Order Status API - Get Canceled Order

Name of the customer system that generated the message. Must match the system name as certified in AutoCert+ exactly.

Name of the vendor who provided the customer system. For a proprietary system, use the firm name.

Version identifier for the customer system.

Identifier for the customer message.

Timestamp of when the message was sent from customer system.

Unique customer-assigned order identifier. Client system must maintain uniqueness of this value across all orders for the trading week (Sunday through Friday). Maximum allowed value is 20bytes.

Maximum amount of quantity to be displayed in the order book at any given time. Default is the full order quantity. Can be any number between 1 and the value in Quantity.

• DAY
• FILL_AND_KILL
• FILL_OR_KILL
• GOOD_TILL_CANCEL
• GOOD_TILL_DATE

Defines how long the order will remain working. Day (current trading session) is the default. Customers may also use Good_Till_Cancel, Good_Till_Date, Fill_And_Kill and Fill_Or_Kill.

Defines the expiration date of the working order. Expiration Date is required when Duration Type is Good_Till_Date.

• Always when  DurationType IN (DAY, GOOD_TILL_DATE)

• NO
• YES

Indicates if the message was generated by manual or automated trading logic. This tag is subject to Rule 536.B.2 Electronic Audit Trail Requirements for Electronic Order Routing/Front-End Systems.

Maximum amount of quantity to be displayed in the order book at any given time. Default is the full order quantity. Can be any number between 1 and the value in Quantity.

Price per lot for the order. Required for Limit and Stop_Limit orders.

• Always when  Type NOT IN (MARKET, MARKET_TO_LIMIT)

Total order size.

• BUY
• SELL

Indicates if order is to buy or sell.

• ACTIVE
• ACTIVE_MODIFIED
• CANCELED
• EXPIRED
• MATCHED
• PARTIAL

Current status of the order.

Required for Stop and Stop_Limit orders. Identifies the stop trigger price for the order.

• Always when  Type IN (STOP, STOP_LIMIT)

• LIMIT
• MARKET
• MARKET_TO_LIMIT
• STOP
• STOP_LIMIT

Order type. Permitted values are Limit, Market, Market_to_Limit, Stop and Stop_Limit.

CME Globex-assigned assigned order identifier; unique across all iLink sessions and market segments for a trade date.

Customer account identifier.

• CUSTOMER
• HOUSE

The Origin Type as defined in the user's CME Direct profile; Customer or House.

• DEFAULT
• MEMBER_OTHER_INDIVIDUAL
• MEMBER_OTHER_MEMBER
• MEMBER_OWN

The Customer Type as defined in the user's CME Direct profile; Default, Member Other Individual, Member Other Member or Member Own.

CME Globex symbol for the instrument as defined in the Reference Data API in globexSymbol, and reflected in MDP3.0 tag 55-Symbol and iLink tag 107-SecurityDesc.

• 1
• 100
• 2045

• 1