548

CrossID

String(32)

Int(20)

Identifier for a cross order.

59

TimeInForce

0=Day
1=Good Till Cancel (GTC)
3=Fill and Kill
6=Good Till Date (GTD)

0=Day
1=Good Till Cancel (GTC)
3=Fill and Kill (FAK)

4=Fill or Kill (FOK)
6=Good Till Date (GTD)

Specifies how long the order remains in effect.
If not present, DAY order is the default.

For GTD, ExpireDate is required.
For FAK, MinQty can also be specified.

See Order Types for Futures and Options or Order Management for more information.

Note: For spread trade Execution Reports, this tag is sent in the Execution Report – Fill Notice (35=8, 39=1 or 2) for the spread only and not the legs of the spread.

Drop Copy Message Tag

iLink 3 Source Message Tag

FIX Tag

FIX Name

Binary Tag

Binary Name

Enumeration

Description

34

MsgSeqNum

9726

SeqNum

Sequence number sent by CME Globex.

43

PossDupFlag

9765

PossRetransFlag

FIX:

43= Y

43 = N

Binary:

9765 = 1

9765 = 0

During a normal processing state, tag 43-PossDupFlag is typically not present. If tag 43-PossDupFlag is present, it is set to N (binary=0)
During a resend state, tag 43-PossDupFlag is set to Y (Binary=1) to indicate a possible re-transmission of message with this sequence number.

49

SenderCompID

1691 

1693

PartyDetailID 

PartyDetailRole=1

Binary:

When PartyDetailRole = 1, this indicates that the corresponding PartyDetailID value is equivalent to SenderCompID value.

Value from order entry tag 56-TargetCompID.

50

SenderSubID

5392

SenderID

Assigned value used to identify specific message originator.

For iLink messages sent over the Market Segment Gateway CME Globex will echo back the tag 57-TargetSubID value.

56

TargetCompID

1691

1693

PartyDetailID 

PartyDetailRole=1

Binary:

When PartyDetailRole = 1, this indicates that the corresponding PartyDetailID value is equivalent to TargetCompID value.

This tag consists of 2 subcomponents and a constant: session ID, Firm ID and Fault Tolerance Indicator (FTI). Session ID is the left-most 3 characters. The next 3 characters represent Firm ID. The last character is always the FTI that was sent back on the log-on ack.
Example: ABC123N
Session ID: ABC
Firm ID: 123
FTI: N (for no fault tolerance)

57

TargetSubID

5392

SenderID

Assigned value used to identify specific individual or unit intended to receive message.

Note: For an Order Status Request Acknowledgement - Execution Report, CME Globex will echo back tag 57-TargetSubID values in tag 50-SenderSubID submitted by the client system in the Order Status Request (tag 35-MsgType=H) and Order Mass Status Request (tag 35-MsgType=AF) messages.

128

DeliverToCompID

9937

OriOrderUser

Represents the original SenderComp for whom orders or quotes are to be cancelled.

See iLink 3 Trading on Behalf of a Client for more information.

143

TargetLocationID

9537

Location

Contains value sent by client system in tag 142-SenderLocationID.

1

Account

1691 

1693

PartyDetailID 

PartyDetailRole=24

Binary: When PartyDetailRole = 24, this indicates that the corresponding PartyDetailID value is equivalent to Account value.

Unique account identifier.

Note: This tag value is always uppercase, regardless of the case in the inbound message tag. Client systems are not required to submit capitalized account values to CME Globex.

17

ExecID

1506

SideTradeID

SideTradeID represents the trade number on fill messages  that contains the trade number  which is embedded in the FIX ASCII field in tag 17-ExecID

19

ExecRefID 

1507

OrigSideTradeID

OrigSideTradeID represents the original on trade cancel/correction messages which is embedded in the FIX ASCII field in tag 19-ExecRefID

55

Symbol

1151

SecurityGroup

This tag contains the Group Code of the instrument.

59

TimeInForce

59

TimeInForce

FIX:

0=Day
1=Good Till Cancel (GTC)
3=Fill and Kill
6=Good Till Date (GTD)

Binary:

0=Day
1=Good Till Cancel (GTC)
3=Fill and Kill

4=Fill and Kill
6=Good Till Date (GTD)

Specifies how long the order remains in effect.
If not present, DAY order is the default.

For GTD, ExpireDate is required.
For FAK, MinQty can also be specified.

See Order Types for Futures and Options or Order Management for more information.

Note: For spread trade Execution Reports, this tag is sent in the Execution Report – Fill Notice (35=8, 39=1 or 2) for the spread only and not the legs of the spread.

Binary: Synthetic FOK (where MinQty Tag 110 = OrderQty Tag 38) has been replaced with an actual TimeInForce designation (Tag 59 = 4)

79

AllocAccount

1691 

1693

PartyDetailID 

PartyDetailRole=1000

Binary:

When PartyDetailRole = 1000, this indicates that the corresponding PartyDetailID value is equivalent to AllocAccount value.

Returned on Execution Report if sent on inbound message.

Note: This tag value is always uppercase, regardless of the case in the inbound message tag. Client systems are not required to submit capitalized account values to CME Globex.

107

SecurityDesc

48

SecurityID

Instrument identifier.
e.g. "ESM0'

129

DeliverToSubID

1691

1693

PartyDetailID 

PartyDetailRole=118

Binary:

When PartyDetailRole = 118, this indicates that the corresponding PartyDetailID value is equivalent to operator value.

This value represents the individual or team submitting the message.

210

MaxShow

1138

DisplayQty

See Order Display Quantity in Electronic Trading Concepts.

Maximum quantity of an order to be shown in the order book at any given time.

• The value of MaxShow must be a fixed number N between 1 and value in tag 38-OrderQty.

• If MaxShow is reduced (due to matches) to 0, then MaxShow is reset to the lesser of N or the number in tag 38-OrderQty remaining.

1028

ManualOrderIndicator

1028

ManualOrderIndicator

FIX:

Y=manual
N=automated

Binary:

1=manual
0=automated

Value sent on inbound message from client system indicating the order as sent manually or generated by automated trading logic.

1057

AggressorIndicator

1057

AggressorIndicator

FIX:

Y=Match aggressor

N=Resting at match

Binary:

1=Match aggressor

0=Resting at match

Indicates if order was incoming or resting for the match event.
Default=not present.

Note: For spread trade Execution Reports, this tag is sent in the Execution Report - Fill Notice (35=8, 39=1 or 2) for the spread only and not the legs of the spread. 

2807

CancelText

2807

CancelText

Represents the SenderComp which initiates the cancellation of orders or quotes for the original SenderComp.

See iLink 3 Trading on Behalf of a Client for more information.

5979

RequestTime

7552

DelayToTime

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

tag 2362-SelfMatchPreventionID 

tag 7928-SelfMatchPreventionID

tag 8000-SelfMatchPreventionInstruction 

Identical to iLink 3 source session 

tag 1031-CustOrdHandlIngInst

Identical to iLink 3 source session tags

tag 1731-AveragePriceGroupID 

tag 819-AveragePriceIndicator 

tag 1598-ClearingTradePrice

tag 9708-CmtaGiveUpCD 

tag 5149-Memo 

tag 1693-PartyDetailRole=96 (take up firm)

tag 9707-GiveUp Firm

tag 1693-PartyDetailRole=1000 (take up account)

tag 79-AllocAccount

tag 1693-PartyDetailRole=1 (executing firm)

tag 49-SenderCompID

tag 1693-PartyDetailRole=24 (customer account)

tag 1-Account

tag 582-CustOrderCapacity

tag 9702-CTICode

tag 1816-ClearingAccountType

tag 204-CustomerOrFirm