iLink 3 Party Details Definition Request

1505

PartyDetailsListReqID

uInt64

8

Y

The unique identifier of the Party Details Definition Request. 

5297

SendingTimeEpoch

uInt64

8

Y

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

1324

ListUpdateAction

ListUpdAct

1

Y

A=Add

D=Delete (TBD)

Indicates if all of the information sent in this message with a unique new PartyDetailsListReqID is a new addition or deletion of existing information associated with an existing PartyDetailsListReqID.

For PartyDetailsListReqID=0 this should always be set to "A".

9726

SeqNum

uInt32

4

Y

Sequence number assigned to this message.

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

5149

Memo

String75

75

N

This general purpose text field can be mapped from iLink to Clearing STP for trades.

1731

AvgPxGroupID

String20

20

N

Used by submitting firm to group trades being allocated into an average price group.

The trades in average price group will be used to calculate an average price for the group.

Not applicable for fixed income and EBS markets.

2362

SelfMatchPreventionID

uInt64NULL

8

N

Identifies an order or trade that should not be matched to an opposite order or trade if both buy and sell orders for the same asset contain the same tag 2362-SelfMatchPreventionID and were submitted by the same firm.

9708

CmtaGiveupCD

CmtaGiveUpCD

1

N

G=GiveUp

S=SGX Offset

Indicates if the order is a give-up or SGX offset.

Not applicable for fixed income and EBS markets.

582

CustOrderCapacity

CustOrderCapacity

1

N

1=Applies to orders entered or trades executed by an individual member for their own account, for an account they controls, or for an account in which they have an ownership or financial interest. However, transactions initiated and executed by a member for the proprietary account of a member firm must be designated as CTI 2 transactions.

2=Applies to orders entered or trades executed for the proprietary accounts of a member firm, including Rule 106.H., I., N., R. and S. firms.

3=Applies to orders entered by a member or a nonmember terminal operator for the account of another individual member or an account controlled by such individual member

4=Applies to all orders and transactions not included in CTI categories 1, 2, or 3. These typically are orders entered by or on behalf of nonmember entities.

Capacity of customer placing the order.

Used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).

Not applicable for fixed income and EBS markets.

1816

ClearingAccountType

ClearingAcctType

1

N

0=Customer

1=Firm

Designates the account type to use for the order when submitted to clearing.

Required for CME Group futures and options only.

Not applicable for fixed income and EBS markets.

8000

SelfMatchPreventionInstruction

SMPI

1

N

N=Cancel Newest

O=Cancel Oldest

Used to act upon the outcome when a self-match is detected and an order is prevented from trading against another order with the same tag 2362-SelfMatchPreventionID.

N=Cancel newest signifies that incoming order is cancelled.

O=Cancel Oldest signifies that the resting order is cancelled.

Absence of this field (with tag 2362) is interpreted as cancel oldest.

819

AvgPxIndicator

AvgPxInd

1

N

0=No average pricing

1=Trade is part of an average price group identified by the AvgPxGroupID (tag 1731)

3=Trade is part of a notional value average price group

A notional value average price (NVAP) group is effectively closed and available for allocation as long as the NVAP of the group is non-zero

Average pricing indicator.

Not applicable for fixed income and EBS markets.

1598

ClearingTradePriceType

SLEDS

1

N

0=Trade clearing at execution price

1=Trade clearing at alternate clearing price

Indicates to recipient whether trade is clearing at execution prices tag 31-LastPx or alternate clearing price (prior day settlement price).

Not applicable for fixed income and EBS markets.

1031

CustOrderHandlingInst

CustOrdHandlInst

1

N

• W - Desk

• Y - Electronic (Default)

• C - Vendor-provided Platform billed by Executing Broker

• G - Sponsored Access via Exchange API or FIX provided by Executing Broker

• H - Premium Algorithmic Trading Provider billed by Executing Broker

• D - Other, including Other-provided Screen

Defines source of original order.

Required for CME Group futures and options only.

5290

Executor

uInt64NULL

8

N

Will be populated with the MIFID short code for the person or algo that submitted the message. The short code will be mapped to National ID or Algo at reporting time. 

Conditionally required for EU BrokerTec and EBS MiFID regulated instruments. Messages missing this tag or containing an unregistered value will be rejected.

36023

IDMShortCode

uInt64NULL

8

N

Represents the Investment Decision Maker Short Code

Conditionally required for EU BrokerTec and EBS MiFID regulated instruments. Messages missing this tag or containing an unregistered value will be rejected.

1676

NoPartyUpdates

NoPtyUpd

0

Y

Always "1"

Number of party updates.

Constant value of 1.

1671

NoPartyDetails

groupSize

3

Y

minValue=1

maxValue=5

Number of party details.

More than one occurrence of the same party role will be rejected.

→1691

PartyDetailID

String20Req

20

Y

The identification of the party.

→1692

PartyDetailIDSource

PartyIDSource

0

Y

Always “C” – Generally accepted market participant identifier

Used to identify source of PartyDetailID value.

Constant value.

→1693

PartyDetailRole

PartyDetailRole

2

Y

• PartyDetailRole=96 (take up firm)

• PartyDetailRole=1000 (take up account)

• PartyDetailRole=1 (executing firm)

• PartyDetailRole=118 (operator)

• PartyDetailRole=24 (customer account)

Identifies the type of PartyDetailID.

• PartyDetailRole=24 is required for futures and options markets.

• PartyDetailRole=1 is required for futures, options, EBS, and fixed income markets.

• PartyDetailRole=118 is required for futures, options, EBS, and fixed income markets. It represents the party responsible for submission of the message. 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.

• PartyDetailRole= 96 represents the executing firm ID to which the fill is Given Up or mutually off-set for eligible contracts.

• PartyDetailRole=1000 represents a give up account number.

Note - PartyDetailRole=96 and 1000 are applicable only for futures and options markets.  Must be used in conjunction with tag 9708-CmtaGiveupCD.

2668

NoTrdRegPublications

groupSize

3

N

Number of regulatory publication rules in repeating group for MIFID reporting.

Used to indicate that an ESCB customer can exempt from disclosure any activity that is related to central banking activity.

Should always be '1' if used otherwise set to '0'

→2669

TrdRegPublicationType

uInt8

1

Y

2=Exempt from Publication

Specifies the type of regulatory trade publication

Additional reasons for the publication type will be specified in tag 2670-TrdRegPublicationReason.

Represents allowable exemptions for the post-trade publication of trade transactions

Required when NoTrdRegPublications (tag 2668) > 0

Should always be '2'

→2670

TrdRegPublicationReason

uInt8

1

Y

12=Exempted due to European System of Central Banks (ESCB) policy transaction

Additional reason for trade publication type specified in tag 2669-TrdRegPublicationType.

Reasons may be specific to regulatory trade publication rules

Required when NoTrdRegPublications (tag 2668) > 0

Should always be '12'