FIX Adapter Reference Documentation
- 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
Types of development environments
In order of most recommended to least recommended, TT recommends that you write to the TT FIX Adapter using one of the following environments:
- Exchange simulation
- TT simulation
The following table describes these environments.
In a simulation environment, the TT Gateway connects to the exchange’s simulation environment. Because you have access to the exchange’s actual behavior and complete safety from a production environment, TT recommends using this environment to develop your TT FIX client.
If you cannot access the exchange’s simulation environment, TT recommends that you connect the TT FIX Adapter to a TTSIM Gateway instead.
In a production environment, the TT Gateway connects to the exchange’s production environment. Because of the direct connection into the production environment and dangers associated with such a connection, TT discourages development in this sort of environment.
For information about setting up a TT Gateway in Production or Simulation mode, refer to Configuring Guardian’s Mode and to the help for the specific TT Gateway you want to deploy.
For information on setting up a TTSIM Gateway, refer to Administrating TT SIM.
QuickFIX FIX 4.2 Data Dictionary
QuickFIX is a free and open source implementation of the FIX protocol. It is located at http://www.quickfixengine.org/. The QuickFIX distribution contains a default XML data dictionary for each version of FIX used to validate FIX messages, named FIX40.xml, FIX41.xml, FIX42.xml, etc.
The QuickFIX Data Dictionary for TT FIX Adapter is a tailored version of the QuickFIX FIX 4.2 default data dictionary ("FIX42.xml"). It is intended to provide those users of the QuickFIX FIX Engine who want to connect to TT FIX Adapter with a complete set of the required validation rules, thereby minimizing project initiation time.
TT stores the QuickFIX Data Dictionary in the TT FIX Adapter distribution in <root_drive>:ttfixadapter/FIX42.xml.