CME-Application-Name

Application Name

Header

String

No

REQUIRED

Name of the customer system that generated the message. Must match the system name as certified in AutoCert+ exactly.

CME-Application-Vendor

Application Vendor

Header

String

No

REQUIRED

Name of the vendor who provided the customer system. For a proprietary system, use the firm name.

CME-Application-Version

Application Version

Header

String

No

REQUIRED

Version identifier for the customer system.

CME-Request-ID

Request ID

Header

String

No

REQUIRED

Identifier for the customer message.

CME-Transact-Time

Transaction Time

Header

DateTime

No

Format:  yyyy-mm-ddThh:mm:ss.dZ

OPTIONAL

Timestamp of when the message was sent from customer system.

customerAccountId

Customer Account Identifier

Query

String

Yes

OPTIONAL

customerOrderId

Customer Order Identifier

Query

String

Yes

OPTIONAL

status

Status

Query

OrderStatus

Yes

• ACTIVE

• ACTIVE_MODIFIED

• CANCELED

• EXPIRED

• MATCHED

• PARTIAL

OPTIONAL

symbol

Symbol

Query

String

Yes

OPTIONAL

payload[]

Payload

Order

customerOrderId

Customer Order ID

String

ALWAYS

Unique customer-assigned order identifier. Client system must maintain uniqueness of this value across all orders for the trading week (Sunday through Friday). Maximum allowed value is 20bytes.

displayQty

Display Quantity

Quantity

OPTIONAL

Maximum amount of quantity to be displayed in the order book at any given time. Default is the full order quantity. Can be any number between 1 and the value in Quantity.

durationType

Duration Type

OrderDurationType

• DAY

• FILL_AND_KILL

• FILL_OR_KILL

• GOOD_TILL_CANCEL

• GOOD_TILL_DATE

ALWAYS

Defines how long the order will remain working. Day (current trading session) is the default. Customers may also use Good_Till_Cancel, Good_Till_Date, Fill_And_Kill and Fill_Or_Kill.

expirationDt

Expiration Date

Date

CONDITIONAL

Defines the expiration date of the working order. Expiration Date is required when Duration Type is Good_Till_Date.

• Always when  DurationType IN (DAY, GOOD_TILL_DATE)

manualInd

Manual Indicator

YesNoIndicator

• NO

• YES

ALWAYS

Indicates if the message was generated by manual or automated trading logic. This tag is subject to Rule 536.B.2 Electronic Audit Trail Requirements for Electronic Order Routing/Front-End Systems.

maxShowQty

Maximum Show Quantity

Quantity

OPTIONAL

Maximum amount of quantity to be displayed in the order book at any given time. Default is the full order quantity. Can be any number between 1 and the value in Quantity.

price

Price

Price

CONDITIONAL

Price per lot for the order. Required for Limit and Stop_Limit orders.

• Always when  Type NOT IN (MARKET, MARKET_TO_LIMIT)

qty

Order Quantity

Quantity

ALWAYS

Total order size.

sideInd

Side Indicator

MarketSideIndicator

• BUY

• SELL

ALWAYS

Indicates if order is to buy or sell.

status

Order Status

OrderStatus

• ACTIVE

• ACTIVE_MODIFIED

• CANCELED

• EXPIRED

• MATCHED

• PARTIAL

ALWAYS

Current status of the order.

stopPrice

Stop Price

Price

CONDITIONAL

Required for Stop and Stop_Limit orders. Identifies the stop trigger price for the order.

• Always when  Type IN (STOP, STOP_LIMIT)

transactionTime

Transaction Time

DateTime

ALWAYS

type

Order Type

OrderType

• LIMIT

• MARKET

• MARKET_TO_LIMIT

• STOP

• STOP_LIMIT

ALWAYS

Order type. Permitted values are Limit, Market, Market_to_Limit, Stop and Stop_Limit.

venueOrderId

Venue Order Identifier

String

ALWAYS

CME Globex-assigned assigned order identifier; unique across all iLink sessions and market segments for a trade date.

entities

Entities

OrderEntities

instrument

Instrument

Instrument

customerAccountId

Customer Account Identifier

String

ALWAYS

Customer account identifier.

customerOriginType

Customer Origin Type

OriginType

• CUSTOMER

• HOUSE

ALWAYS

The Origin Type as defined in the user's CME Direct profile; Customer or House.

customerType

Customer Type

CustomerType

• DEFAULT

• MEMBER_OTHER_INDIVIDUAL

• MEMBER_OTHER_MEMBER

• MEMBER_OWN

ALWAYS

The Customer Type as defined in the user's CME Direct profile; Default, Member Other Individual, Member Other Member or Member Own.

symbol

Instrument Trading Symbol

String

ALWAYS

CME Globex symbol for the instrument as defined in the Reference Data API in globexSymbol, and reflected in MDP3.0 tag 55-Symbol and iLink tag 107-SecurityDesc.

errors[]

Errors

Error

code

Error Code

String

• 1

• 100

• 2045

ALWAYS

instance

Error Instance

String

OPTIONAL

message

Error Message

String

ALWAYS

referenceIndex

Error Reference Index

Integer

ALWAYS

errors[]

Errors

Error

code

Error Code

String

• 1

ALWAYS

instance

Error Instance

String

OPTIONAL

message

Error Message

String

ALWAYS

referenceIndex

Error Reference Index

Integer

ALWAYS