iLink 3 Execution Acknowledgment
The Execution Acknowledgment message notifies CMEÂ that a given fill has either been accepted or rejected by a counterparty for EU bilateral trades.
Bolded red text indicates support for EBS Market.
35=BN
Tag | Name | Binary Type | Binary Length | Req | Enumeration | Description |
---|---|---|---|---|---|---|
1505 | PartyDetailsListReqID | uInt64 | 8 | Y | The unique identifier of the Party Details Definition Request Acknowledgment associated with this message;Â this is the value submitted on the inbound message. For pre-registered messages:
For on-demand messages:
| |
37 | OrderID | uInt64 | 8 | Y | Globally unique identifier for each order assigned by the exchange. | |
1036 | ExecAckStatus | Int | 1 | Y | 1=Accepted | 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 |
| Reason for execution rejection |
54 | Side | SideReq | 1 | Y |
| 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 https://www.cmegroup.com/ftp/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. This field is optional for EBS Market and eFIX Matching Service instruments. | |
1028 | ManualOrderIndicator | ManualOrdIndReq | 1 | Y |
| 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 |
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