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FIX Adapter Reference Documentation

OM Gateway Notes

Supported OM Gateways

TT FIX Adapter supports the following OM platform Gateways:

  • BrokerTec
  • OSE
  • SGX

How TT FIX Adapter handles corrected fills

The various OM Gateways often send two fill records for each fill.

  1. When an order receives a fill, the OM Gateways send the initial fill message to the TT FIX Adapter, which immediately sends FIX clients an Execution Report (8) message.
  2. If the initial fill omits some of the data used during the clearing process that was not immediately available, the OM Gateways send a second fill message to the TT FIX Adapter. If the Send Fill Updates option is selected in FACT, the TT FIX Adapter then sends the FIX clients an Execution Report (8) message representing the updated fill.

    The second Execution Report (8) message can include any of the following tags:

    • Tag 40 (OrdType)
    • Tag 44 (Price)
    • Tag 59 (TimeInForce)
    • Tag 60 (TransactTime)
    • Tag 75 (TradeDate)
    • Tag 77 (OpenClose)
    • Tag 99 (StopPx)
    • Tag 440 (ClearingAccount)
    • Tag 10527 (SecondaryExecID)
    • Tag 16102 (FFT2)