Mass Quote - iLink 3 Minimum Audit Trail Requirements

The Mass Quote message submitted to the CME Globex platform must be decomposed into its quote entries. The Audit Trail must include one line item per quote entry.

Blank cell = Not Applicable

Position	Columns	TO/FROM CME	Associated Tag on iLink

Position	Columns	TO/FROM CME	Associated Tag on iLink
1	Sending Timestamps	Presence: Mandatory Format: UTC Timestamp Value: YYYYMMDD-hh:mm:ss.sssss populated minimally at millisecond precision.	Tag 5297 - SendingTime
2	Message Direction	Presence: Mandatory Format: String Value: "TO CME"	N/A
3	Operator ID	Presence: Mandatory Format: String with a maximum length of 18 bytes. Value: Must only contain letters, numbers and/or the following characters: _ - : @ . +	Tag 5392 - SenderID
4	Session ID	Presence: Mandatory Format: String
5	Manual Order Indicator	Presence: Mandatory Format: Integer Value: 0 or 1	Tag 1028 - ManualOrderIndictor
6	Message Type	Presence: Mandatory Format: String Value: 'i'	N/A
7	Instrument	Presence: Mandatory Format: String Value: Contract identifier	Tag 48 - SecurityID
21	Country of Origin	Presence: Mandatory Format: String Value: Must follow ISO standard	Tag 9537 - Location
31	Quote Request ID	Presence: Mandatory if present in captured message. Format: String Value: Must only contain letters, numbers and/or the following characters: _ - : @ . +	Tag 131 - QuoteReqID
32	Message Quote ID	Presence: Mandatory if present in captured message. Format: String Value: Must only contain letters, numbers and/or the following characters: _ - : @ . +	Tag 117 - QuoteID
33	Quote Set ID	Presence: Mandatory if present in captured message. Format: String Value: Must only contain letters, numbers and/or the following characters: _ - : @ . +	Tag 302 - QuoteSetID
34	Quote Entry ID	Presence: Mandatory if present in captured message. Format: String Value: Must only contain letters, numbers and/or the following characters: _ - : @ . +	Tag 299 - QuoteEntryID
35	Bid Price	Presence: Mandatory if present in captured message. Format: Integer or Decimal Number	Tag 132 - BidPx
36	Bid Size	Presence: Mandatory if present in captured message. Format: Integer	Tag 134 - BidSize
37	Offer Price	Presence: Mandatory if present in captured message. Format: Integer or Decimal Number	Tag 133 - Offer Px
38	Offer Size	Presence: Mandatory if present in captured message. Format: Integer	Tag 135 - OfferSize
40	Party Details List Request ID	Presence: Mandatory Format: String	Tag 1505 - PartyDetailsListRequestID
Note: Each quote entry is captured on a separate line