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FIX Adapter Reference Documentation
- Introduction
- Software Design Considerations
-
About FIX Messages
- About the message structure
- Message structure: message header
- Message structure: message body
- Component block: Instrument (FIX clientrequest)
- Component block: Instrument (TT FIX Adapter response)
- Component block: Underlying instrument
- Component Block: Trader
- Component Block: Synthetic Order Properties
- Group: PartiesGrp
- Group: OrderAttributeGrp
- Understanding Account Defaults
- Account Defaults: Order Matching and Routing Examples
- Message structure: message footer
- Session Level Messages
- Application Level Messages
- Application Level Messages — Pre Trade
- Application Level Messages — Trade Related
- Application Level Messages — Post Trade
- Application Level Messages — Other
- FIX Message Conversations
- Enumerations And Codes
- Supported FIX Messages And Tags
- P&L Calculation Algorithm
- TT Gateway Specific Notes
Group: OrderAttributeGrp
Overview
The OrderAttributeGrp group is used to identify order-specific attributes.Supported tags
| Tag # | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| 2593 | OrderAttributeGrp | C |
Number of order attributes in the repeating group Data type: NumInGroup Condition: Required only if NumInGroup > 0. |
|
| 2594 | OrderAttributeType | C |
Type of order attribute Valid values include:
Data type: int Condition: Required when OrderAttributeGrp (2593) is greater than 0. Note: For MiFID II markets only, TT FIX will send default values when the group does not contain the following tag values:
|
|
| 2595 | OrderAttributeValue | C |
Value associated with the order attribute type in tag 2954 Valid values include Y for True/Yes and N for False/No Data type: String Condition: Required when OrderAttributeGrp (2593) is greater than 0. |
|