iLink 3 Quote Cancel

1505

PartyDetailsListReqID

uInt64

8

Y

The unique identifier of the Party Details Definition Request Acknowledgment associated with this message; this is the value submitted on the inbound message.

For pre-registered messages:

• Unique ID from Party Details Definition Request Acknowledgment message

• PartyDetailsListRequestID≠0.

For on-demand messages:

• If not registered beforehand through iLink then Party Details Definition Request  message will be sent along with the business message and will immediately precede it

• PartyDetailsListRequestID=0.

5297

SendingTimeEpoch

uInt64

8

Y

Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970.

1028

ManualOrderIndicator

ManualOrdIndReq

1

Y

• 0=Automated

• 1=Manual

Indicates if the message was initially received manually.

'0' indicates the message was generated by automated trading logic.

iLink messages containing a value other than '0' or '1' in this tag will be rejected.

This tag is subject to Rule 536.B.2 Electronic Audit Trail Requirements for Electronic Order Routing/Front-End Systems.

https://www.cmegroup.com/rulebook/files/cme-group-Rule-536-B-Tag1028.pdf

9726

SeqNum

uInt32

4

Y

Sequence number assigned to this message.

The max value is 999999999 which is 1 short of 1 billion.

5392

SenderID

String20Req

20

Y

For futures and options markets: represents Operator ID.

For EBS and fixed income markets: represents the Entering Trader. For EBS this value must be 3 characters.

This value represents the individual or team submitting the message and is subject to registration requirements and character limits as required by Rule 576 and the Advisory below: 

https://www.cmegroup.com/rulebook/files/cme-group-Rule-576.pdf

In FirmSoft and Global Command Center queries for order status and cancellations, this value must be exact.

9537

Location

String5Req

5

Y

ISO identifier of the physical location of the individual or team head trader identified by the tag 5392 (SenderID) in the message.

The first two bytes as per ISO 3166-1, identify the country (e.g., JP = Japan, CN = China).

The next three bytes indicate a comma-delimited state or province code (e.g., CA = California, QC = Quebec).

For valid values, refer to ftp.cmegroup.com/fix/coo. 

Market Regulation requires only the submission of the two first characters of tag 9537-Location for all countries with the exception of Canada. For Canada, the 5 bytes including the province code must be submitted.

Note: this field is optional for EBS Market and eFIX Matching Service instruments.

117

QuoteID

uInt32

4

Y

Client system generated identifier of the Quote Cancel message.

Must be unique per message trading session.

298

QuoteCancelType

QuoteCxlTyp

1

Y

• 1=Cancel for Instrument

• 3=Cancel for Security Group

• 4=Cancel All Quotes

• 100=Cancel for Quote Set

Identifies the type of Quote Cancel. Cancel can an be by instrument, quote set, product group, or all.

9373

LiquidityFlag

BooleanNULL

1

N

• 0=False

• 1=True

Indicates if an order was submitted for market making obligation as required for MIFID.

Applicable only for EU BrokerTec.

9937

OrigOrderUser

String8

8

N

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

9182

QuoteEntryOpen

BooleanNULL

1

N

A boolean value indicating whether or not new quotes should be rejected for the SenderComp for whom quotes are being cancelled; also used to reset such a block on Mass Quotes being sent by the blocked SenderComp.

295

NoQuoteEntries

groupSize

3

Y

• minValue=1

• maxValue=15

The number of quote entries for quote sets, instruments, product group, or cancel all.

298=1 → 1 to 15

298=3 → 1

298=4 → 1

298=100 → 1 (for cancel by quote set a product group has to be specified here)

→1151

SecurityGroup

StringLength6

6

Y

A designation assigned a group of related securities which may be concurrently affected by market events and actions.

Must be first field in the repeating group.

Should contain [N/A] for cancel all.

All quote sets and individual instruments must belong to a specific product group; the first determines the group to be applied for the rest of the repeating group entries.

→48

SecurityID

Int32NULL

4

N

Should be conditionally populated only for 298=1 (cancel for instrument).

Will be ignored if present for any QuoteCancelType other than Instrument.

296

NoQuoteSets

groupSize

3

N

• minValue=1

• maxValue=15

The number of sets of quotes in the message. Conditionally required if 298=100.

Set the groupSize to 0 when not required.

→134

BidSize

uInt32NULL

4

N

Should be conditionally populated and set to zero only for 298=100 (cancel for Quote Set) to cancel all buy side quotes for Quote Set ID.

Will be ignored if present for any QuoteCancelType other than Quote Set.

→135

OfferSize

uInt32NULL

4

N

Should be conditionally populated and set to zero only for 298=100 (cancel for Quote Set) to cancel all sell side quotes for Quote Set ID.

Will be ignored if present for any QuoteCancelType other than Quote Set.

→302

QuoteSetID

uInt16

2

Y

Should be conditionally populated only for 298=100 (cancel for Quote Set).

Will be ignored if present for any QuoteCancelType other than Quote Set.

Customers must assign an identifier between 1-999.