iLink 2 Standard Header - Client System to CME Globex

BeginString

String(7)

FIX Version for session, i.e. 'FIX.4.2'

Y

Identifies beginning of new message and contains FIX protocol version.

BodyLength

Int(6)

Y

Number of bytes in message body.

MsgType

String(2)

See FIX protocol for list of message types.

Y

Identifies FIX message type.

MsgSeqNum

Int(9)

Y

Sequence number sent by client system.

PossDupFlag

Boolean(1)

N

Indicates possible retransmission of message with this sequence number. Must be set to 'Y' for messages sent in response to a Resend Request from CME Globex.

SenderCompID

String(7)

For FTI byte only:

P=Primary
B=Backup
U=Undefined
N=None

Y

This tag consists of 2 subcomponents and a constant: Session ID, Firm ID and Fault Tolerance Indicator (FTI). Session ID is the left-most 3 characters. The next 3 characters represent Firm ID. The last character is always set to FTI.
Example: ABC123N
Session ID: ABC
Firm ID: 123
FTI: N (for no fault tolerance).

SenderSubID

String(18)

Y*

Operator ID. This tag is subject to Rule 576 Identification of CME Globex Terminal Operators. 

SendingTime

UTCTimestamp(21)

Y

Timestamp of the message leaving the client system.

LastMsgSeqNumProcessed

Int(9)

N

Last message sequence number processed by the client system.

TargetCompID

String(7)

CME

Y

Identifies entity receiving the message (CME).

TargetSubID

String(20)

G=CME Globex

Y*

Operator ID receiving the message.

CME Globex will echo back tag 57-TargetSubID values in tag 50-SenderSubID.

OrigSendingTime

UTCTimestamp(21)

C

For resent messages only, contains timestamp from tag 52-SendingTime from original message.

• REQUIRED for all messages submitted in response to a Resend Request (including Gap Fill messages).

• MUST NOT BE PRESENT IN NEW MESSAGE (NON-RESENT)

SenderLocationID

String(32)

Y*

ISO identifier of the physical location of the individual or team head trader identified by the tag 50 (Operator ID) in the message. For further information on Tag 50 (Operator ID) refer to Rule 576-CME Globex Tag 50 ID Requirements.

The first two bytes as per ISO 3166-1, identify the country (e.g., JP = Japan, CN = China).

The next three bytes indicate a comma-delimited state or province code (e.g., CA = California, QC = Quebec).

For valid values, refer to https://www.cmegroup.com/ftp/fix/coo. 

Market Regulation requires only the submission of the two first characters of tag 142–SenderLocationID for all countries with the exception of Canada. For Canada, the 5 bytes including the province code must be submitted.

Note: for Cancel/Replace (tag 35-MsgType=G) messaging, the tag 142 value submitted in the original New Order will not persist for the lifetime of the order.