FIX Drop Port Attributes
Unless specified, both types of FIX Drop ports can be configured with the following features:
| Attribute | Default | Description |
|---|---|---|
| Symbology | Cboe | Support for Cboe, CMS or CQS. |
| Send Trade Breaks | No | Enables Trade Cancel/Correct messages (35=UCC). Please note that enabling these messages on Order by Order FIX Drop port will be dependent on enabling Trade Cancel/Correct messages on corresponding BOE and/or FIX order entry ports. |
| Unique Wash Execution Ids | No | Appends a ‘.B’ or ‘.S’ to ExecID (17) on all trades. |
| Concatenate CompId and SubId | No | Requires all FIX traffic to contain concatenated (combined) CompId and SubIds. |
| Send OrigCompID/OrigSubID | No | Send OrigCompID (9688) and OrigSubID (9689). |
| Send Account | No | Send Account (1). |
| Copy ClearingFirm to Account | No | Set Account (1) equal to ClearingFirm (439). |
| Send OrdType | No | Send OrdType (40). Standard FIX Drop only. Order by Order FIX Drop will receive FIX Tag 40 based on FIX order entry port attribute "Echo Tag 40 on Ack". |
| Send Capacity | No | Send OrderCapacity (47). Standard FIX Drop only. Order by Order FIX Drop receives this field by default. |
| Send Routing Instructions | No |
|
| Send Risk Threshold Breach Notifications | No | Standard FIX Drop Only. Send Risk Warning Threshold (35=RT) messages. |
| Microsecond Timestamp Granularity | No | Display microsecond level timestamp granularity for TransactTime (60), OrigTime (42) and SendingTime (52). These tags default to millisecond or second granularity. |
| Send Nanoseconds | No | Display nanosecond level timestamp granularity for TransactTime (60), and OrigTime (42), and SendingTime (52). If send nanoseconds and microseconds are both selected, nanoseconds will override. |