Identifies beginning of new message and contains FIX protocol version.
9
BodyLength
Int(6)
Y
Number of bytes in message body.
35
MsgType
String(2)
See FIX protocol for list of message types
Y
Identifies FIX message type.
34
MsgSeqNum
Int(9)
Y
Sequence number sent by CME Globex.
43
PossDupFlag
Boolean(1)
Y=Possible duplicate N=Original transmission
N
During a normal processing state, tag 43-PossDupFlag is typically not present. If tag 43-PossDupFlag is present, it is set to N. During a resend state, tag 43-PossDupFlag is set to Y to indicate a possible re-transmission of message with this sequence number.
49
SenderCompID
String(7)
CME
Y
Value from order entry tag 56-TargetCompID.
50
SenderSubID
Char(1)
G=CME Globex
Y
Operator ID. This tag is subject to Rule 576 576 Identification of CME Globex Terminal Operators.
Noteinfo
In FirmSoft and Global Command Center queries for order status and cancellations, the value in tag 50 must be exact.
52
SendingTime
UTCTimestamp(21)
Y
Timestamp sent by CME Globex at time of message processing.
56
TargetCompID
String(7)
Y
This tag consists of 2 subcomponents and a constant: session ID, Firm ID and Fault Tolerance Indicator (FTI). Session ID is the left-most 3 characters. The next 3 characters represent Firm ID. The last character is always the FTI that was sent back on the log-on ack. Example: ABC123N Session ID: ABC Firm ID: 123 FTI: N (for no fault tolerance)
57
TargetSubID
String(20)
Y*
Operator ID receiving the message.
Notes:
Info
This tag value is always uppercase, regardless of the case in the inbound message tag. Client systems are not required to submit capitalized identifier to CME Globex.
For an Order Status Request Acknowledgment - Execution Report, CME Globex will echo back tag 57-TargetSubID values from tag 50-SenderSubID and tag 1028 submitted by the client system in the corresponding order message.
97
PossResend
Boolean(1)
Y
N
Y indicates message is a possible resend.
122
OrigSendingTime
UTCTimestamp(21)
N**
For resent messages only, contains timestamp from tag 52-SendingTime from original message. **REQUIRED for all messages submitted in response to a Resend Request (including Gap Fill messages). ** MUST NOT BE PRESENT IN NEW MESSAGE (NON-RESENT)
UTC Timestamps are sent in number of nanoseconds since Unix epoch synced to a master clock to microsecond accuracy.
369
LastSeqNumProcessed
Int(9)
Y*
Last message sequence number processed by CME Globex.
143
TargetLocationID
String(32)
Y*
Contains value sent by client system in tag 142-SenderLocationID.
For an Order Cancel - Execution Report, this tag will contain the value of tag 142 - SenderLocationID from the Order Cancel Request.