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: "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: "Z--1" for Cancel per instrument "Z--3" for Cancel per instrument group "Z--4" for Cancel all quotes "Z--100" for Cancel per quote entries | N/A |
| 7 | Instrument | Presence: Mandatory if present in captured message Required only if request is "Z--1" for Cancel per instrument | Tag 48 - SecurityID |
| 21 | Country of Origin | Presence: Mandatory Format: String Value: Must follow ISO standard | Tag 9537 - Location |
| 32 | Message Quote ID | Presence: Mandatory Format: String Value: Must only contain letters, numbers and/or the following characters: _ - : @ . + | |
| 33 | Quote Set ID | Presence: Mandatory if present in captured message. Format: String Value: Must only contain letters, numbers and/or the following characters: _ - : @ . + | |
| 34 | Quote Entry ID | Presence: Mandatory if present in captured message. Format: String Value: Must only contain letters, numbers and/or the following characters: _ - : @ . + | |
| 36 | Bid Size | Presence: Mandatory if present in captured message. Format: Integer | |
| 38 | Offer Size | Presence: Mandatory if present in captured message. Format: Integer | |
| 40 | Party Details List Request ID | Presence: Mandatory Format: String | Tag 1505 - PartyDetailsListRequestID |
| Note: Each quote cancel entry is captured on a separate line |