iLink 2 Security Definition

iLink 2 Standard Header - CME Globex to Client System

MsgType

String(2)

d=Security Definition

Y

Header tag identifying message type.

15

Currency

Currency(3)

N

Identifies currency used for price. Absence of this field is interpreted as the default currency for the security.

22

SecurityIDSource

Char(1)

4=ISIN number

N

Identifies class or source of the tag 48-SecurityID value.

48

SecurityID

Int(12)

N

Identifier of the instrument defined in tag 107.

58

Text

String(200)

N

Used for instructions to customer if needed, i.e. reject reason.

107

SecDesc

String(20)

N

UDS Instrument identifier (e.g. UD:U$:CVT 0808123456).

200

MaturityMonthYear

String(8)

N

Instrument expiration; earliest leg maturity in the options spread or combination.

Format YYYYMM (i.e. 200912.)

For daily products, this tag contains the full calendar date as reflected in the instrument symbol. Format YYYYMMDD (e.g. 20191205).

For weekly options products, this tag contains the calendar month and week indicator reflected in the instrument symbol. Format YYYYMMwW (e.g., for the 4^th week contracts, 201912W4).

320

SecurityReqID

String(32)

Y

Unique identifier from tag 320 of the Security Definition Request (tag 35-MsgType=c) message.

322

SecurityResponseID

String(32)

Y

CME Globex generated unique ID for the response.

323

SecurityResponseType

Int(1)

2=Accept security proposal
with revisions as indicated
in the message.
5=Reject security proposal.

Y*

Type of response.
Note: if tag 142-SenderLocationID is not present on the inbound Security Definition Request (tag 35-MsgType=c) message, the request will be rejected with tag 323=5.

167

SecurityType

String(6)

FUT=Future

OPT=Option

IRS=Interest Rate Swap

FXSPOT=FX Spot

C

Security Type

Note: For UDS for Futures, only returned in UDS acknowledgments (tag 323-SecurityResponseType=2). It is not returned in rejects (323-SecurityResponseType=5).

55

Symbol

String(6)

N

Product Code.

9779

UserDefinedInstrument

String(1)

Y=User defined instrument 
N=Not a user defined instrument

C

Identifies user-defined instruments. If the tag is not present, the instrument is not user-defined.

827

ExpirationCycle

Int(1)

0=Expire on trading session close (default)
2=Trading eligibility expiration specified in the date and
time fields.

N

For tag 827-ExpirationCycle=2, instrument expires as indicated in market data Security Definition (tag 35-MsgType=d) repeating block:

• Tag 865-EventType=7 (Last Eligible Trade Date)

• Tag 1145-EventTime

1028

ManualOrderIndicator

Boolean(1)

Y=manual
N=automated

Y*

Value sent on inbound message from client system indicating manual or automated trading logic.

5149

Memo

String(75)

N

Allows users to submit a free-form Note tag with a customer order and persists from order entry through clearing

Note: if tag 5149-Memo value on inbound messages exceeds the max length of 75 bytes, iLink will return a truncated 75 bytes from the right on the response.

5979

RequestTime

Int(20)

N

Information carried on a response to convey the time (UTC) when the request was processed by the MSGW application. UTC Timestamps are sent in number of nanoseconds since Unix epoch synced to a master clock to microsecond accuracy.

9776

AutoQuoteRequest

Boolean(1)

Y = Quote Request (tag 35-MsgType=R) generated at UDS creation.

Y*

Always set to Y.

Note: Not sent when tag 323-SecurityResponseType=5.

555

NoLegs

Int(3)

Y*

Number of repeating groups in the message.

Option Repeating Group

→600

LegSymbol

String(6)

Y*

Product Code.

→602

LegSecurityID

String(12)

N

Identfier of the instrument defined in tag 620-LegSecruityDesc.

→603

LegSecurityIDSource

Char(1)

8=Exchange symbol

N

Identifies class or source of the tag 48-SecurityID value.

→608

LegCFICode

String(6)

N

CFI code for leg instrument.

→610

LegMaturityMonthYear

String(8)

N

Expiration month and year.

→612

LegStrikePrice

Price(19)

N

Strike requested.
Included for outright options only.

For UDS for futures, this will always be sent as 0.

→620

LegSecurityDesc

String(20)

Y*

Instrument identifier.

→623

LeqRatioQty

Int(2)

Y

Specifies ratio for the leg instrument defined in this repeating group. Required for options legs.

→624

LegSide

Char(1)

1=Buy
2=Sell

Y*

Leg side.

→942

LegStrikeCurrency

Currency(3)

N

Strike currency.
Included for outright options only.

Future Repeating Group

→600

LegSymbol

String(6)

Y

Product Code.

→602

LegSecurityID

String(12)

N

Identifier of the instrument defined in tag 620-LegSecurityDesc.

→603

LegSecurityIDSource

Char(1)

8=Exchange symbol

N

Identifies class or source of the tag 48-SecurityID value.

→608

LegCFICode

String(6)

 iLink 2 - CFICode Table of Values

N

CFI code for leg instrument.

→620

LegSecurityDesc

String(20)

Y*

Instrument identifier.

→623

LegRatioQty

Qty(2)

C

Specifies ratio for the leg instrument defined in this repeating group. For a Covered UDS this tag is optional for covering future leg(s).

→624

LegSide

Char(1)

1=Buy
2=Sell

Y*

Leg side.

→566

LegPrice

Price(15)

N

Price of the futures contract. 
Note:

• If this field contains more than 15 characters (including decimal and/or sign), the Security Definition Request will be rejected.

• If this tag is present for an options repeating group, the message will be rejected.

→1017

LegOptionDelta

Float(6.2)

N

For covered options only; delta used to calculate the quantity of futures used to cover the option or options spread or combination.
Refer to User Defined Spread - UDS for more information.
Float (6.2) = six-byte field with two decimal places.

9553

SplitMsg

Int(1)

0 – Split message 

1 – Out-of-order message 

2 – Complete message 

N

Indicates whether a message was subject to additional processing as a result of being:

• split among multiple packets (0)

• out-of-order (1)

• a previously submitted split message (2)

If absent, then the message was not subject to additional processing.

iLink 2 Standard Message Trailer

End of message.