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FIX Adapter Reference

About Pre-trade Messages

Overview

Pre-trade messages allow you to retrieve information about securities and market conditions that traders need before deciding whether to submit orders.

Supported Messages

The following table describes the pre-trade FIX messages that TT FIX Adapter currently supports. The Direction column uses the following convention: FC = FIX Client, FA = FIX Adapter.

MessageDirectionPurpose

Market Data Request (V)

FC to FA

Used to request or manage subscriptions for market data

Market Data Request Reject (Y)

FA to FC

Used to send the reason for rejecting a market data request

Market Data - Incremental Refresh (X)

FA to FC

Used to send updated market data for an instrument

Market Data Snapshot/Full Refresh (W)

FA to FC

Used to return a snapshot of market prices

Security Definition Request (c)

FC to FA

Used to request contract information

Security Definition (d)

FA to FC

Used to send contract information in response to a security definition request

Security Status Request (e)

FC to FA

Used to request the status of a product

Security Status (f)

FA to FC

Used to return the current trading status of a security

FIX messages and configuration types

The following table shows the FIX messages that each type of TT FIX Adapter configuration can exchange with FIX clients

Use caseDrop CopyOrder Routing
Session typePriceOrderPriceOrder

Market Data Request (V)

YesNoYesNo

Market Data Request Reject (Y)

YesNoYesNo

Market Data - Incremental Refresh (X)

YesNoYesNo

Market Data Snapshot/Full Refresh (W)

YesNoYesNo

Security Definition Request (c)

YesYesYesYes

Security Definition (d)

YesYesYesYes

Security Status Request (e)

YesNoYesNo

Security Status (f)

YesNoYesNo