Mass Quote Acknowledgment - iLink 3 Audit Trail Requirements

The Mass Quote Acknowledgment - Partial Accept message submitted by CME Globex must be decomposed into its rejected quote entries. The Audit Trail must include one line item per rejected 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: "FROM 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: 'b--0' or 'b--5'	N/A
7	Instrument	Presence: Mandatory for Mass Quote Entry if present in the message being captured Format: String	Tag 48 - SecurityID Tag 9774 - CancelledSymbol
21	Country of Origin	Presence: Mandatory Format: String Value: Must follow ISO standard	Tag 9537 - Location
28	Reject Reason	Presence: Mandatory if present in the message being captured Format: String	Tag 300 - QuoteRejectReason or Tag 368 - QuoteEntryRejectReason
31	Quote Request 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: _ - : @ . +	Tag 131 - QuoteReqID
32	Message Quote ID	Presence: Mandatory for Mass Quote Entry Format: String with a maximum length of 18 bytes. Value: Must only contain letters, numbers and/or the following characters: _ - : @ . +	Tag 117 - QuoteID
34	Quote Entry ID	Presence: Mandatory for Mass Quote Entry if present in the message being captured Format: String	Tag 299 - QuoteEntryID
39	Processed Entries	Presence: Mandatory for Mass Quote Entry Format: Integer	Tag 9772 - NoProcessedQuotes
40	Party Details List Request ID	Presence: Mandatory Format: String	Tag 1505 - PartyDetailsListRequestID
Note: Each Quote Entry Reject repeated group should be captured on separate lines