553

Username

String

Userid or username.

554

Password

String

Password or passphrase.

1137

DefaultApplVerID

String

9 = FIX50SP2

Specifies the service pack release being applied, by default, to message at the session level.

1180

ApplID

String

REPLAY

Used to identify a replayed message.

98

EncryptMethod

Int

0 = None

CME does not use encryption, so this value is always set to 0.

108

HeartBtInt

Int

Heartbeat interval (seconds).

1137

DefaultApplVerID

String

9 = FIX50SP2

Specifies the service pack release being applied, by default, to message at the session level.

1180

ApplID

String

The channel ID from the XML Configuration File for which this request is made.

262

MDReqID

String

Unique identifier for Market Data Request.

1182

ApplBeginSeqNo

SeqNum

Message sequence number of first message in range to be re-sent. If the request is for a single message, ApplBeginSeqNo (tag 1182) and ApplEndSeqNo (tag 1183) are the same.

1183

ApplEndSeqNo

SeqNum

Message sequence number of last message in range to be re-sent. If the request is for a single message, BeginSeqNo (tag 7) and EndSeqNo (tag 16) are the same. The maximum number of messages that can be requested is 2000.

1180

ApplID

String

REPLAY

Used to identify a replayed message.

58

Text

String

Free Format text string. May include logout confirmation or reason for logout.

Body

60

TransactTime

UTCTimeStamp

Trade date and time in number of nanoseconds since Unix epoch

5799

MatchEventIndicator

String

ex. 10000001 – end of trade summaries, end of event

Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Event:

Bit 0: (least significant bit) Last Trade message for a given event

Bit 1: Reserved for future use

Bit 2: Reserved for future use

Bit 3: Reserved for future use

Bit 4: Reserved for future use

Bit 5: Reserved for future use

Bit 6: Reserved for future use

Bit 7: (most significant bit) Last message for a given event

50001

BatchTotalMessages

Int

Total number of messages contained within batch which is defined by match event indicator (5799)

268

NoMDEntries

NumInGroup

Number of entries in Market Data message.

279

→MDUpdateAction

Char

0 = New
1 = Change
2 = Delete

Market data update action.

269

→MDEntryType

Char

2 = Trade

Market data entry type.

48

→SecurityID

Int

null

Reserved for future use.

83

→RptSeq

Int

Sequence number per instrument update. Reset weekly

270

→MDEntryPx

Price

Price of the market data entry.

271

→MDEntrySize

Qty (64)

Traded quantity.

346

→NumberOfOrders

Int

0

The total number of non-implied orders per instrument that participated in a match step within a match event.

Value is always zero.

1003

→TradeID

Int

0

Unique Trade Entry ID per Instrument and Trading Date.

Value is always zero.

5797

→AggressorSide

Char

0 = No aggressor

Indicates which side is aggressor of the trade. If there is no value present, then there is no aggressor.

Value is always zero.

55

→Symbol

String

Instrument/Index/Swap Name

1151

→SecurityGroup

String

Indicates the product code for the instrument.

167

→SecurityType

String

FUT = Future
OPT = Option
MLEG = Spread 

Identifies the type of instrument.

762

→SecuritySubType

String

Reserved for future use.

200

→MaturityMonthYear

MonthYear

This field provides the actual calendar date for contract maturity month and year (used for standardized futures and options) Format: YYYYMM (i.e. 200712). For daily products, this field contains the daily maturity Format: YYYYMMDD (i.e. 20071215).

207

→SecurityExchange

String

XCBT = Chicago Board Of Trade
XCME = Chicago Mercantile Exchange
XNYM = New York Mercantile Exchange
XCEC = Commodities Exchange Center
DUMX = Gulf Mercantile Exchange
IES = Inter-Exchange Spread

Exchange used to identify a security.

541

→MaturityDate

LocalMktDate

Maturity date of instrument.

Days from epoch.

996

→UnitOfMeasure

String

Unit of measure for the products' original contract size

1716

→UnitOfMeasureCurrency

Currency

Indicates the ISO Currency code if it is a currency product.

1147

→UnitOfMeasureQty

Float

This field contains the notional value for each instrument. The notional value is equivalent to the corresponding premium-quoted contract.

223

→CouponRate

Percentage

null

Reserved for future use.

423

→PriceType

Int

2 = Contract Units
102 = Derived Price

Valid price types for intraday trade.

828

→TrdType

Int

1 = Block Trade

Valid trade types for intraday trade.

278

→MDEntryID

String

Market data entry identifier to map multiple prices of a single trade.

201

→PutOrCall

Int

0 = Put
1 = Call

Indicates whether an option instrument is a put or call.

202

→StrikePrice

Price

Strike price for an option instrument.

Note: Strike price precision may not be the same as instruments sent on CME Globex.

1449

→RestructuringType

String

null

Reserved for future use.

1450

→Seniority

String

null

Reserved for future use.

9633

→ReferenceID

String

Reserved for future use.

1851

→StrategyLinkID

String

Identifies the multi-leg strategy (e.g. spread) to which the trade belongs. This links together trade legs executed as part of a strategy during a single match event.

Leg Repeating Groups

654

→LegRefID

String

Used to correlate leg instrument definitions with their executions. Cross referenced to Tag 1788-LegID.

711

→NoUnderlyings

NumInGroup

Number of underlying legs that make up the security.

311

→→UnderlyingSymbol

String

Underlying Security's symbol.

313

→→UnderlyingMaturityMonthYear

MonthYear

Underlying Security's MaturityMonthYear.

310

→→UnderlyingSecurityType

String

Underlying Security's SecurityType.

308

→→UnderlyingSecurityExchange

String

CBTS = CBOT Swap Execution Facility
XCEC = COMEX
XCME = CME
XNYM = New York Mercantile Exchange
DUMX = Gulf Mercantile Exchange
XCBT = Chicago Board Of Trade

Underlying Security's SecurityExchange.

453

→NoPartyIDs

NumInGroup

Number of party roles.

448

→→PartyID

String

Party identifier/code.

452

→→PartyRole

Int

21 = Clearing Organization

Identifies the type or role of the PartyID specified.

555

→NoLegs

NumInGroup

Number of legs (repeating groups).

600

→→LegSymbol

String

Multi-leg instrument's individual security's Symbol

602

→→LegSecurityID

Int

Multi-leg instrument's individual security's SecurityID.

603

→→LegSecurityIDSource

Char

H = CME

Identifies source of tag 602-LegSecurityID value.

This value is always 'H' for CME.

5795

→→LegSecurityGroup

String

Leg equivalent of body tag 1151-SecurityGroup (i.e. leg 'product code').

1788

→→LegID

String

Used to correlate leg instrument definitions with their executions. Cross referenced in tag 654-LegRefID.

609

→→LegSecurityType

String

OOC = Option on Combo
OPT = Option
OOF = Option on Future
FUT = Future
IRS = Interest Rate Swap 

Identifies the type of leg instrument.

610

→→LegMaturityMonthYear

MonthYear

Multi-leg instrument's individual security's leg MaturityMonthYear.

611

→→LegMaturityDate

LocalMktDate

Multi-leg instrument's individual security's leg MaturityDate.

612

→→LegStrikePrice

Price

Multi-leg instrument's individual security's StrikePrice

999

→→LegUnitOfMeasure

String

Multi-leg instrument's individual security's leg UnitOfMeasure

1224

→→LegUnitOfMeasureQty

Float

Multi-leg instrument's individual security's leg UnitOfMeasureQty

616

→→LegSecurityExchange

String

CBTS = CBOT Swap Execution Facility
XCEC = COMEX
XCME = CME
XNYM = New York Mercantile Exchange,
DUMX = Gulf Mercantile Exchange
XCBT = Chicago Board Of Trade

Multi-leg instrument's individual security's leg Security Exchange.

623

→→LegRatioQty

Int

The ratio of quantity for this individual leg relative to the entire multi-leg security.

624

→→LegSide

Char

1=Buy
2=Sell

The side of this individual leg (multi-leg security).

1358

→→LegPutOrCall

Int

0 = Put
1 = Call

Identifies whether leg option contract is a put or a call..

1720

→→LegUnitOfMeasureCurrency

Currency

Indicates the currency of the unit of measure. Conditionally required when LegUnitOfMeasure (999) = Ccy.