This topic describes CME Globex identifiers that allow client systems to track order activity throughout the order chain.

Order Identifier – Tag 37-OrderID

This value is assigned by CME Globex and is unique across all iLink sessions and market segments. This value remains constant through the life of the order and allows customers to track all activity related to the order.

Message Identifier – Tag 17-ExecID

This value is assigned by CME Globex and is globally unique for each message published. This value allows customers to uniquely identify each Execution Report (tag 35-MsgType=8) message from CME Globex. The Exec ID contains the following pieces of data:

1. Unique random identifier.

2. 'TN' = delimiter.

3. Trade number - The trade number will be an integer and will be unique per instrument per trading session.

Fill on GT Order

8=FIX.4.2 | 9=430 | 35=8 |34=127 | 369=0 | 52=20180702-18:06:27.043 | 49=CME | 50=G | 56=T59350 | 57=BRIO | 143=US,IL | 1=2E2X78 | 6=0 | 11=T597104 | 14=185 | 17=82438:M:21010TN0000012 | 20=0 | 31=9677.5 | 32=3 | 37=82807241412 | 38=500 | 39=1 | 40=2 | 41=0 | 44=9677.5 | 48=5620 | 54=1|55=GE | 59=1 | 60=20180702-18:06:27.042 | 75=20180702 | 107=GEH7 | 150=1 | 151=315 | 167=FUT | 337=TRADE | 375=CME000A | 432=00000000 | 442=1 | 527=828072414122018070212 | 1028=N | 1057=N | 5979=1530554787042876035 | 9717=T597104 | 37711=95588 | 10=121 |

Trade Modify

8=FIX.4.2 | 9=389 | 35=8 | 34=130 | 369=0 | 52=20180702-18:10:46.581 | 49=CME | 50=G | 56= T59350 | 57= BRIO | 143= US,IL | 1=2E2X78 | 6=0 | 11=T597104 | 14=0 | 17=82438:M:22024N0000015 | 1506 = TN0000012 | 20=2 | 31=9678 | 32=3 | 37=82807241412 | 39=G | 41=0 | 48=5620 | 54=1 |55=GE | 60=20180702-18:10:46.463 | 75=20180702 | 107=GEH7 | 150=G | 167=FUT | 442=1 | 527=828072414122018070215 | 1028=N | 5979= 1530555046463294089 | 9703=828072414122018070212 | 9717=T597104 | 37711=95588 | 10=010 |

This example illustrates the above scenario.

Trader A

• Fill Report 40 @ 1.0  → TN0000001

Trader B

• Fill Report 10 @ 1.0 → TN0000001

• Fill Report 20 @ 1.0 → TN0000001

Trader C

• Fill Report 10 @ 1.0 → TN0000001

Trade Cancel Identifier – Tag 1506-SideTradeID

This value is assigned by CME Globex in the Trade Cancel Execution Report only. Customers can use this value when contacting the GCC to identify the trade cancel.

Tag 1506-SideTradeID works in combination with tag 17-ExecID. For the original trade, tag 17-ExecID will contain the identifying value for the Buy and Sell side.

• Buy: tag 17=82438:M:22426

• Sell: tag 17=82438:M:22427

On the trade cancel message, tag 19-ExecRefID contains the delimited portion of the value from tag 17-ExecID of the original trade Execution Report message.

• Cancel: tag 1506=TN0000002

Trade Cancel
8=FIX.4.29=35735=834=127369=8752=20180702-
22:46:55.66149=CME50=G56=U38004N57=CHEDIO_BT143=Brio1=760342916=011=U383214=017=82438:M:2242619=TN000001520=131=968232=6037=8280951802339=H41=048=562054=155=GE60=20180702-22:46:55.64275=20180703107=GEH7150=H167=FUT442=1527=828095180232018070321028=N5979=15305716156424043419717=U383237711=9655510=087

8=FIX.4.29=35735=834=128369=8752=20180702-22:46:55.66149=CME50=G56=U38004N57=CHEDIO_BT143=Brio1=760342916=011=U383314=017=82438:M:2242719=TN000001520=131=968232=6037=8280951803239=H41=048=562054=255=GE60=20180702-22:46:55.64275=20180703107=GEH7150=H167=FUT442=1527=828095180322018070321028=N5979=15305716156424043419717=U383337711=9655510=092

Client Order Identifier – Tag 11-ClOrdID

 Tag 11-ClOrdID is a unique identifier assigned by the client on each of the following message types submitted to CME Globex:

• iLink New Order

• iLink Order Cancel Request

• iLink Order Cancel-Replace Request

• iLink New Order Cross(requires two unique values, one for each side of the transaction)

Additionally, the https://cmegroupclientsite.atlassian.net/wiki/spaces/EPICSANDBOX/pages/715882699 requires a previously submitted tag 11-ClOrdID. This allows customers to determine the status of orders entered on that session on a prior date.

The value submitted in tag 11-ClOrdID for the CME Globex platform must conform to the following rules:

1. All open orders must have a unique value in tag 11-ClOrdID regardless of the trading day in which the orders are placed.

2. Tag 11-ClOrdID must remain unique until the order is completely filled, modified, cancelled, or expired.

3. Tag 11-ClOrdID can only contain ASCII characters.

4. Tag 11-ClOrdID may include up to twenty characters.

CME Globex validates tag 11-CIOrdID for uniqueness per SenderComp (i.e., Session ID + Firm ID) for all working orders on a single market segment. An order with a duplicate ClOrdID will be rejected with a Business Reject (35-MsgType=j) message with tag 380-BusinessRejectReason = 133 - Duplicate ClOrdID: X not allowed.

A ClOrdID value can be re-used on the same Market Segment only when the prior order is no longer resting, for instance:

• the prior order has been completely filled, or

• the prior order has been cancelled, or

• the prior order has been eliminated.

TradeEntryID – Tag 37711-MDTradeEntryID

Common identifier that associates CME STP cleared trades with order execution and market data messaging. This tag value refers to the original value assigned to the trade being cancelled or corrected. Unique across all iLink sessions and market segments per trading week.