OSR - Message Processing

CME Globex uses the current client-generated client order ID value, tag 11-CIOrdID, as the search criteria to locate the queried order.

When the order is located, CME Globex sends an Execution Report - Order Status Request Acknowledgment (tag 35-MsgType=8, tag 150-ExecType=I) message indicating the order status with the tag 39-OrdStatus value.

The follow figure illustrates an Order Status Request for a successful query.

The following table identifies key tags in the outbound Execution Report - Order Status message for order identification and status:

Tag Name	Description

Tag Name	Description
Tag 11-ClOrdID	Contains client-generated ID value of queried order.
Tag 39-OrdStatus	Contains order status value: 0=New 1=Partially Filled 2=Completely Filled 4=Canceled 8=Business Level Reject U=Undefined
Tag 150-ExecType	Contains 'I' indicating message is an Order Status Execution Report.
Tag 14-CumQty	Contains quantity traded throughout lifetime of order.
Tag 17-ExecID	Contains '0' per FIX protocol for Order Status Request Execution Report.

OSR Reject

If an order is not found, or if the Order Status Request is not built according to the message specification, the message is rejected with a Session Level Reject (tag 35-MsgType=3) message.