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Bitmap field of eight Boolean type indicators reflecting the end of updates for a given CME Globex Event:

• Bit 0: (least significant bit) Last Trade Summary message for a given event
• Bit 1: Last electronic volume message for a given event
• Bit 2: Last customer order quote message for a given event
• Bit 3: Last statistic message for a given event
• Bit 4: Last implied quote message for a given event Note: EBS Market does not support implied functionality.
• Bit 5: Message resent during recovery
• Bit 6: Reserved for future use
• Bit 7: (most significant bit) Last message for a given event

• A=Add
• D=Delete
• M=Modify

Included in the message on the Incremental feed when a mid-week deletion or modification (i.e. extension) occurs.

Add represents Security Definition messages that are:

• Newly added during the current week
• Disseminated during the Sunday Startup period
• Resent by the system during the week

Modify represents modifications to a Security Definition

Delete represents deletions of a Security Definition

• 2=Trading Halt
• 4=Close            
• 17=Ready to trade (start of session)
• 18=Not available for trading
• 21=Pre Open  

• EBSC = EBS and eFix Markets

• XEBS = EBS Market for OFF SEF/ON-MTF NDFs

Currency used for settlement, which may be different from Local currency specified in Tag 1524 PriceQuoteCurrency.

Example - Local currency is different from SettlCurrency for NDF (always settle in USD).

Local (counter) currency.

For EUR/USD spot this field will contain USD.

• F=First In, First Out (FIFO)
• V=Institutional Prioritization
• P=Size Priority

• Y=User defined instrument
• N=Not a user defined instrument

• 5=Activation
• 7=Last eligible trade date

Tag 871-InstAttribType and tag 872-InstAttribValue function together where tag 871 indicates the type of value that the following tag 872 will contain.

Bitmap field of 32 Boolean type indicators:

• 0 (least significant bit): Electronic Match Eligible
• 1: Order Cross Eligible
• 2: Block Trade Eligible
• 3: EFP Eligible
• 4: EBF Eligible
• 5: EFS Eligible
• 6: EFR Eligible
• 7: OTC Eligible
• 8: iLink Mass Quoting Eligible
• 9: Negative Strike Eligible
• 10: Negative Price Eligible
• 11: Is Fractional (indicates product has fractional display price)
• 13: RFQ Cross Eligible
• 14: Zero Price Eligible
• 15: Decaying Product Eligibility
• 16: Variable Quantity Product Eligibility
• 17: DailyProduct Eligibility
• 18: GT Orders Eligibility (Previously Tag 827)
• 19: Implied Matching Eligibility (Previously tag 1144) Note: EBS Market does not support implied functionality.
• 21: Variable Cabinet Eligible
• 22: Inverted Book
• 23: All or None Instrument
• 24: SEFRegulated (1=ON-SEF, 0=OFF-SEF)
• 25: MTFRegulated (1=ON-MTF, 0=OFF-MTF)
• 26: eFixInstrument (1=eFix Instrument)

28-31 – Reserved for future use

• 2=minimum order entry quantity for an instrument
• 5=order quantity increment
• 6=minimum order size quantity that improves order priority for execution

If tag 1093-LotType=2, this value is minimum quantity accepted for order entry.

For FX contracts, if tag 1093-LotType=2, this value is a Regular Amount used as default order quantity on the Workstation screen.

If tag 1093-LotType=5, the 1231-MinLotSize is order quantity increment.  For example, if 1093-LotType=2 & 1231-MinLotSize orders may be entered in increments of 2.  Therefore, order sizes of 1, 3, 5, etc can be entered.

If tag 1093-LotType=6, the 1231-MinLotSize is the minimum order size quantity that improves order priority for execution