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Common Elements
RMI Acronyms
| Acronym | Description |
|---|---|
API | Application Programming Interface |
CMF | Clearing Member Firm |
FIXML | XML representation of business content of FIX messages |
RMI | Risk Management Interface |
TF | Trading Firm |
RMI API FIXML Element Types
The table below details FIXML elements that are used in the RMI API messages.
| String | Alpha-numeric free format strings can have any character or punctuation except the delimiter |
|---|---|
| Element Type | Description |
Integer | Sequence of digits without commas or decimals and optional sign character (ASCII characters “-“ and “0” – “9”). The sign character uses one byte (i.e., positive integer is “99999” and negative integer is “-99999”). Note that integer values may contain leading zeros (e.g., “00023”=23). Examples: 723 in field 21 would be mapped integer as |21=723| -723 in field 12 would be mapped integer as |12=-723| |
Boolean | Character field that contains one of the following values: “Y” – Yes/True “N” – No/False |
Sequence Number | Integer field that represents a message sequence number. The sequence number value must be positive. |
Number in Group | Integer field that represents the number of entries in a repeating group. |
Character | Single character value that can include any alpha-numeric character or punctuation except the delimiter. All characters are case-sensitive. |
FIXML Root Element
The FIXML root element <FIXML> contains the attributes that define the version of the message. The FIXML root element is defined in the fixml-components-base schema file.
| Attribute | Description | Format | Value |
|---|---|---|---|
v | FIX version | N.N | "FIX.5.0SP2" |
xv | FIX extension pack number | EPN | 130 |
cv | Custom Application Version | CME.NNNN | |
s | schema release | YYYYMMDD | "2010-11-16" |
xmlns | Default FIXML Namespace | Valid URL |
From Customer to RMI API
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Tag | Field Name | Req | FIXML Element | Valid Values | Format | Description |
|---|---|---|---|---|---|---|
35 | OrderMassActionReport | Y | OrdMassActRpt | String | 2 | MsgType=BZ |
11 | ClOrdID | Y | CIOrdID | String | 16 | Pancake flip of the ClientOrder ID provided on the incoming Order Mass Action Request message. |
1369 | MassActionReportID | Y | MassActionReportID | String | 20 | Unique ID of Order Mass Action Report as assigned by RMI API. |
1373 | MassActionType | Y | MassActionType | Int | 3 | Specifies the type of action requested. This is a pancake flip of the incoming value provided on the Order Mass Action Request message. |
1374 | MassActionScope | Y | MassActionScope | Int | 3 | Specifies the scope of the Action – this is a pancake flip of the incoming value provided on the Order Mass Action Request message. |
1375 | MassActionResponse | Y | MassActionResponse | Int | 1 | Specifies the action taken by RMI API when it receives the Order Mass Action Request. Supported Values: 1 – Accepted. |
1376 | MassActionReject Reason | Conditional | MassActionRejectReason | Int | 3 | Reason Order Mass Action Request was rejected. Required if Mass Action Response=0. Supported Values: 99 – Other |
58 | Text | Optional | Txt | String | 250 | Text further explaining the Party Entitlement Definition Request Result. |
→ | Component <Parties> | Y | Pty | |||
448 | PartyID | Y | ID | String | 12 | Specific value for a specified Party Role. |
452 | PartyRole | Y | R | Int | 2 | Indicates the party the request is being made for. Supported Values: 1 – Trading Member Firm 24 – Customer Account |
→ | End Component </Parties> | |||||
→ | Component <Instrument> | Y | Instrmt | |||
207 | SecurityExchange | Y | Exch | String | 4 | Specifies the exchange requested for which orders are to be cancelled. This is a flip of the incoming value unless it is missing or null in which case it will not be sent. |
→ | End Component </Instrument> |
| Noteinfo |
|---|
All risk management services are offered by CME Group on a best-efforts basis. Clearing Member Firm (CMF) Risk Administrators only have access to the Execution Firms and Exchanges that they guarantee. Any attempt to take action on an Executing Firm and Exchange assigned to a different CMF will be rejected. |