Trading Technologies Trade Connector

Features

fix-ttConnector Key

Instruments

EQUITYOPTIONFUTURESYNTHETIC

Request Types

SUBMITCANCELREPLACE

Order Types

MARKETLIMITSTOPSTOP_LIMITMARKET_ON_CLOSELIMIT_ON_CLOSE

Time In Force

DAYGTCAT_THE_OPENINGIOCFOKGTDAT_THE_CLOSE

Order ID Mapper

COMPOSITE

✓

Order Status Request

✗

Cancel On Disconnect

✗

Commission

✗

Post Only

✗

Fast Cancel

✗

Fast Replace

Notes

Useful Links

• TT FIX Documentation
• Parties Group
• Order Attributes Group
• MIFID II FIX Spec

Order Status

Order Status Request is supported for open orders only. Requesting status for a completed order results in a FIX Execution Report with ExecType=REJECT and OrdRejReason=UNKNOWN ORDER, which is logged as an error.

How To

Add <Parties Group> entries via order attribute

https://library.tradingtechnologies.com/tt-fix/order-routing/Msg_NewOrderSingle_D.html#partiesTags

Custom Tag	Value Example
8453	448=EMAKER|452=122|2376=24|447=P|448=DMAKER|452=12

Add <OrderAttributesGrp> entries via order attribute

https://library.tradingtechnologies.com/tt-fix/order-routing/Msg_NewOrderSingle_D.html#orderAttributesGroup

Custom Tag	Value Example
8593	2594=4|2595=N

Symbology

Instruments are identified by Instrument ID and Security Exchange. The Instrument ID maps to the Broker Symbol in the security metadata stream. Available instruments: pds-ext-uat-cert.trade.tt/me

Security Metadata stream fields

Name	Description
ttSecurityExchange	Name of the market where the instrument trades.
ttSymbol	ID of the instrument

Sequence reset schedule depends on FX session configuration in the TT portal.

If Session Reset is not configured, a reset occurs on Saturday at 22:00:00 UTC.

Configuration

Connector settings

Parameter	Default Value	Description
targetSubId		targetSubId(57) - Unique ID for the message receiver. Condition: If the Target Sub Id field has a value for the FIX Session in Setup, you must supply that value is this tag for a Logon (A) message.
senderSubId		SenderSubID(50) - Unique ID for the message sender. For order routing messages, this tag overrides the exchange Operator ID configured in Setup.
senderLocationId		SenderLocationID(142) - Trader location.
onBehalfOfSubId		OnBehalfOfSubID(116) - New tag for TT Unique Trader ID. The value maps to the Alias field configured for a user in Setup. Condition: Required when multiple users are associated with the account.
account		Account(1) - Order-routing account. Condition: Required for New Order Single (D) and Order Cancel/Replace Request (G) messages.
companyId		CompanyID(18221) TT-defined name of the firm that sends messages to the exchange
brokerId		BrokerID(18220) TT-defined short code for the broker
password		RawData(96) - The value must match the logon password for the FIX session. TT FIX does not include this tag in its responses.
parties.partyIdSource		PartyIDSource(447) - Identifies class or source of the PartyID (448) value.
parties.partyRoleQualifier		PartyRoleQualifier(2376) - Qualifies the PartyRole (tag 452) supplied for this PartyID (tag 448).
parties.partyId		PartyID(448) - Party identifier code.
parties.partyRole		PartyRole(452) - Type or role of PartyID.
orderAttributes.orderAttributeType		OrderAttributeType(2594) - Type of order attribute. Valid values: 2: Liquidity provision activity order, 3: Commodity Derivative Indicator (risk reduction) order, 4: Algorithmic order
orderAttributes.orderAttributeValue		OrderAttributeValue(2595) - Value of order attribute. Valid values: true/false
extraTags.tag		Tag ID. (Integer)
extraTags.value		Tag Value. (String)

Supported order attributes

Key	Description
6001, 1	Account(1) - Order-routing account
6050, 50	SenderSubID(50) - Unique ID for the message sender.
6116, 116	OnBehalfOfSubID(116) - New tag for TT Unique Trader ID
6142, 142	SenderLocationID(142) - Trader location.
6207, 207	SecurityExchange(207) - Target exchange code

Config sample

connectors {
    TT : ${template.connector.fix.tt} {
        settings {
            host = "<HOST>"
            port = <PORT>

            senderCompId = "<SENDER_COMP_ID>"
            targetCompId = "<TARGET_COMP_ID>"
            onBehalfOfSubID = "<ON_BEHALF_OF_SUB_ID>"
            account = "<ACCOUNT>"

            password = "<PASSWORD>"

            # Extra MIFID tags example
            extraTags = [
                {
                    tag = 376 // ComplianceID
                    value = "ALGO_ID"
                },
                {
                    tag = 851 // LastLiquidityIndicator
                    value = "1"
                }
            ]

            parties = [
                {
                    partyId = "<PARTY_ID>"
                    partyRole = "<PARTY_ROLE>"
                    partyIdSource = "<PARTY_ID_SOURCE>"
                    partyRoleQualifier = "<PARTY_ROLE_QUALIFIER>"
                }
            ]

            # https://library.tradingtechnologies.com/tt-fix/general/Group_OrderAttributesGrp.html#tag2593
            orderAttributes = [
                {
                    orderAttributeType = 2
                    orderAttributeValue = true
                }
            ]
        }
    }
}