| 9726 | SeqNum | uInt32 | 4 | Y |
| Sequence number assigned to this message. The max value is 999999999 which is 1 short of 1 billion. |
| 39001 | UUID | uInt64 | 8 | Y |
| Matches Establish.UUID used to establish the connection. |
| 58 | Text | String256 | 256 | N |
| Reject reason details. Used only for descriptive rejects. |
| 2714 | FinancialInstrumentFullName | StringLength35 | 35 | N |
| Long name of the instrument for TM Repo. |
| 5392 | SenderID | String20Req | 20 | Y |
| For futures and options markets: represents Operator ID. For EBS and fixed income markets: represents the Entering Trader. For EBS this value must be 3 characters. This value represents the individual or team submitting the message and is subject to registration requirements and character limits as required by Rule 576 and the Advisory below: https://www.cmegroup.com/rulebook/files/cme-group-Rule-576.pdf In FirmSoft and Global Command Center queries for order status and cancellations, this value must be exact. | 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. |
|
| 55 | Symbol | String20 | 20 | N |
| Instrument Short Name for TM Repo. |
| 1505 | PartyDetailsListReqID | uInt64 | 8 | Y |
| The unique identifier of the Party Details Definition Request Acknowledgment associated with this message; this is the value submitted on the inbound message. For pre-registered messages: - Unique ID from Party Details Definition Request Acknowledgment message
- PartyDetailsListRequestID≠0.
For on-demand messages: - If not registered beforehand through iLink then Party Details Definition Request message will be sent along with the business message and will immediately precede it
- PartyDetailsListRequestID=0.
|
| 320 | SecurityReqID | uInt64 | 8 | Y |
| Unique ID of a Security Definition Request. |
| 322 | SecurityResponseID | uInt64 | 8 | Y |
| Unique ID of a Security Definition message. |
| 5297 | SendingTimeEpoch | uInt64 | 8 | Y |
| Time when the message is sent. 64-bit integer expressing the number of nanoseconds since midnight January 1, 1970. |
1151 | SecurityGroup | StringLength6 | 6 | N |
| Product group |
| 167 | SecurityType | StringLength6 | 6 | N | - FUT = Future or Future Spread
- OOF = Options on Futures or Options on Futures Spread
- MLEG = Strategy with mixed type legs
| Security Type Note: For UDS for Futures, only returned in UDS acknowledgments (tag 323-SecurityResponseType=2). It is not returned in rejects (323-SecurityResponseType=5) |
| 9537 | Location | String5Req | 5 | Y |
| ISO identifier of the physical location of the individual or team head trader identified by the tag 5392 (SenderID) in the message. The first two bytes as per ISO 3166-1, identify the country (e.g., JP = Japan, CN = China). The next three bytes indicate a comma-delimited state or province code (e.g., CA = California, QC = Quebec). For valid values, refer to https://www.cmegroup.com/ftp/fix/coo/. Market Regulation requires only the submission of the two first characters of tag 9537-Location for all countries with the exception of Canada. For Canada, the 5 bytes including the province code must be submitted. This field is optional for EBS Market and eFIX Matching Service instruments. |
|
48 | SecurityID | Int32NULL | 4 | N |
| Identifier of the UDS/UDI. |
15 | Currency | String3 | 3 | N |
| Identifies currency used for price. |
22 | SecurityIDSource | SecurityIDSource | 0 | Y | Always 4=ISIN number | Identifies class or source of the tag 48-SecurityID value. Constant value. |
200 | MaturityMonthYear | MaturityMonthYear | 2 | N |
| Instrument expiration; earliest leg maturity in the options strategy. Format YYYYMM (i.e. 200912) For daily products, this tag contains the full calendar date as reflected in the instrument symbol. Format YYYYMMDD (e.g. 20191205). For weekly options products, this tag contains the calendar month and week indicator reflected in the instrument symbol. Format YYYYMMwW (e.g., for the 4th week contracts, 201912W4). |
| 5904 | DelayDuration | uInt16NULL | 2 | N |
| Not currently being used. |
| 916 | StartDate | LocalMktDate | 2 | N |
| Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral. |
| 917 | EndDate | LocalMktDate | 2 | N |
| End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral. |
| 37715 | MaxNoOfSubstitutions | uInt8NULL | 1 | N |
| Max number of substitutions allowed. '0 ' indicates that substitutions are not allowed. |
| 5677 | SourceRepoID | Int32NULL | 4 | N |
| Represents the source repo instrument on which the new tailor made repo should be modeled on |
| 788 | TerminationType | String8 | 8 | N |
| Represents the term code |
| 323 | SecurityResponseType | SecRspTyp | 1 | Y | - SecurityRequestType=1 (not used)
- SecurityResponseType=2 (Accept security proposal
with revisions as indicated
in the message) - SecurityResponseType=5 (Reject security proposal)
| Type of response. |
9779 | UserDefinedInstrument | UDI | 0 | Y | - Y=User defined instrument
| Identifies user-defined instruments Constant value |
827 | ExpirationCycle | ExpCycle | 1 | N | - 0=Expire on trading session close (default)
- 2=Trading eligibility expiration specified in the date and time fields
| For tag 827-ExpirationCycle=2, instrument expires as indicated in market data Security Definition (tag 35-MsgType=d) repeating block: - Tag 865-EventType=7 (Last Eligible Trade Date)
- Tag 1145-EventTime
|
| 1028 | ManualOrderIndicator | ManualOrdIndReq | 1 | Y | | Indicates if the message was initially received manually. '0' indicates the message was generated by automated trading logic. iLink messages containing a value other than '0' or '1' in this tag will be rejected. This tag is subject to Rule 536.B.2 Electronic Audit Trail Requirements for Electronic Order Routing/Front-End Systems. https://www.cmegroup.com/rulebook/files/cme-group-Rule-536-B-Tag1028.pdf |
| 9553 | SplitMsg | SplitMsg | 1 | N | - 0=Split Msg Delayed
- 1=Out of Order Msg Delayed
- 2=Complete Msg Delayed
| Indicates if a message was delayed as a result of: - being split among multiple packets (0)
- TCP re-transmission (1)
- due to a previously submitted split or out of order message (2).
If absent, the message was not delayed and was neither split nor received out of order. |
9776 | AutoQuoteRequest | BooleanFlag | 1 | Y | | Boolean flag (0/1) to automatically send a quote request message following the Security Definition (35=d) message. |
| 9765 | PossRetransFlag | BooleanFlag | 1 | Y | | Flags message as possible retransmission or duplicate Indicates if message is an original transmission or duplicate in response to Retransmission Request or possible duplicate Used when original messages are interleaved with Retransmission responses Possible duplicate means the same message may have been sent again with different sequence number |
| 6651 | BrokenDateTermType | uInt8NULL | 1 | N |
| Currently not supported. Defines how user defined tailor made repo contract is to be broken down into different broken dates. |
| 555 | NoLegs | groupSize | 3 | Y | | Up to 26 legs (i.e., repeating groups) supported for UDS for options. Up to 40 legs (i.e., repeating groups) supported for UDS for futures. |
| →566 | LegPrice | PRICENULL9 | 8 | N |
| Price of the futures contract as part of UDS Covered. |
| →1017 | LegOptionDelta | Decima32NULL | 4 | N |
| Delta used to calculate the quantity of futures used to cover the option or option strategy. - For a covered option outright instrument, must be between +0.01 and +1.00.
- For a covered option spread instrument, must be between +0.01 and +40.00
|
| →603 | LegSecurityIDSource | LegSecIDSource | 0 | Y | - LegSecurityIDSource=8 (exchange symbol)
| Identifies class or source of the tag 602-LegSecurityID value. Constant value. |
| →602 | LegSecurityID | Int32 | 4 | Y |
| ISIN code, this is the primary tag used to identify the contract and it must be populated with the corresponding tag 48-SecurityID value from the market data 35=d Security Definition message. |
| →624 | LegSide | SideReq | 1 | Y | - LegSide=1 (Buy)
- LegSide=2 (Sell)
| For Covereds, must be present for option repeating group and must = 1 (buy). For Covereds, must be present for future repeating group as well. For Combos, the first instrument in the repeating group must = 1 (buy). All UDS contract are defined from the buy side perspective (i.e. buying the spread). |
| →623 | LegRatioQty | uInt8NULL Enum | 1 | N | | Specifies ratio for the instrument defined in this repeating group. Required for any UDS options leg. Optional for Covereds leg. |
| 39026 | NoBrokenDates | groupSize | 3 | Y |
| Currently not supported. Used to indicate the number of custom bespoke broken dates for user defined tailor made repo. |
| →39031 | BrokenDateGUID | uInt64NULL | 8 | N |
| External unique REPO Instrument ID. |
| →39027 | BrokenDateSecurityID | Int32NULL | 4 | N |
| REPO Instrument Security ID. |
| →6748 | BrokenDateStart | LocalMktDate | 2 | Y |
| Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral. |
| →6741 | BrokenDateEnd | LocalMktDate | 2 | Y |
| End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral. |