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: 'G' | 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 |
| 9 | CME Globex Order ID | Presence: Mandatory if present in captured message Format: String | Tag 37 - OrderID |
| 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: 1, 2, 3, 4 or K | Tag 40 - OrdType |
| 17 | Order Qualifier | Presence: Mandatory if present in captured message Value: 0, 1, 3, 4 or 6 A value of 99 will be supported For NEX-SEF customers only | Tag 59 - TimeInForce |
| 18 | IFM Flag | Presence: Mandatory if present in captured message Format: String Value: '0' or '1' | Tag 9768 - OFMOverride |
| 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 | Tag 9537 - Location |
| 40 | Party Details List Request ID | Presence: Mandatory Format: String | Tag 1505 - PartyDetailsListRequestID |