For example, an instrument with SecurityType(167)="MLEG" might use this tag to specify the name of the option or futures strategy, such as "Calendar", "Vertical", or "Butterfly".. If TT FIX cannot fulfill a request for market data because the request contains an invalid instrument, it sends a Market Data Request Reject (Y) message... Sending a Message and Receiving a Response ¶. In order to send a FIX message to cServer you first need to establish a connection with the server. You can do this by creating a TcpClient. In our case we create two clients, since price quotation messages and trade messages are handled by different ports on the server.
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The following article provides information on making Market Data requests. Making Market Data Requests Ensure you are connected to a valid Security Definition/Market Data FIX session. You also need to be entitled for FIX Market Data on the exchange you want to subscribe to. Requesting a Snapshot Plus Updates With the SubscriptionRequestType tag, you can request a snapshot and optionally.. TT FIX Security Definition / Market Data Service enables traders with FIX-based client applications to: Receive information about instruments and market updates. Request and send contract information. Getting Started To begin creating an order routing client application using TT FIX, you will need to: Download the TT FIX 4.2 and 4.4 schemas. This schema summarizes the supported FIX messages.
