Business-Level Reject - Audit Trail Requirements
Blank 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 "FROM CME" | 57 - TargetSubID |
4 | Operator ID | Presence: Mandatory if present in captured message. Format: String with a maximum length of 18 bytes. Value: Must only contain letters, numbers and/or the following characters:    _ - : @ . + ( ) / \ | 57 - TargetSubID |
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: 'j' | 35 - MsgType |
14 | Message Link ID | Presence: Optional Format: String  Value: Must only contain letters, numbers and/or the following characters:    _ - : @ . + ( ) / \ 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. This ID is not required for Mass Quote related messages. | 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 |
21 | Country of Origin | Presence: Mandatory if present in captured message for Futures & Options and NEX-SEF products. Format: String Value: Must follow ISO standard. | 142 - SenderLocationID |
37 | Reject Reason | Presence: Mandatory Format: String | Â 45 - RefSeqNum, 372 - RefMsgType |
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