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Space Sync for Confluence

Space Sync for Confluence

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The Mass Quote message submitted to the CME Globex platform must be decomposed into its quote entries. The Audit Trail must include one line item per quote entry.

Blank cell = Not Applicable

Position

Columns

TO/FROM CME

Associated Tag on iLink

1

Sending Timestamps

Presence: Mandatory
Format: UTC Timestamp
Value: YYYYMMDD-hh:mm:ss.sssss populated minimally at millisecond precision.

Tag 5297 - SendingTime

2

Message Direction

Presence: Mandatory
Format: String
Value: "TO CME"

N/A

3

Operator ID

Presence: Mandatory
Format: String with a maximum length of 18 bytes.
Value: Must only contain letters, numbers and/or the following characters:  
_ - : @ . +

Tag 5392 - SenderID

4

Session ID

Presence: Mandatory
Format: String

5

Manual Order Indicator

Presence: Mandatory
Format: Integer
Value: 0 or 1

Tag 1028 - ManualOrderIndictor

6

Message Type

Presence: Mandatory
Format: String
Value: 'i'

N/A

7

Instrument

Presence: Mandatory
Format: String
Value: Contract identifier

Tag 48 - SecurityID

21

Country of Origin

Presence: Mandatory
Format: String
Value: Must follow ISO standard

Tag 9537 - Location

31

Quote Request ID

Presence: Mandatory if present in captured message.
Format: String
Value: Must only contain letters, numbers and/or the following characters:  
_ - : @ . +

Tag 131 - QuoteReqID

32

Message Quote ID

Presence: Mandatory if present in captured message.
Format: String
Value: Must only contain letters, numbers and/or the following characters:  
_ - : @ . +

Tag 117 - QuoteID

33

Quote Set ID

Presence: Mandatory if present in captured message.
Format: String
Value: Must only contain letters, numbers and/or the following characters:  
_ - : @ . +

Tag 302 - QuoteSetID

34

Quote Entry ID

Presence: Mandatory if present in captured message.
Format: String
Value: Must only contain letters, numbers and/or the following characters:  
_ - : @ . +

Tag 299 - QuoteEntryID

35

Bid Price

Presence: Mandatory if present in captured message.
Format: Integer or Decimal Number

Tag 132 - BidPx

36

Bid Size

Presence: Mandatory if present in captured message.
Format: Integer

Tag 134 - BidSize

37

Offer Price

Presence: Mandatory if present in captured message.
Format: Integer or Decimal Number

Tag 133 - Offer Px

38

Offer Size

Presence: Mandatory if present in captured message.
Format: Integer

Tag 135 - OfferSize

40

Party Details List Request ID

Presence: Mandatory
Format: String

Tag 1505 - PartyDetailsListRequestID

Note: Each quote entry is captured on a separate line