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FIX Adapter Reference

Order status

Overview

These examples show how TT FIX Adapter responds to an Order Status Request (H) message in the following scenarios:

Request an order book download

In this conversation, a FIX client sends an Order Status Request (H) message to TT FIX Adapter. Because the message omits Tags 11 (ClOrdID) and 37 (OrderID), TT FIX Adapter treats it as a request for an order book download.

Request:

8=FIX.4.2‡9=56‡‡34=1548‡49=REMOTE‡52=20120328-21:12:06‡ 56=TT_ORDER‡10=013‡

TT FIX Adapter responds with an Execution Report (8) for each working order visible to the FIX client. In this example, Tag 16728 (TotalNumOrders) indicates the order book contains 33 working orders. However, the example shows the report for only the first order.

Response:

8=FIX.4.2‡9=00390‡35=8‡49=TT_ORDER‡56=REMOTE‡50=TTORDPS001001‡57=NONE ‡34=1577‡52=20120328-21:12:06.429‡55=ES‡48=ES01120300000000NN‡ 10455=MAR12‡167=FUT‡207=CME‡15=USD‡1=ps001001‡47=A‡204=0‡10553=TRADERA‡18203=CME‡37=022XZA016‡17=022XZA016:2‡58=Order Book Download‡ 198=1300913‡200=201203‡151=8‡14=2‡16728=33‡54=1‡40=2‡77=O‡59=0‡11028=Y‡150=D‡20=3‡39=1‡442=1‡378=4‡44=50‡38=10‡6=50‡60=20120328-21:12:06.429‡ 10=205‡

Request a filtered order book download

In this conversation, a FIX client sends an Order Status Request (H) message to TT FIX Adapter. Because the message omits Tags 11 (ClOrdID) and 37 (OrderID), TT FIX Adapter treats it as a request for an order book download. However, in this example, the request uses Tag 1 (Account) to return only orders for a single account ID.

Request:

8=FIX.4.2‡9=56‡35=H‡34=1548‡1=ps001001‡49=REMOTE‡52=20120328-21:12:06‡ 56=TT_ORDER‡10=013‡

TT FIX Adapter responds with an Execution Report (8) for each working order visible to the FIX client where the account is ps001001. In this example, Tag 16728 (TotalNumOrders) indicates the order book for this account contains 30 working orders. However, the example shows the report for only the first order.

Response:

8=FIX.4.2‡9=00390‡35=8‡49=TT_ORDER‡56=REMOTE‡50=TTORDPS001001‡57=NONE‡ 34=1577‡52=20120328-21:12:06.429‡55=ES‡48=ES01120300000000NN‡ 10455=MAR12‡167=FUT‡207=TTSIM‡15=USD‡1=ps001001‡47=A‡204=0‡ 10553=TRADERA‡18203=CME‡37=022XZA016‡17=022XZA016:2‡ 58=Order Book Download‡198=1300913‡200=201203‡151=8‡14=2‡16728=30‡54=1‡ 40=2‡77=O‡59=0‡11028=Y‡150=D‡20=3‡39=1‡442=1‡378=4‡44=50‡38=10‡6=50‡ 60=20120328-21:12:06.429‡10=205‡

Request order status with no orders in the market

In this conversation, a FIX client sends an Order Status Request (H) message to TT FIX Adapter. Because the message omits Tags 11 (ClOrdID) and 37 (OrderID), TT FIX Adapter treats it as a request for an order book download.

Request:

8=FIX.4.2‡9=56‡35=H‡34=1543‡49=REMOTE‡52=20120328-21:07:59‡56=TT_ORDER‡10=020‡

In this example, the FIX client has no working orders, so TT FIX Adapter responds with an Execution Report (8) with Tag 150 (ExecType)=8 and Tag 16728 (TotalNumOrders)=0.

Response:

8=FIX.4.2‡9=00390‡‡49=TT_ORDER‡56=REMOTE‡50=TTORDPS001001‡ 57=NONE‡34=1572‡52=20120328-21:07:59.930‡55=ES‡48=ES01120300000000NN‡ 10455=MAR12‡167=FUT‡207=TTSIM‡15=USD‡1=ps001001‡47=A‡204=0‡ 10553=REMOTE‡18203=TTSIM‡37=022XZA016‡17=022XZA016:1‡ 58=Order Book Download‡198=1300913‡200=201203‡151=8‡14=2‡16728=1‡ 54=1‡40=2‡77=O‡59=0‡11028=Y‡150=D‡20=3‡39=1‡442=1‡378=4‡44=50‡38=10‡ 6=50‡60=20120328-21:07:59.930‡10=217‡