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FIX Adapter Reference

Request for Position (UAN)

Purpose

Used to request current positions from the TT FIX Adapter

Message Direction

From FIX client to TT FIX Adapter

Message Availability

Use CasePrice SessionOrder Session

Drop Copy

NoYes

Order Routing

NoYes

Supported Tags

Tag #Field NameReq’dComments
Component Block <Standard Header>

Y

35=UAN (MsgType)
1Account

C

Order-routing account

Data type: String

Condition: Use when you want to filter the results by account

16710PosReqId

Y

Unique ID for this request assigned by the FIX Client.

Data type: String

18220

TTBrokerID

C

The TT Broker ID. Valid values are the short codes for the brokers, which can be found in the company administration section of the TT User Setup client.

Data type: string

Default value: none

Condition: Use when you want to filter the results by TT Broker ID.  This tag is only available in the TT X_TRADER ASP environment.

18221

TTCompanyID

C

The TT Company ID for the buy side company. Valid values are the short codes for the buy-side companies, which can be found in the company administration section of the TT User Setup client.

Data type: string

Default value: none

Condition: Use when you want to filter the results by TT Company ID.  This tag is only available in the TT X_TRADER ASP environment.

16724PosReqType

Y

Type of position report to request. Valid values include:

  • 0: Positions
  • 1: Trades
  • 4: Start of Day (SOD)
  • 5: Manual Fill
  • 6: Detailed Start of Day (DSOD)

Data type: int

263SubscriptionRequestType

N

Type of request. Valid values include:

  • 0: Snapshot
  • 1: Snapshot plus updates (subscribe)
  • 2: Disable previous (unsubscribe)

Data type: char

Default: 0 for positions and fills (16724=0 or 16724=1); 1 for SODs, manual fills, and detailed SODs (16724=4, 16724=5, or 16724=6)

18213IncludeHistoricalFills

N

Whether to include historical fills in the corresponding position report. Possible values include Y and N.

Data type: char; Default: N

By default, a UAN message requests fills since the last trading session rollover. When 18213=Y, TT FIX Adapter will send all fills available from the Order Session FIX log files for the past three days.

Note: This tag is valid only for trades (16724=1). If you supply the tag for other values of Tag 16724 (PosReqType), TT FIX Adapter rejects the message.

Component Block <Standard Trailer>

Y

Message Notes

The Request For Position (UAN) message is used to request:

  • Positions
  • Trades (historical fills)
  • Start-of-Day (SOD) records
  • Manual fills
  • Detailed Start-of-Day (DSOD) records

TT FIX Adapter responds with a separate Position Report (UAP) message for each position, trade, SOD record, manual fill, or DSOD record, based the value of Tag 16724 (PosReqType).

Related Information

Execution Report (8)

Order Status Request (H)

Position Report (UAP)