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
What’s New in FIX Adapter 7.17.X?
Version 7.17.80 Enhancements
FIX Adapter 7.17.80 introduced the following enhancements:
- Added support for MiFID II regulations
Version 7.17.21 Enhancements
FIX Adapter 7.17.21 introduced the following enhancements:
- Added support for the London Stock Exchange Derivatives Market gateway
- Added the algo ID to the regulatory ID in Tag 16103 (FFT3) returned by the Eurex Gateway
Version 7.17.20 Enhancements
FIX Adapter 7.17.20 introduced the following enhancements:
- Added support for the NASDAQ OMX eSpeed and NASDAQ OMX EU gateways
- Added the value, 89: Committed, to Tag 10828 (TrdType) in Execution Report (8) and Position Report (UAP) messages
Version 7.17.10 Enhancements
FIX Adapter 7.17.10 introduced the following enhancements to support receiving order acknowledgments and fills for synthetic orders managed by a Synthetic SE server:
- Added 1: (Automated execution order, private, no Broker intervention) to the supported values for Tag 21 (HandlInst) in Execution Report (8) and Position Report (UAP) messages.
- Added the following tags to the Execution Report (8) message for synthetic
- Tag 16101 (SyntheticOrdStatus)
- Tag 16107 (StagedOrderLinkID)
- Tag 16108 (SyntheticOrdMod)
- Added a Synthetic Order Properties component block that contains
tags specific to synthetic order properties.
For more information about the this component block, see Component block: Synthetic Order Properties.
Version 7.17.1 Enhancements
FIX Adapter 7.17.1 added the following values to Tag 10828 (TrdType) in Execution Report (8) and Position Report (UAP) messages:
- 90: Exchange for Physical - Equity Index
- 91: Exchange for Physical - Fixed Income
- 92: Cross
- 93: One-Sided
Version 7.17.0 Enhancements
FIX Adapter 7.17 introduced the following enhancements:
- Updated requirements to note support only for TT ICE Gateway 7.14.1 or higher.
- Gateway Logins no longer need to be assigned to FIX Adapter Server users for FIX Adapters 7.17.0 or above. FIX Adapter logins to the TT Gateways will be automatically determined based on the Gateway Logins of all FIX clients that are assigned to that FIX Adapter server.
- FIX Adapter now supports dynamically adding accounts to Gateway Logins, Gateway Logins to FIX Client users, and FIX Client users to FIX Adapter Server users without requiring a restart of the TT FIX Adapter.
- Added Tag 18220 (TTBrokerID) and Tag 18221 (TTCompanyID) to the Execution Report (8), Request For Position (UAN), and Position Report (UAP) messages for X_TRADER ASP support.
- Added Tag 18220 (TTBrokerID) to the New Order Single (D), and Order Cancel Replace Request (G) messages for X_TRADER ASP support.
Version 7.17.0 Removed Features
FIX Adapter 7.17 removed the following features:
- Removed support for Tag 16899 (MarginExcess).
- Removed support for the EBS Gateway. This included removing:
- Tag 63 (SettlType)
- Tag 10541 (FixingDate)
- Tag 16487 (MDEntrySizeType)
- Tag 16488 (AggressorSide)
- Support for u, v, w, x, y, and z from Tag 269 (MDEntryType)
- Support for FXNDF from Tag 167 (SecurityType) and Tag 310 (UnderlyingSecurityType)