition: Required when the associated exchange requires the tag

47 204

or 18205

Rule80A CustomerOrFirm

or TTAccountType
C

TT origin code

Data type: String

Required if both of the following are true:

  • The TT Gateway receiving the order requires an account type.
  • TT User Setup does not specify a default Account Type value in the Account Defaults settings for the user.

Additional Information:

When required, the message must include either the combination of Tags 47 (Rule80A) and 204 (CustomerOrFirm) or Tag 18205 (TTAccountType), as follows:

  • First Agent Account (A1): Set 47=A and 204=0, or set 18205=A1
  • Second Agent Account (A2): Set 47=A and 204=1, or set 18205=A2
  • Third Agent Account (A3): Set 47=A and 204=2, or set 18205=A3
  • Fourth Agent Account (A4): Set 47=A and 204=3, or set 18205=A4.
  • Fifth Agent Account (A5): Set 47=A and 204=4, or set 18205=A5.
  • Sixth Agent Account (A6): Set 47=A and 204=5, or set 18205=A6.
  • Seventh Agent Account (A7): Set 47=A and 204=6, or set 18205=A7.
  • Eighth Agent Account (A8): Set 47=A and 204=7, or set 18205=A8.
  • Ninth Agent Account (A9): Set 47=A and 204=8, or set 18205=A9.
  • Pre-Designated Give-up Trade (G1): Set 47=W and 204=0, or set 18205=G1
  • Designated Give-up Trade/Automatic Allocation (G2): Set 47=W and 204=1, or set 18205=G2
  • Give-up System Allocation (G3): Set 47=W and 204=2, or set 18205=G3
  • First Market Maker Account (M1): Set 47=E and 204=0, or set 18205=M1
  • Second Market Maker Account (M2): Set 47=E and 204=1, or set 18205=M2
  • Market Maker/Give-up or System Allocation (M3): Set 447=E and 204=2, or set 18205=M3
  • First Principal Account (P1): Set 47=P and 204=0, or set 18205=P1
  • Second Principal Account (P2): Set 47=P and 204=1, or set 18205=P2
  • House/Give-up or System Allocation (P3): Set 47=P and 204=2, or set 18205=P3
  • Unallocated (U1): Set 47=0 and 204=0, or set 18205=U1 (For orders that have not been allocated to a customer account or where allocation is a middle/back office function)
  • Unallocated/Automatic (U2): Set 47=0 and 204=1, or set 18205=U2
  • Unallocated/System (U3 ): Set 47=0 and 204=2, or set 18205=U3

For more information, see the TT User Setup help.

Tags in messages sent from TT FIX Adapter to FIX clients

The TT FIX Adapter uses the global FIX session settings in the configuration to determine which TT fields to include in the FIX tags of the Trader Component Block in message sent from TT FIX Adapter to FIX clients.

Tag #

Field name

Req’d

Comments

1

Account

C

Order-routing account. The value matches the Tag 1 (Account) in the corresponding request.

Data type: String

Condition:

  • Sent in Execution Report (8) messages, except for those in response to an Order Status Request (H) where no matching orders can be found.
  • Sent in Position Report (UAP) messages only when Tag 16727 (TotalNumPosReports) > 0 and Tag 16724 (PosReqType) = 0 (positions), 1 (trades), 5 (manual fills), or 6 (detailed SODs).

440

ClearingAccount

C

Clearing account

Data type: String

Condition: Sent when the tag contains a value.

16102

FFT2

C

TT FFT2 field

Data type: String

Condition: Sent when the tag contains a value.

16103

FFT3

C

TT FFT3 field

Data type: String

Condition: Sent when the tag contains a value.

376

ComplianceID

C

ID representing the algorithm associated with the order, for compliance purposes

For order-routing FIX sessions, the value contains the internal ID the FIX client sent to identify the algorithm when submitting the order. For drop-copy FIX sessions, the value contains the fully-qualified ID that TT FIX Adapter sent to the exchange.

Data type: String

Condition: Sent when provided by the exchange

47 204

or 18205

Rule80A CustomerOrFirm

or TTAccountType
C

TT origin code

Data type: String

Based on the value of the Send Account Type As option in the Global FIX session settings in the configuration:

  • Tags 47 and 204. Sends Tags 47 (Rule80A) and 204 (CustomerOrFirm), but not Tag 18205 (TTAccountType).
  • Tag 18205. Sends Tag 18205 (TTAccountType), not Tag 47 (Rule80A) or Tag 204 (CustomerOrFirm).
  • Don’t Send. Sends none of these tags.

Additional Information:

When sent, the message must include either the combination of Tags 47 (Rule80A) and 204 (CustomerOrFirm) or Tag 18205 (TTAccountType), as follows:

  • First Agent Account (A1): Set 47=A and 204=0, or set 18205=A1
  • Second Agent Account (A2): Set 47=A and 204=1, or set 18205=A2
  • Third Agent Account (A3): Set 47=A and 204=2, or set 18205=A3
  • Fourth Agent Account (A4): Set 47=A and 204=3, or set 18205=A4
  • Fifth Agent Account (A5): Set 47=A and 204=4, or set 18205=A5
  • Sixth Agent Account (A6): Set 47=A and 204=5, or set 18205=A6
  • Seventh Agent Account (A7): Set 47=A and 204=6, or set 18205=A7
  • Eighth Agent Account (A8): Set 47=A and 204=7, or set 18205=A8
  • Ninth Agent Account (A9): Set 47=A and 204=8, or set 18205=A9
  • Pre-Designated Give-up Trade (G1): Set 47=W and 204=0, or set 18205=G1
  • Designated Give-up Trade/Automatic Allocation (G2): Set 47=W and 204=1, or set 18205=G2
  • Give-up System Allocation (G3): Set 47=W and 204=2, or set 18205=G3
  • First Market Maker Account (M1): Set 47=E and 204=0, or set 18205=M1
  • Second Market Maker Account (m2): Set 47=E and 204=1, or set 18205=M2
  • Market Maker/Give-up or System Allocation (M3): Set 447=E and 204=2, or set 18205=M3
  • First Principal Account (P1): Set 47=P and 204=0, or set 18205=P1
  • Second Principal Account (P2): Set 47=P and 204=1, or set 18205=P2
  • House/Give-up or System Allocation (P3): Set 47=P and 204=2, or set 18205=P3
  • Unallocated (U1): Set 47=0 and 204=0, or set 18205=U1 (For orders that have not been allocated to a customer account or where allocation is a middle/back office function)
  • Unallocated/Automatic (U1): Set 47=0 and 204=1, or set 18205=U2
  • Unallocated/System (U3 ): Set 47=0 and 204=2, or set 18205=U3

For more information about the Global FIX session options, see the TT FIX Adapter System Administration Manual.

10553

TTUsername

C

TT Universal Login ID

Data type: String

Condition: Sent only if the user who routed the order was logged in with a TT Universal Login ID.