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FIX Adapter Reference

Overview

Trade-related messages allow you to submit, modify, and cancel orders and to receive order acknowledgments.

Supported Messages

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

MessageDirectionPurpose

Execution Report (8)

FA to FC

Used to send order status information to a FIX client, such as confirmations, fills, and unsolicited changes

New Order - Single (D)

FC to FA

Used to submit a new order to TT FIX Adapter

Order Cancel Reject (9)

FA to FC

Used to reject an order cancel or cancel/replace request

Order Cancel/Replace Request (G)

FC to FA

Used to change an existing order

Order Cancel Request (F)

FC to FA

Used to cancel an order

Order Status Request (H)

FC to FA

Used to request status of orders

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

Execution Report (8)

NoYesNoYes

New Order - Single (D)

NoNoNoYes

Order Cancel Reject (9)

NoYesNoYes

Order Cancel/Replace Request (G)

NoNoNoYes

Order Cancel Request (F)

NoYesNoYes

Order Status Request (H)

NoNoNoYes