Mass Quote Cancel - iLink 3 Audit Trail Requirements

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: "Z--1" for Cancel per instrument "Z--3" for Cancel per instrument group "Z--4" for Cancel all quotes "Z--100" for Cancel per quote entries	N/A
7	Instrument	Presence: Mandatory if present in captured message Format: String Value: Contract identifier or Instrument Group Identifier Required only if request is "Z--1" for Cancel per instrument	Tag 48 - SecurityID
21	Country of Origin	Presence: Mandatory Format: String Value: Must follow ISO standard	Tag 9537 - Location
32	Message Quote ID	Presence: Mandatory Format: String Value: Must only contain letters, numbers and/or the following characters: _ - : @ . +
33	Quote Set ID	Presence: Mandatory if present in captured message. Format: String Value: Must only contain letters, numbers and/or the following characters: _ - : @ . +
34	Quote Entry ID	Presence: Mandatory if present in captured message. Format: String Value: Must only contain letters, numbers and/or the following characters: _ - : @ . +
36	Bid Size	Presence: Mandatory if present in captured message. Format: Integer
38	Offer Size	Presence: Mandatory if present in captured message. Format: Integer
40	Party Details List Request ID	Presence: Mandatory Format: String	Tag 1505 - PartyDetailsListRequestID
Note: Each quote cancel entry is captured on a separate line