Cross Order - iLink 3 Audit Trail Requirements

Each side of a Cross order must be submitted as a separate entry following New Order specifications with the same Cross ID, Message Link ID and Order Flow ID populated for both entries.

Blank table 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: 's'	N/A
7	Instrument	Presence: Mandatory Format: String Value: Contract identifier	Tag 48 - SecurityID
8	Order Flow ID	Presence: Mandatory Format: String Value: Must only contain letters, numbers and/or the following characters: _ - : @ . + Must be unique per order within the audit trail file	N/A
10	Client Order ID	Presence: Mandatory Format: String Value: Must only contain letters, numbers and/or the following characters: !"#$%&'()*+,-./: ;<=>?@[\]^_`{\|}~	Tag 11 - ClOrdID
11	Order Request ID	Presence: Mandatory Format: String Value: Must only contain letters, numbers and/or the following characters: _ - : @ . +	Tag 2422 - OrderRequestID
12	Buy/Sell Indicator	Presence: Mandatory Format: Integer Value: 1 or 2	Tag 54 - Side
13	Quantity	Presence: Mandatory Format: Integer	Tag 38 - OrderQty
14	Limit Price	Presence: Mandatory if Order Type: Limit or Stop Limit Format: Integer / Decimal Number	Tag 44 - Price
15	Stop Price	Presence: Mandatory if Order Type: Stop or Stop Limit Format: Integer / Decimal Number	Tag 99 - StopPx
16	Order Type	Presence: Mandatory Format: String Value: 2	Tag 40 - OrdType
17	Order Qualifier	Presence: Mandatory if present in captured message Format: Integer Value: 0, 1, 3, 4 or 6	Tag 59 - TimeInForce
19	Display Quantity	Presence: Mandatory if present in captured message Format: Integer Value: Must be a number between 1 and Order Quantity	Tag 1138 - DisplayQty
20	Minimum Quantity	Presence: Mandatory if present in captured message Format: Integer Value: Must be a number between 1 and Order Quantity	Tag 110 - MinQty
21	Country of Origin	Presence: Mandatory Format: String Value: Must follow ISO standard Presence: Mandatory if present in captured message (for NEX SEF Products)	Tag 9537 - Location
30	Cross ID	Presence: Mandatory if present in captured message Format: String Value: Must only contain letters, numbers and/or the following characters: _ - : @ . +	Tag 548 - CrossID
40	Party Details List Request ID	Presence: Mandatory Format: String	Tag 1505 - PartyDetailsListRequestID
Note: Each side of the cross order is captured on a separate line