Blank 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: "FROM CME" | N/A |
3 | Operator ID | Presence: Mandatory if present in captured message. 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 if present in captured message Format: Integer Value: 0 or 1 | Tag 1028 - ManualOrderIndictor |
6 | Message Type | Presence: Mandatory Format: String Value: 'j' | N/A |
8 | Order Flow ID | Presence: Mandatory This ID is not required for Mass Quote related messages. | N/A |
21 | Country of Origin | Presence: Mandatory if present in captured message for Futures & Options and NEX-SEF products | Tag 9537 - Location |
28 | Reject Reason | Presence: Mandatory if present in captured message Format: String Value: <BusinessRejectReason>--<BusinessRejectRefID> | Tag 380 - BusinessRejectReason -- Tag 379 - BusinessRejectRefID |
40 | Party Details List Request ID | Presence: Mandatory if present in captured message Format: String | Tag 1505 - PartyDetailsListRequestID |