Order Mass Action Report - iLink Audit Trail Requirements

The Order Mass Action Report message sent by CME Globex must be decomposed into its confirmed cancelled orders. The Audit Trail must include one line item per cancelled order.

Blank 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: 'BZ--1', 'BZ--9' or 'BZ--10'	N/A
7	Instrument	Presence: Mandatory if present in captured message Format: String Value: Contract identifier or Instrument Group	Tag 48 - SecurityID or Tag 1151 SecurityGroup
9	CME Globex Order ID	Presence: Mandatory if present in captured message Format: String	Tag 535 - AffectedOrderID
11	Order Request ID	Presence: Mandatory Format: String Value: Must only contain letters, numbers and/or the following characters: _ - : @ . +	Tag 2422 - OrderRequestID
12	Buy/Sell Indicator	Presence: Mandatory if present in captured message. Format: Integer Value: 1 or 2	Tag 54 - Side
16	Order Type	Presence: Mandatory if present in captured message. Format: String Value: 1, 2, 3, 4 or K	Tag 40 - OrdType
17	Order Qualifier	Presence: Mandatory if present in captured message. Format: Integer Value: 0, 1, 3, 4 or 6	Tg 59 - TimeInForce
21	Country of Origin	Presence: Mandatory Format: String Value: Must follow ISO standard	Tag 9537 - Location
39	Processed Entries	Presence: Mandatory Format: Integer	Tag 533 - Total Affected Orders
40	Party Details List Request ID	Presence: Mandatory Format: String	Tag 1505 - PartyDetailsListRequestID
Note: Each Entry in repeated group should be captured on separate lines.