Without goig to my boat, which will be tomorrow, the only one which I know appears on my wireless remote for my Raymarine Tiller Pilot is XTE. However the tiller pilot screen does show something like 4 different items of data.
The most important thing it needs is the cross-track-error which (if you're using NMEA) it can get from a variety of sentences, the most likely being APB, RMB or XTE.
It's also beneficial to have the bearing-to-waypoint information. Without this you need to make sure you're already on course to the wp before you initiate track following. In NMEA this can also be provided by a variety of sentences. The most likely are APB, BWC or RMB.