Execution Report - Fill Notice - iLink Audit Trail Requirements

The Audit Trail must capture both Spread Summary and individual Leg Execution Report - Fill Notices.

For Synthetic spreads, only information related to CME Group instruments can be included.

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 Value is not required for the corresponding legs of a spread order.	Tag 1028 - ManualOrderIndictor
6	Message Type	Presence: Mandatory Format: String Value: '8--1' or '8--2'	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
11	Order Request ID	Presence: Mandatory Format: String Value: Must only contain letters, numbers and/or the following characters: _ - : @ . + Value is not required for the corresponding legs of a spread order.	Tag 2422 - OrderRequestID
12	Buy/Sell Indicator	Presence: Mandatory Format: Integer Value: 1 or 2	Tag 54 - Side
22	Fill Price	Presence: Mandatory Format: Integer / Decimal Number	Tag 31 - LastPx
23	Fill Quantity	Presence: Mandatory Format: Integer	Tag 32 - LastQty
24	Cumulative Quantity	Presence: Mandatory Format: Integer	Tag 14 - CumQty
25	Remaining Quantity	Presence: Mandatory Format: Integer Value is not required for the corresponding legs of a spread order.	Tag 151 - LeavesQty
26	Aggressor Flag	Presence: Mandatory Format: Integer Value: 0 or 1 Value is not required for the corresponding legs of a spread order.	Tag 1057 - AggressorIndicator
29	CME Globex Message ID	Presence: Mandatory For fill notice, this columns captures the trade number identifier. Format: String	Tag 1506 - SideTradeID
40	Party Details List Request ID	Presence: Mandatory Format: String	Tag 1505 - PartyDetailsListRequestID