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FIX Adapter Reference

Message structure: message body

About the message body

The message body contains data specific to the particular message.

Common components in messages

Many messages share a common set of tags. For example, all of the order-related messages contain tags that identify the trader and trading account information. To help identify these shared components, TT FIX Adapter groups the shared tags into the following groups:

  • Instrument component block, which contains FIX tags that identify tradeable instruments
  • Underlying instrument component block, which contains FIX tags that identify legs of multi-leg instruments
  • Trader component block, which contains FIX tags that identify a trader and corresponding account information

Component differences between request and response

Component blocks can also differ based on the source of the message, whether a request from a FIX client or a response from TT FIX Adapter. For example, an instrument component block comprises FIX tags that fully define a product, including its identity, characteristics, and price data. When submitting a request, you need to include only enough tags in the instrument component block to identify uniquely the instrument. When TT FIX Adapter sends the response, it includes all of the tags - unlike the request which includes only enough tags to uniquely identify the instrument with the requested information.

Component blocks

Each FIX message can contain zero or more component blocks. The FIX Protocol uses the component blocks as a convenient way to group a set of FIX tags that might appear in multiple messages.

TT FIX Adapter supports the following component blocks in a message body:

  • Instrument component block for requests
  • Instrument component block for responses
  • Underlying instrument component block for requests
  • Underlying instrument component block for responses
  • Trader component block