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This topic provides the CME Globex Front-End Audit Trail Requirements for the iLink 2.X and iLink 3 messaging formats. 

CME, CBOT, NYMEX, COMEX Rule 536.B.2. requires that the electronic audit trail associated with any system that accesses the CME Globex platform through the CME iLink gateway contain a complete and accurate record of all activity through that connection, and account for every electronic communication by the order routing or front-end system from the time such order routing or front-end system receives or generates an electronic communication until it is communicated to CME Globex. Further, the Rule requires that clearing members guaranteeing a connection to CME Globex are responsible for maintaining, or causing to be maintained, the electronic audit trail for a minimum of 5 years by the responsible party as set forth in the Rule.  

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The following format options capture audit trail for systems connected to CME Globex via iLink:

• iLink 2.X - Minimum Acceptable Audit Trail Elements - Data Definitions and Validation Rules
  • This includes the specifications for capturing the audit trail in csv format for the iLink 2 interface.
• iLink 3 - Minimum Acceptable Audit Trail Elements - Data Definitions and Validation Rules
  • This includes the specifications for capturing the audit trail in csv format for the iLink 3 interface.
• Human-readable FIX format
  • Market Regulation accepts audit trail captured as human-readable FIX messages for both iLink 2 and iLink 3 as <delimiter>Tag=Value<delimiter>Tag=Value<delimiter>....
  • Market Regulation will not accept XML, FIXML or binary AT file format
  • iLink 2.X FIX audit trail specifications are identical to message specifications
  • iLink 3 FIX audit trail specifications are identical to message specifications