Skip to end of banner
Go to start of banner

Business Level Reject - iLink 3 Audit Trail Requirements

Skip to end of metadata
Go to start of metadata

You are viewing an old version of this page. View the current version.

Compare with Current View Page History

Version 1 Current »

Blank cell = Not Applicable

PositionColumnsTO/FROM CMEAssociated Tag on iLink
1Sending TimestampsPresence: Mandatory
Format: UTC Timestamp
Value: YYYYMMDD-hh:mm:ss.sssss populated minimally at millisecond precision.
Tag 5297 - SendingTime
2Message DirectionPresence: Mandatory

Format: String

Value: "FROM CME"
N/A
3Operator IDPresence: 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
4Session IDPresence: Mandatory

Format: String

5Manual Order IndicatorPresence: Mandatory if present in captured message 

Format: Integer

Value: 0 or 1
Tag 1028 - ManualOrderIndictor
6Message TypePresence: Mandatory

Format: String

Value: 'j'
N/A
8Order 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.

This ID is not required for Mass Quote related messages.

N/A
21Country of Origin

Presence: Mandatory if present in captured message for Futures & Options and NEX-SEF products

Format: String

Value: Must follow ISO standard

Tag 9537 - Location
28Reject ReasonPresence: Mandatory if present in captured message 
Format: String
Value: <BusinessRejectReason>--<BusinessRejectRefID>
Tag 380 - BusinessRejectReason
-- Tag 379 - BusinessRejectRefID
40Party Details List Request IDPresence: Mandatory if present in captured message 

Format: String
Tag 1505 - PartyDetailsListRequestID
  • No labels