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FIX Adapter System Administration

(DC) Additional FIX Settings: Order Routing Responses – FIX Tags

Order Routing Responses - FIX Tags tab

The Order Routing Responses - FIX Tags tab contains options that determine which FIX tags TT FIX Adapter should include in responses to order requests.

Setting descriptions

The following table describes the settings for FIX tags used in order routing responses.

Field Name

Description

MGT Separator (Tag 50)

Single character to insert between MGT fields returned in Tag 50 (SenderSubId) of the Execution Report (8) or Position Report (UAP) message when the corresponding New Order Single (D), Order Cancel Request (F) or Order Cancel/Replace Request (G) message does not specify Tag 57 (TargetSubId).

Without this parameter, TT FIX Adapter returns <Member ID of terminal user><Group ID of terminal user><Trader ID of terminal user>. For example:

50=TTORDCP001002

If you set this parameter, TT FIX Adapter returns <Member ID of terminal user><separator><Group ID of terminal user><separator><Trader ID of terminal user><separator><Member ID of direct trader><separator><Group ID of direct trader><separator><Trader ID of direct trader>. For example:

50=TTORDCP_001_002_TTSIM_TE0_000

MGT Separator (Tag 50)

Single character to insert between MGT fields returned in Tag 50 (SenderSubId) of the Execution Report (8) or Position Report (UAP) message when the corresponding New Order Single (D), Order Cancel Request (F) or Order Cancel/Replace Request (G) message does not specify Tag 57 (TargetSubId).

Without this parameter, TT FIX Adapter returns <Member ID of terminal user><Group ID of terminal user><Trader ID of terminal user>. For example:

50=TTORDCP001002

If you set this parameter, TT FIX Adapter returns <Member ID of terminal user><separator><Group ID of terminal user><separator><Trader ID of terminal user><separator><Member ID of direct trader><separator><Group ID of direct trader><separator><Trader ID of direct trader>. For example:

50=TTORDCP_001_002_TTSIM_TE0_000

Send Security Legs

How to send leg information for strategy securities.

  • On: TT FIX Adapter sends strategy security leg information for Security Definition (d), Execution Report (8), and Position Report (UAP) messages. For Security Definition (d) it sends the strategy security. For Execution Report (8) and Position Report (UAP), it sends the strategy security legs the same as for Security Definition (d), except that it denotes Tag 54 (Side) as Tag 16624 (LegSide).
  • Off: TT FIX Adapter attaches strategy security legs only to Security Definition (d) messages. Execution Report (8) and Position Report (UAP) messages do not include strategy security leg information.

Default: Disabled

Send Unsolicited Change As New

Whether to represent unsolicited changes as new or replaced orders in an Execution Report (8) message:

  • On: Send as a new order, where Tag 39 (OrdStatus) = 0 and Tag 150 (ExecType) = D.
  • Off: Send as a replaced order, where Tag 39 (OrdStatus) = 5 and Tag 150 (ExecType) = D.

Default: Disabled

Send Expired Order Status

Whether to send expired order statuses (tags 39 (OrdStatus) = C (Expired) and 150 (ExecType) = C (Expired)) to the FIX client for orders from TT Gateways that support providing expired statuses.

  • On: TT FIX Adapter sends expired statuses instead of canceled statuses when they are provided by the TT Gateway.
  • Off:  TT FIX Adapter sends only canceled statuses.

Default: Disabled

Note: TT Chron schedule changes might be needed to ensure that FIX Adapter is up when the TT Gateway sends expired notifications. For more information, please consult the appropriate TT Gateway System Administration Manual.

Send Synthetic Order Properties

Whether to send additional FIX tags that provide specific details about non-staged synthetic orders to the FIX client.

  • On: TT FIX Adapter sends the additional order properties, when sent by a connected Synthetic SE server.
  • Off: TT FIX Adapter does not send the additional order properties for synthetic orders sent by a connected Synthetic SE server.

Default: Enabled

For more information about the synthetic order properties, see the TT FIX Adapter Reference Manual.

Send OrderAltID (Tag 16143)

Whether to send the order ID sent by the exchange to the TT Gateway.

  • On: TT FIX Adapter sends the exchange order ID.
  • Off: TT FIX Adapter does not send the exchange order ID.

Default: Disabled