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FIX Adapter System Administration

(OR) Additional FIX Session 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

Send Account Type As

How to send the account type information. Possible values include:

  • Tags 47 and 204. Send the TT account type pieces separately in Tag 47 (Rule80A) and Tag 204 (CustomerOrFirm), as follows:
    • First Agent Account (A1): Set 47=A and 204=0.
    • Second Agent Account (A2): Set 47=A and 204=1.
    • Third Agent Account (A3): Set 47=A and 204=2.
    • Fourth Agent Account (A4): Set 47=A and 204=3, or set 18205=A4.
    • Fifth Agent Account (A5): Set 47=A and 204=4, or set 18205=A5.
    • Sixth Agent Account (A6): Set 47=A and 204=5, or set 18205=A6.
    • Seventh Agent Account (A7): Set 47=A and 204=6, or set 18205=A7.
    • Eighth Agent Account (A8): Set 47=A and 204=7, or set 18205=A8.
    • Ninth Agent Account (A9): Set 47=A and 204=8, or set 18205=A9.
    • Pre-Designated Give-up Trade (G1): Set 47=W and 204=0.
    • Designated Give-up Trade/Automatic Allocation (G2): Set 47=W and 204=1.
    • Give-up System Allocation (G3): Set 47=W and 204=2.
    • First Market Maker Account (M1): Set 47=E and 204=0.
    • Second Market Maker Account (M2): Set 47=E and 204=1.
    • Market Maker/Give-up or System Allocation (M3): Set 47=E and 204=2.
    • First Principal Account (P1): Set 47=P and 204=0.
    • Second Principal Account (P2): Set 47=P and 204=1.
    • House/Give-up or System Allocation (P3): Set 47=P and 204=2.
    • Unallocated (U1): Set 47=0 and 204=0. (For orders that have not been allocated to a customer account or where allocation is a middle/back office function).
    • Unallocated/Automatic (U2): Set 47=0 and 204=1.
    • Unallocated/System (U3): Set 47=0 and 204=2.
  • Tag 18205. Send the standard account type string in a single tag, Tag 18205 (TTAccountType), that contains the exact TT account type information. For example, it sends a First Agent Account as 18205=A1.
  • Don’t Send. Send no account type information.

Default: Tags 47 and 204

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.