Try TT Now

FIX Adapter Reference

About application-level messages

Overview

Application-level messages represent business-purpose messages that TT FIX Adapter and FIX clients can exchange with each other. Application-level messages transmit information such as market data, gateway status, orders, and fills.

Supported messages

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

MessageDirectionDescription
Business Message Reject (j)FA to FC

Used to reject a FIX client request for non-session reasons

Execution Report (8)FA to FC

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

Gateway Status Request (UAR)FC to FA

Used to request status information and updates for TT Gateway servers

Gateway Status (UAT)FA to FC

Used to return status information for TT Gateway servers to FIX clients

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 Snapshot/Full Refresh (W)FA to FC

Used to return a snapshot of market prices

Market Data - Incremental Refresh (X)FA to FC

Used to send updated market data for an instrument

New Order - Single (D)FC to FAUsed to submit a new order to TT FIX Adapter
Order Cancel Request (F)FC to FA

Used to cancel an order

Order Cancel/Replace Request (G)FC to FA

Used to change an existing order

Order Status Request (H)FC to FA

Used to request status of orders

Order Cancel Reject (9)FA to FC

Used to reject an order cancel or cancel/replace request

Request for Position (UAN)FC to FA

Used to request current positions from the TT FIX Adapter

Position Report (UAP)FA to FC

Used to return position information

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
Business Message Reject (j)YesYesYesYes
Execution Report (8)NoYesNoYes
Gateway Status Request (UAR)YesYesYesYes*
Gateway Status (UAT)YesYesYesYes*
Market Data Request (V)YesNoYesNo
Market Data Request Reject (Y)YesNoYesNo
Market Data Snapshot/Full Refresh (W)YesNoYesNo
Market Data - Incremental Refresh (X)YesNoYesNo
New Order - Single (D)NoNoNoYes
Order Cancel Request (F)NoNoNoYes
Order Cancel/Replace Request (G)NoNoNoYes
Order Status Request (H)NoYesNoYes
Order Cancel Reject (9)NoNoNoYes
Request for Position (UAN)YesYes*YesYes*
Position Report (UAP)YesYes*YesYes*
Security Definition Request (c)YesYesYesYes
Security Definition (d)YesYesYesYes
Security Status Request (e)YesNoYesNo
Security Status (f)YesNoYesNo
* For persistent connections only. If the connection drops, TT FIX Adapter does not deliver responses to subscription requests, nor does it automatically re-subscribe for updates when the connection is restored.