Execution Report - Trade Cancellation Notice - iLink Audit Trail Requirements

Blank table cell = Not Applicable

Position	Columns	TO/FROM CME	Associated Tag on iLink

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 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: '8–H' or '8--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 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
21	Country of Origin	Presence: Mandatory Format: String Value: Must follow ISO standard Presence: Mandatory if present in captured message (for NEX SEF Products)	Tag 9537 - Location
22	Fill Price	Presence: Mandatory Format: Integer / Decimal Number	Tag 31 - LastPx
23	Fill Quantity	Presence: Mandatory Format: Integer	Tag 32 - LastQty
29	CME Globex Message ID	Presence: Mandatory Format: String	Tag 1506 - SideTradeID
40	Party Details List Request ID	Presence: Mandatory Format: String	Tag 1505 - PartyDetailsListRequestID