In the FIX examples below, we will be highlighting the different ID sources that can be used when routing orders on our new TT platform. The information for the instrument ID Sources, can be obtained from our TT FIX security definitions. More information on those defintions can be found here.
Helpful notes for changes specific to TT FIX order routing
- All order routing formats now support 207 or 100 as a destination
- Security by Name format now allows maturity to be tags 541 or 200
- Tag 116 (OnBehalfSubID) is now required for all formats
- Cancel on Disconnect functionality supported on day orders
- Routing by Order ID (tag 22) is now supported by multiple sources
ICE - BRN (Fut) by SecurityID using RIC tag 48
8=FIX.4.2|9=115|35=D|49=jerome|56=FFO|34=74|52=20181010-20:50:16|11=46526609|22=5|48=LCOZ8|55=BRN|54=1|40=1|38=4|1=013|116=jhayes3|10=178|CME - ZN (Fut) by Security Nameusing Symbol tag 55
8=FIX.4.2|9=159|35=D|49=jerome|56=FFO|34=95|52=20181010-20:59:24|11=46526611|207=CME|167=FUT|200=201812|55=ZN|54=1|40=2|44=117.8125|38=1|1=jeromedc|116=jhayes3|10=165|
MX - BAX (Spread) by Security Nameusing repeating group tag 555
8=FIX.4.2|9=245|35=D|49=jerome|56=FFO|34=334|52=20181011-18:47:32|11=72546955|21=1|55=BAX|54=2|40=2|44=.5|38=1|1=jeromedc|116=jhayes3|207=MX|167=MLEG|762=Calendar|555=2|600=BAX|609=FUT|610=201812|616=MX|624=1|623=1|600=BAX|609=FUT|610=201903|616=MX|624=2|623=1|10=056|ASX - IR(Opt) by SecurityID using RIC 22 & MIC 100
8=FIX.4.2|9=142|35=D|49=jerome|56=FFO|34=212|52=20181011-17:52:42|11=72546943|55=IR|22=5|48=2YBA96750L9|100=XSFE|54=1|40=2|44=.02|38=5|1=jeromedc|116=jhayes3|10=191|
SGX - CN(Fut) by AltSecIDGrp using Alias tag 455
8=FIX.4.2|9=164|35=D|49=jerome|56=FFO|34=251|52=20181011-18:09:31|11=72546948|21=1|54=1|40=2|44=10832.5|38=7|1=jeromedc|55=CN|454=1|455=CN Nov18|456=97|207=SGX|167=FUT|116=jhayes3|10=089|CME - RTY(Fut) by AltSecIDGrp using Name tag 455
8=FIX.4.2|9=161|35=D|49=jerome|56=FFO|34=449|52=20181011-19:39:08|11=72546967|21=1|54=1|40=2|44=166450|38=7|1=jeromedc|55=RTY|454=1|455=RTYZ8|456=98|207=CME|167=FUT|116=jhayes3|10=211|
CFE - VX (Spread) by SecurityID using TT SecurityID tag 48
8=FIX.4.2|9=143|35=D|49=jerome|56=FFO|34=506|52=20181011-20:05:41|11=72546971|55=VX|48=6364535832118383063|54=2|40=2|44=1.05|38=4|1=jeromedc|116=jhayes3|528=P|10=150
TOCOM - GOLD (Opt) by SecurityID using Exchange Security ID tag 455
8=FIX.4.2|9=169|35=D|49=jerome|56=FFO|34=23|52=20181011-20:40:35|11=72546976|21=1|54=1|40=2|44=166450|38=7|1=jeromedc|55=GOLD|22=8|48=2CAL_GOLD_190225_2850|100=XTKT|167=FUT|116=jhayes3|10=040|
Eurex - FDAX (Spread) by AltSecIDGrp using RIC tag 455
8=FIX.4.2|9=181|35=D|49=jerome|56=FFO|34=185|52=20181012-16:29:02|11=1765688104|21=1|54=1|40=2|44=-.11|38=7|1=jeromedc|55=FGBL|454=1|455=FGBLZ8-H9|456=5|207=Eurex|116=jhayes3|432=20181015|99=407.2|10=215|
Contributors
22 People are following this .
