Order Cancel Request - iLink 3 Audit Trail Requirements

Blank table 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: 'F'

N/A

7

Instrument

Presence: Mandatory

Format: String

Value: Contract identifier

Tag 48 - SecurityID

8

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

N/A

9

CME Globex Order ID

Presence: Mandatory if present in captured message.
Format: String

Tag 37 - OrderID

10

Client Order ID

Presence: Mandatory

Format: String

Value: Must only contain letters, numbers and/or the following characters:  !"#$%&'()*+,-./: ;<=>?@[\]^_`{|}~

Tag 11 - ClOrdID

11

Order Request ID

Presence: Mandatory
Format: String

Value: Must only contain letters, numbers and/or the following characters:  _ - : @ . +

Tag 2422 - OrderRequestID

12

Buy/Sell Indicator

Presence: Mandatory

Format: Integer

Value: 1 or 2

Tag 54 - Side

21

Country of Origin

Presence: Mandatory

Format: String

Value: Must follow ISO standard
 

Presence: Mandatory if present in captured message (for NEX SEF Products) 

Tag 9537 - Location

40

Party Details List Request ID

Presence: Mandatory

Format: String

Tag 1505 - PartyDetailsListRequestID




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