Name | Abbr | Datatype | Description | Enumerations |
|---|
MsgType | MsgTyp
| String | (Always unencrypted, must be third field in message)
| 0 - Heartbeat
1 - TestRequest
2 - ResendRequest
3 - Reject
4 - SequenceReset
5 - Logout
6 - IOI
7 - Advertisement
8 - ExecutionReport
9 - OrderCancelReject
A - Logon
AA - DerivativeSecurityList
AB - NewOrderMultileg
AC - MultilegOrderCancelReplace
AD - TradeCaptureReportRequest
AE - TradeCaptureReport
AF - OrderMassStatusRequest
AG - QuoteRequestReject
AH - RFQRequest
AI - QuoteStatusReport
AJ - QuoteResponse
AK - Confirmation
AL - PositionMaintenanceRequest
AM - PositionMaintenanceReport
AN - RequestForPositions
AO - RequestForPositionsAck
AP - PositionReport
AQ - TradeCaptureReportRequestAck
AR - TradeCaptureReportAck
AS - AllocationReport
AU - Confirmation_Ack
AV - SettlementInstructionRequest
AW - AssignmentReport
AX - CollateralRequest
AY - CollateralAssignment
AZ - CollateralResponse
B - News
BA - CollateralReport
BB - CollateralInquiry
BC - NetworkCounterpartySystemStatusRequest
BD - NetworkCounterpartySystemStatusResponse
BE - UserRequest
BF - UserResponse
BG - CollateralInquiryAck
BH - ConfirmationRequest
BI - TradingSessionListRequest
BJ - TradingSessionList
BK - SecurityListUpdateReport
BL - AdjustedPositionReport
BM - AllocationInstructionAlert
BN - ExecutionAcknowledgement
BO - ContraryIntentionReport
BP - SecurityDefinitionUpdateReport
BQ - SettlementObligationReport
BR - DerivativeSecurityListUpdateReport
BS - TradingSessionListUpdateReport
BT - MarketDefinitionRequest
BU - MarketDefinition
BV - MarketDefinitionUpdateReport
BW - ApplicationMessageRequest
BX - ApplicationMessageRequestAck
BY - ApplicationMessageReport
BZ - OrderMassActionReport
C - Email
CA - OrderMassActionRequest
CB - UserNotification
CC - StreamAssignmentRequest
CD - StreamAssignmentReport
CE - StreamAssignmentReportACK
CF - PartyDetailsListRequest
CG - PartyDetailsListReport
CQ - AccountSummaryReport
D - NewOrderSingle
DC -
E - NewOrderList
F - OrderCancelRequest
G - OrderCancelReplaceRequest
H - OrderStatusRequest
J - AllocationInstruction
K - ListCancelRequest
L - ListExecute
M - ListStatusRequest
N - ListStatus
P - AllocationInstructionAck
Q - DontKnowTradeDK
R - QuoteRequest
S - Quote
T - SettlementInstructions
U0 -
U1 -
U3 - SystemStatus
V - MarketDataRequest
W - MarketDataSnapshotFullRefresh
X - MarketDataIncrementalRefresh
Y - MarketDataRequestReject
Z - QuoteCancel
a - QuoteStatusRequest
b - MassQuoteAcknowledgement
c - SecurityDefinitionRequest
d - SecurityDefinition
e - SecurityStatusRequest
f - SecurityStatus
g - TradingSessionStatusRequest
h - TradingSessionStatus
i - MassQuote
j - BusinessMessageReject
k - BidRequest
l - BidResponse
m - ListStrikePrice
n - XML_non_FIX
o - RegistrationInstructions
p - RegistrationInstructionsResponse
q - OrderMassCancelRequest
r - OrderMassCancelReport
s - NewOrderCross
t - CrossOrderCancelReplaceRequest
u - CrossOrderCancelRequest
v - SecurityTypeRequest
w - SecurityTypes
x - SecurityListRequest
y - SecurityList
z - DerivativeSecurityListRequest
|
Sender ID
| SID
| String | This attribute identifies the party or the Submitter of the message. This is set to CME.
| |
Target ID
| TID
| String | This attribute identifies the receiver of the message. This must be set to CME.
| |
OnBehalfOfCompID | OBID
| String | Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)
| |
Sender Qualifier
| SSub
| String | This attribute qualifies the Sender. The user ID assigned to the sender must be provided.
| |
Target Qualifier
| TSub
| String | This qualifies the receiver of the message. For CME ClearPort Trade submission this must be set to CPAPI.
| |
SendingTime | Snt
| UTCTimestamp | Time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT")
| |
TargetType | TTyp
| String | | |