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- Tag 37-OrderID - assigned when the order is accepted.
- Tag 17-ExecID - identifier for the Execution Report.
Tag 37711-MDTradeEntryID - common trade identifier
GCC Trade Cancellation
If CME Global Command Center (GCC) cancels a trade, the client application receives an Execution Report – Trade Cancellation (MsgType = 8) containing the following tags:
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- Tag 151-LeavesQty is not returned in the Execution Report - Trade Cancellation Notice.
Spread Trade Cancellation
When a spread trade is cancelled, CME Globex sends the Execution Report - Trade Cancellation message (tag 35-MsgType=8, tag 39-OrdStatus=H) for both spread and legs. Client systems can correlate tag 527-SecondaryExecID for multiple Trade Cancellation Execution Reports. The following diagram shows the tag value relationship throughout a spread order chain which culminates in a trade cancellation.
- When a spread trade is cancelled, trade cancellation for the spread is communicated to the customer via iLink and MDP 3.0 messages.
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