Blank table cell = Not Applicable
| Position | Field Name | TO/FROM CME (Tier 1 component interactions with CME Globex) | Associated iLink Tag |
|---|---|---|---|
| 1 | Sending Timestamps | Presence: Mandatory for all architecture Format: UTC Timestamp Value: YYYYMMDD-hh:mm:ss.sss populated minimally at millisecond precision. | 52 - SendingTime |
| 3 | Message Direction | Presence: Mandatory Format: String Value: "TO CME" | 57 - TargetSubID |
| 4 | Operator ID | Presence: Mandatory Format: String with a maximum length of 18 bytes Value: Must only contain letters, numbers and/or the following characters: _ - : @ . + ( ) / \ | 50 - SenderSubID |
| 5 | Self-Match Prevention ID | Presence: Mandatory if present in captured message. Format: Integer | 7928 - SelfMatchPreventionID |
| 6 | Account Number | Presence: Mandatory Format: String | 1 - Account |
| 7 | Session ID | Presence: Mandatory Format: String Value: Exactly 3 Characters | 49 - SenderCompID |
| 8 | Executing Firm ID | Presence: Mandatory Format: String Value: Exactly 3 Characters | 49 - SenderCompID |
| 9 | Manual Order Identifier | Presence: Mandatory Format: String Value: 'Y' or 'N' | 1028 - ManualOrderIndicator |
| 10 | Message Type | Presence: Mandatory Format: String Value: 'G' | 35 - MsgType |
| 11 | Customer Type Indicator | Presence: Mandatory Format: Integer and Value: 1, 2, 3 or 4 | 9702 - CTICode |
| 12 | Origin | Presence: Mandatory Format: Integer and Value: 0 or 1 | 204-CustomerOrFirm |
| 14 | Message Link ID | Presence: Optional Format: String Value: Must only contain letters, numbers and/or the following characters: _ - : @ . + ( ) / \ Must be unique within the audit trail file | N/A - This identifier exists only in the audit trail. |
| 15 | 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 - This identifier exist only in the audit trail |
| 17 | Instrument Description | Presence: Mandatory Format: String Value: Must follow CME Group instrument code nomenclature. | 107 - SecurityDesc |
| 18 | Market Segment ID | Presence: Mandatory if present in captured message Format: String Value: Must be the Market Segment ID corresponding to the Instrument. | 57 - TargetSubID |
| 19 | Client Order ID | Presence: Mandatory Format: String Value: Must only contain letters, numbers and/or the following characters: !"#$%&'()*+,-./: ;<=>?@[\]^_`{|}~ | 11 - ClOrdID |
| 20 | Globex Order ID | Presence: Mandatory Format: Integer | 37 - OrderID |
| 21 | Buy/Sell Indicator | Presence: Mandatory Format: Integer Value: 1 or 2 | 54 - Side |
| 22 | Quantity | Presence: Mandatory Format: Integer | 38 - Quantity |
| 23 | Limit Price | Presence: Mandatory if <TO CME> Order Type: 2 or 4 Format: Integer / Decimal Number | |
| 24 | Stop Price | Presence: Mandatory if <TO CME>Order Type: 3 or 4 Format: Integer / Decimal Number | |
| 25 | Order Type | Presence: Mandatory Format: String Value: 1, 2, 3, 4 or K | 40 - OrderType |
| 26 | Order Qualifier | Presence: Mandatory Format: Integer Value: 0, 1, 3 or 6 | 59 - TimeInForce |
| 27 | IFM Flag | Presence: Mandatory Format: String Value: 'Y' or 'N' | Tag 9768 - OFMOverride |
| 28 | Display Quantity | Presence: Mandatory if present in captured message. Format: Integer Value: Must be a number between 1 and Order Quantity. | 210 - MaxShow |
| 29 | Minimum Quantity | Presence: Mandatory if present in captured message Format: Integer Value: Must be a number between 1 and Order Quantity. | 110 - MinQty |
| 30 | Country of Origin | Presence: Mandatory Format: String Value: Must follow ISO standard. | 142 - SenderLocationID |