Cancel or Cancel-Replace Reject - Audit Trail Requirements
- CME Group
Blank cell = Not Applicable
Position | Field Name | TO/FROM CME (Tier 1 component interactions with CME Globex) | Associated iLink Tag |
|---|---|---|---|
2 | Receiving Timestamps | Presence: Mandatory for all architectures. Format: UTC Timestamp Value: YYYYMMDD-hh:mm:ss.sss populated minimally at millisecond precision.  | 60 - Transact Time |
3 | Message Direction | Presence: Mandatory Format: String Value:Â "FROM CME" | 57 - TargetSubID |
4 | Operator ID | Presence: Mandatory Format: String with a maximum length of 18 bytes. Â Value: Must only contain letters, numbers and/or the following characters: Â Â Â _ - : @ . + ( ) / \ | 57 - TargetSubID |
6 | Account Number | Presence: Mandatory for Cancel/Replace Reject (9/2) messages. Format: String | 1 - Account |
7 | Session ID | Presence: Mandatory Format: String Value: Exactly 3 Characters | 56 - TargetCompID |
8 | Executing Firm ID | Presence: Mandatory Format: String Value: Exactly 3 Characters | 56 - TargetCompID |
9 | Manual Order Identifier | Presence: Mandatory Format: String Value: 'Y' or 'N' | 1028 - ManualOrderIndicator |
10 | Message Type | Presence: Mandatory Format: String Value: "9/1" or "9\1" for Cancel Reject or "9/2" or "9\2" for Cancel/Replace Reject. | 35 - MsgType/434 - CancelRejResponseTo |
13 | Globex Message ID | Presence: Optional Format: String | 17 - ExecID |
14 | Message Link ID | Presence:Â 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 be unique per order within the audit trail file. | N/A - This identifier exists only in the audit trail. |
18 | Market Segment IDÂ | Presence: Mandatory if present in captured message Format: String Value: Must be the Market Segment ID corresponding to the Instrument. | Â 50 - SenderSubID |
19 | Client Order ID | Presence: Mandatory Format: String Value: Must only contain letters, numbers and/or the following characters:  !"#$%&'()*+,-./: ;<=>?@[\]^_`{|}~ Must not be used for any other Client Order ID from customer-generated messages in the file. | 11 - ClOrdID |
20 | Globex Order ID | Presence: Mandatory Format: String | 37 - OrderID |
37 | Reject Reason | Presence: Mandatory Format: String | Â 102 - CxlRejReason or 58 - Complete Text |
Tag 58 Complete Text required
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