iLink 3 Execution Acknowledgment

1505

PartyDetailsListReqID

uInt64

8

Y

The unique identifier of the Party Details Definition Request Acknowledgment associated with this message; this is the value submitted on the inbound message.

For pre-registered messages:

• Unique ID from Party Details Definition Request Acknowledgment message

• PartyDetailsListRequestID≠0.

For on-demand messages:

• If not registered beforehand through iLink then Party Details Definition Request message will be sent along with the business message and will immediately precede it

• PartyDetailsListRequestID=0.

37

OrderID

uInt64

8

Y

Globally unique identifier for each order assigned by the exchange.

1036

ExecAckStatus

Int

1

Y

1=Accepted
2=Rejected

Indicates status of the Execution Acknowledgment.

9726

SeqNum

uInt32

4

Y

Sequence number assigned to this message.

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

11

CIOrdID

String20Req

20

Y

Unique identifier for Order as assigned by client system. Uniqueness must be guaranteed within a single trading day.

Firms, particularly those which electronically submit multi-day orders, trade globally, or throughout market close periods, should ensure uniqueness across days.

527

SecExecID

uInt64

8

Y

Unique identifier linking spread summary fill notice with leg fill notice and trade cancel messages. This tag must be populated with the tag 1797-OrderEventExecID value from the iLink 3 Execution Report - Trade (35=8, 39=1,2) message.

To uniquely identify each fill, Client System can concatenate: OrderID (37) + TradeDate (75) + SecExecID (527) 

31

LastPx

PRICE9

8

Y

Price of this (last) fill. This tag must be populated with the tag 1799-OrderEventPx value from the iLink 3 Execution Report - Trade (35=8, 39=1,2) message

48

SecurityID

Int32

4

Y

Security ID as defined in the market data Security Definition message.

32

LastQty

uInt32

4

Y

Quantity bought/sold on this (last) fill. This tag must be populated with the tag 1800-OrderEventQty value from the iLink 3 Execution Report - Trade (35=8, 39=1,2) message.

127

DKReason

Char

1

N

• A=Unknown Security

• B=Wrong Side

• C=Qty Exceeds Order

• D=No Matching Order

• E=Price Exceeds Limit

• F=Calculation Difference

• G=No Matching Execution Report

• Z=Other

Reason for execution rejection

54

Side

SideReq

1

Y

• Side=1 (Buy)

• Side=2 (Sell)

Side of order.

5392

SenderID

String20Req

20

Y

For futures and options markets: represents Operator ID.

For EBS and fixed income markets: represents the Entering Trader. For EBS this value must be 3 characters.

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.

5297

SendingTimeEpoch

uInt64

8

Y

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

9537

Location

String5Req

5

Y

ISO identifier of the physical location of the individual or team head trader identified by the tag 5392 (SenderID) in the message.

The first two bytes as per ISO 3166-1, identify the country (e.g., JP = Japan, CN = China).

The next three bytes indicate a comma-delimited state or province code (e.g., CA = California, QC = Quebec).

For valid values, refer to ftp.cmegroup.com/fix/coo. 

Market Regulation requires only the submission of the two first characters of tag 9537-Location for all countries with the exception of Canada. For Canada, the 5 bytes including the province code must be submitted.

Note: this field is optional for EBS Market and eFIX Matching Service instruments.

1028

ManualOrderIndicator

ManualOrdIndReq

1

Y

• 0=Automated

• 1=Manual

Indicates if the message was initially received manually.

'0' indicates the message was generated by automated trading logic.

iLink messages containing a value other than '0' or '1' in this tag will be rejected.

This tag is subject to Rule 536.B.2 Electronic Audit Trail Requirements for Electronic Order Routing/Front-End Systems.

https://www.cmegroup.com/rulebook/files/cme-group-Rule-536-B-Tag1028.pdf