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FIX Adapter Reference

Application message categories

Application message categories

TT FIX Adapter supports the following subset of the application messages categories defined in the FIX 4.2 specification:

  • Pre-trade messages
  • Trade-related messages
  • Post-trade messages
  • Other messages

Pre-trade messages

FIX clients use pre-trade messages to gather information that helps determine whether to proceed with trading an instrument. TT FIX Adapter supports the following pre-trade messages:

  • Market Data Request (V)
  • Market Data Request Reject (Y)
  • Market Data Incremental Refresh (X)
  • Market Data Snapshot Full Refresh (W)
  • Security Definition Request (c)
  • Security Definition (d)
  • Security Status Request (e)
  • Security Status (f)

Trade-related messages

TT FIX Adapter and FIX clients use trade-related messages to submit new orders, manage working orders, and report fills. TT FIX Adapter supports the following trade-related messages:

  • Execution Report (8)
  • New Order Single (D)
  • Order Cancel Reject (9)
  • Order Cancel Replace Request (G)
  • Order Cancel Request (F)
  • Order Status Request (H)

Post-trade messages

TT FIX Adapter and FIX clients use post-trade messages to communicate position information. TT FIX Adapter supports the following post-trade messages:

  • Position Report (UAP)
  • Request For Position (UAN)

Other messages

TT FIX Adapter supports the following messages that don’t directly involve security trading:

  • Business Message Reject (j)
  • Gateway Status Request (UAR)
  • Gateway Status (UAT)