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FIX Adapter Reference

X_TRADER ASP Orders

Overview

These examples show how TT FIX Adapter processes orders in the TT X_TRADER ASP environment:

X_TRADER ASP Order Submitted, Changed, and Canceled

This conversation shows how FIX client applications specify the broker on new orders in the TT X_TRADER ASP environment. In this conversation, the FIX client from Company A sends a New Order Single (D) message via TT FIX Adapter to Broker B, which has a broker short code of "BRB" in Tag 18220 (TTBrokerID).

Request:

8=FIX.4.2‡9=179‡35=D‡34=8‡49=REMOTE‡52=20130102-17:14:34‡56=TT_ORDER‡ 1=ns001001‡11=343065582‡38=10‡40=2‡21=344=144325‡47=A‡54=1‡55=ES‡ 60=20051205-09:11:59‡200=201306‡167=FUT‡204=0‡207=CME‡ 18220=BRB‡10=049‡

TT FIX Adapter responds with an Execution Report (8) message confirming the order. Notice that tag Tag 18220 (TTBrokerID) is populated with "BRB", and tag Tag 18221 (TTCompanyID) is provided with Company A's short code of "COA"

Response:

8=FIX.4.2‡9=00397‡35=8‡49=TT_ORDER‡56=REMOTE‡50=TTORDNS001001‡57=NONE‡ 34=9‡52=20130102-17:14:34.384‡55=ES‡48=00A0FN00ESZ‡ 10455=ESM3‡167=FUT‡207=CME‡15=USD‡1=ns001001‡47=A‡204=0‡ 10553=REMOTE‡18220=BRB18221=COA‡11=343065582‡18203=CME-Q‡16142=US,IL�‡ 18216=V00004‡37=0G00YB002‡17=0G00YB002:0�‡198=KH‡200=201306‡151=10‡ 14=0‡54=1‡40=2‡77=O‡59=0‡11028=N‡150=0‡20=0‡39=0‡442=1‡44=14432538=10‡6=0‡60=20130102-17:14:34.325‡10=092‡

Next, the FIX client sends an Order Cancel Replace Request (G) message to change the price of the working order to 144300. Notice that Tag 18220 (TTBrokerID) does not need to be provided on the Order Cancel Replace Request (G) message (however, if it is provided, the value must match that of the working order):

Request:

8=FIX.4.2‡9=183‡35=G‡34=10‡49=REMOTE‡52=20130102-17:15:38�‡56=TT_ORDER‡ ���41=343065582‡�11=385193475‡�60=20051205-09:11:59‡207=CME‡167=FUT‡55=ES‡ 200=201306�‡1=ns001001‡47=A‡204=0‡44=14430038=10‡54=1‡40=2‡10=197‡

TT FIX Adapter responds with an Execution Report (8) message confirming the change. Again, Tag 18220 (TTBrokerID) and Tag 18221 (TTCompanyID) are provided.

Response:

8=FIX.4.2‡9=00411‡35=8‡49=TT_ORDER‡56=REMOTE‡50=TTORDNS001001‡57=NONE‡ 34=11‡52=20130102-17:15:38.583‡55=ES‡48=00A0FN00ESZ‡ 10455=ESM3‡167=FUT‡207=CME‡15=USD‡1=ns001001‡47=A‡204=0‡ 10553=REMOTE‡18220=BRB18221=COA‡11=385193475‡18203=CME-Q‡16142=US,IL�‡ 18216=V00004‡41=343065582‡37=0G00YB002‡17=0G00YB002:1�‡198=KI‡ 200=201306‡151=10‡14=0‡54=1‡40=2‡77=O‡59=0‡11028=N‡150=5‡20=0‡39=5‡ 442=1‡44=144300‡38=10‡6=0‡60=20130102-17:15:38.543‡10=010‡

Lastly, the FIX client sends an Order Cancel Request (F) message to delete the order.

Request:

8=FIX.4.2‡9=102‡35=F‡34=14‡49=REMOTE‡52=20130102-17:18:41�‡56=TT_ORDER‡ ���41=385193475‡�11=418347446�‡60=20051205-09:15:50�‡10=033‡

TT FIX Adapter responds with an Execution Report (8) message confirming the cancel.

Response:

8=FIX.4.2‡9=00410‡35=8‡49=TT_ORDER‡56=REMOTE‡50=TTORDNS001001‡57=NONE‡ 34=15‡52=20130102-17:18:41.900‡55=ES‡48=00A0FN00ESZ‡ 10455=ESM3‡167=FUT‡207=CME‡15=USD‡1=ns001001‡47=A‡204=0‡ 10553=REMOTE‡18220=BRB18221=COA‡11=418347446‡18203=CME-Q‡16142=US,IL�‡ 18216=V00004‡41=385193475‡37=0G00YB002‡17=0G00YB002:2�‡198=KI‡ �200=201306�‡151=0�‡14=0‡�54=1�‡40=2‡�77=O‡�59=0�‡11028=N�‡150=4‡�20=0�‡39=4‡� 442=1�‡44=144300‡�38=10‡�6=0�‡60=20130102-17:18:41.871�‡10=215‡

X_TRADER ASP Order Submitted and Filled

This conversation shows a FIX client submitting an order that gets filled in the TT X_TRADER ASP Environment. The FIX client from Company A sends a New Order Single (D) message via TT FIX Adapter to Broker B, which has a broker short code of "BRB" in Tag 18220 (TTBrokerID):

Request:

8=FIX.4.2‡9=180‡35=D‡34=17‡49=REMOTE‡52=20130102-17:20:53�‡56=TT_ORDER‡ 1=ns001001‡11=538261335‡38=10‡40=2‡44=144375‡47=A‡54=1‡55=ES‡ 60=20051205-09:11:59�200=201306‡167=FUT‡204=0‡207=CME‡18220=BRB‡10=092‡

TT FIX Adapter responds with an Execution Report (8) message confirming the order. Tag 18220 (TTBrokerID) and Tag 18221 (TTCompanyID) are provided.

Response:

8=FIX.4.2‡9=00398‡35=8‡49=TT_ORDER‡56=REMOTE‡50=TTORDNS001001‡57=NONE‡ 34=19‡52=20130102-17:20:53.911�‡55=ES‡48=00A0FN00ESZ‡ 10455=ESM3‡167=FUT‡207=CME‡15=USD‡1=ns001001‡47=A‡204=0‡ 10553=REMOTE‡18220=BRB18221=COA‡11=538261335‡18203=CME-Q‡16142=US,IL�‡ 18216=V00004‡37=0G00YB002‡17=0G00YB004:0�‡198=KR‡200=201306‡151=10‡ 14=0‡54=1‡40=2‡77=O‡59=0‡11028=N‡150=0‡20=0‡39=0‡442=1‡44=14437538=10‡6=0‡60=20130102-17:20:53.867‡10=092‡

Next, the working order gets filled, and TT FIX Adapter responds with an Execution Report (8) message confirming the fill. Again, Tag 18220 (TTBrokerID) and Tag 18221 (TTCompanyID) are provided.

Response:

8=FIX.4.2‡9=00520‡35=8‡49=TT_ORDER‡56=REMOTE‡50=TTORDNS001001‡57=NONE‡ 34=20‡52=20130102-17:20:54.145�55�‡48=00A0FN00ESZ‡10455=ESM3‡167=FUT‡ 207=CME‡15=USD‡1=ns001001‡47=A‡204=0‡10553=REMOTE‡18220=BRB18221=COA‡ 11=538261335‡375=CME‡000A18203=CME-Q‡16142=US,IL�‡18216=V00004‡ 37=0G00YB004‡17=k1xhkkiw32cw�‡58=Fill‡198=KR‡ 10527=71183:962574TN0000001�‡16018=mfyt00‡200=201306‡32=10‡151=014=10‡���75=20130102‡���54=1‡40=2‡77=O‡59=0‡11028=N‡150=2‡20=0‡39=2‡442=1‡ 44=14437538=10‡31=144375�‡6=144375‡60=20130102-17:20:53.867‡6038=20130102-17:20:53.832‡10=165‡