Order Modification - Audit Trail Requirements
Blank table cell = Not Applicable
Position | Field Name | TO/FROM CME (Tier 1 component interactions with CME Globex) | Associated iLink Tag |
|---|---|---|---|
1 | Sending Timestamps | Presence: Mandatory for all architecture Format: UTC Timestamp Value: YYYYMMDD-hh:mm:ss.sss populated minimally at millisecond precision. | 52 - SendingTime |
3 | Message Direction | Presence: Mandatory Format: String Value:Â "TO CME" | 57 - TargetSubID |
4 | Operator ID | Presence: Mandatory Format: String with a maximum length of 18 bytes Value: Must only contain letters, numbers and/or the following characters: Â Â _ - : @ . + ( ) / \ | 50 - SenderSubID |
5 | Self-Match Prevention ID | Presence:Â Mandatory if present in captured message. Format: Integer | 7928 - SelfMatchPreventionID |
6 | Account Number | Presence: Mandatory Format: String | 1 - Account |
7 | Session ID | Presence: Mandatory Format: String Value: Exactly 3 Characters | 49 - SenderCompID |
8 | Executing Firm ID | Presence: Mandatory Format: String Value: Exactly 3 Characters | 49 - SenderCompID |
9 | Manual Order Identifier | Presence: Mandatory Format: String Value: 'Y' or 'N' | 1028 - ManualOrderIndicator |
10 | Message Type | Presence: Mandatory Format: String Value: 'G' | 35 - MsgType |
11 | Customer Type Indicator | Presence: Mandatory Format: Integer and Value: 1, 2, 3 or 4 | 9702 - CTICode |
12 | Origin | Presence: Mandatory Format: Integer and Value: 0 or 1 | 204-CustomerOrFirm |
14 | Message Link ID | Presence: Optional Format: String Value: Must only contain letters, numbers and/or the following characters: Â Â _ - : @ . + ( ) / \Â Must be unique within the audit trail file | N/A - This identifier exists only in the audit trail. |
15 | 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 - This identifier exist only in the audit trail |
17 | Instrument Description | Presence: Mandatory Format: String Value: Must follow CME Group instrument code nomenclature. | 107 - SecurityDesc |
18 | Market Segment ID | Presence: Mandatory if present in captured message Format: String Value: Must be the Market Segment ID corresponding to the Instrument. | 57 - TargetSubID |
19 | Client Order ID | Presence: Mandatory Format: String Value: Must only contain letters, numbers and/or the following characters:Â Â Â !"#$%&'()*+,-./: ;<=>?@[\]^_`{|}~ | 11 - ClOrdID |
20 | Globex Order ID | Presence: Mandatory Format: Integer | 37 - OrderID |
21 | Buy/Sell Indicator | Presence: Mandatory Format: Integer Value: 1 or 2 | 54 - Side |
22 | Quantity | Presence: Mandatory Format: Integer | 38 - Quantity |
23 | Limit Price | Presence: Mandatory if <TO CME> Order Type: 2 or 4 Format: Integer / Decimal Number | 44 - Price |
24 | Stop Price | Presence: Mandatory if <TO CME>Order Type: 3 or 4 Format: Integer / Decimal Number | 99 - StopPx |
25 | Order Type | Presence: Mandatory Format: String Value: 1, 2, 3, 4 or K | 40 - OrderType |
26 | Order Qualifier | Presence: Mandatory Format: Integer Value: 0, 1, 3 or 6 | 59 - TimeInForce |
27 | IFM Flag | Presence: Mandatory Format: String Value: 'Y' or 'N' | Tag 9768 - OFMOverride |
28 | Display Quantity | Presence: Mandatory if present in captured message. Format: Integer Value:Â Must be a number between 1 and Order Quantity. | 210 - MaxShow |
29 | Minimum Quantity | Presence: Mandatory if present in captured message Format: Integer Value:Â Must be a number between 1 and Order Quantity. | 110 - MinQty |
 30 | Country of Origin | Presence: Mandatory Format: String Value: Must follow ISO standard. | 142 - SenderLocationID |
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