iLink 2 New Order
Use the New Order (tag 35-MsgType=D) message to submit a new order on an instrument to CME Globex.
Tag | Name | Enumeration | Req | Description | |
---|---|---|---|---|---|
|
|
|
|
| |
35 | MsgType | String(2) | D=New Order | Y | Header tag identifying message type. |
1 | Account | String(12) |
| Y* | Unique account identifier. |
11 | ClOrdID | String(20) |
| Y | Unique order identifier assigned by client system. Refer to iLink - CME Globex Identifiers for more information. |
21 | HandInst | Char(1) | 1=Automated execution | N | Order submitted for automated matching on CME Globex. |
1031 | CustOrderHandlingInst | String(1) | W - Desk Y - Electronic (Default) C - Vendor-provided Platform billed by Executing Broker G - Sponsored Access via Exchange API or FIX provided by Executing Broker H - Premium Algorithmic Trading Provider billed by Executing Broker D - Other, including Other-provided Screen | Y | Defines source of original order. |
38 | OrderQty | Int(9) |
| Y* | Order quantity. Must be a positive integer.
|
40 | OrdType | Char(1) | 1=Market order (with protection) | Y | Order type. See also iLink Order Types and Order Types for Futures and Options for complete details. |
44 | Price | Price(20) |
| C | Required for limit or stop-limit orders. Designates the price per single contract unit. The decimal, and if applicable the negative sign of the price are each one character. Client systems should not supply more than 9 characters to the left and 9 characters to the right of the decimal. See Fractional Pricing for products that tick fractionally but must be submitted in decimal. |
54 | Side | Char(1) | 1=Buy | Y | Side of order. |
55 | Symbol | String(6) |
| N | This tag contains the Group Code of the instrument. |
59 | TimeInForce | Char(1) | 0=Day | N | Specifies how long the order remains in effect. If not present, DAY order is the default. |
60 | TransactTime | UTCTimestamp(21) |
| Y | Timestamp of the business event of submitting the order (e.g., click the submission button). |
1028 | ManualOrderIndicator | Boolean(1) | Y=manual | Y* | 'N' indicates the message was generated by automated trading logic. NoteiLink messages containing a value other than 'Y' or 'N' 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. |
78 | NoAllocs | NumInGroup(1) | 1 | C | Always set to '1'. |
79 | AllocAccount | String(11) |
| C | Indicates a give up account number. |
99 | StopPx | Price(20) |
| C | Required for stop and stop-limit orders. Designates stop trigger price specified by the individual entering the order or cancel/replace. The decimal, and if applicable the negative sign of the price are each one character. Client systems should not supply more than 9 characters to the left and 9 characters to the right of the decimal.
|
107 | SecurityDesc | String(20) |
| Y* | Instrument identifier. |
110 | MinQty | Int(9) |
| N | Minimum quantity of an order to be executed. The value of MinQty must be between 1 and the value in tag 38-OrderQty. This tag must be an integer. |
167 | SecurityType | String(6) | FUT=Future OPT=Option IRS=Interest Rate Swap FXSPOT=FX Spot | N | Indicates security type. Note: For options strategy including UDS COMBO or COVERED, send OPT. For UDS Futures, send FUT. |
204 | CustomerOrFirm | Int(1) | 0=Customer | Y* | The type of business conducted. Note
|
210 | MaxShow | Qty(9) |
| N | Display quantity of an order to be shown in the order book at any given time.
Not available for some: In CME Eurodollar Futures products, the maximum display ratio is 1:60. |
432 | ExpireDate | LocalMktDate(8) |
| C | Required only if tag 59-TimeInForce=Good Till Date (GTD). CME Globex does not support tag 126-ExpireTime. Only the expiration date can be set. Orders expire at the end of the trading session of the specified date. |
7928 | SelfMatchPreventionID | String(12) |
| C | This tag is required when market participants elect to use the optional Self Match Prevention functionality. Non-implied orders with the same Self-Match Prevention identifier submitted with the same Executing Firm Identifier (subcomponent of tag 49-SenderCompID) will not match on CME Globex. |
8000 | SelfMatchPreventionInstruction | Char(1) | O=Cancel Resting | N | Indicates a cancel instruction when Self Match Prevention is triggered. Note
|
9702 | CtiCode | Char(1) | 1=CTI 1 | Y* | Customer Type Indicator (CTI) For electronic trading CTI codes are defined as:
This tag is subject to Rule 536.D Customer Type Indicator (CTI) Codes and to 536.B.2 Electronic Audit Trail Requirements for Electronic Order Routing/Front-End Systems. If you are unsure of which value to use, contact CME Group Market Regulation. |
1731 | AvgPxGroupID | String(20) |
| N | Used to identify account numbers or orders for grouping trades together for average price calculations. If incoming value is greater than max length, iLink will return the right-most twenty bytes. |
1598 | ClearingTradePriceType | String(1) | 0 – Trade Clearing at Execution Price | N | Indicates whether spread differential trade is clearing at execution price (tag 31-LastPx) or alternate clearing price (i.e. previous day’s settlement price). |
819 | AvgPXIndicator | Int(3) | 0 – No Average Pricing (Default) | N | Indicates if the resulting trade is to be average priced. This tag is also used to indicate type of average price grouping. |
5149 | Memo | String(75) |
| N | Allows users to submit a free-form Note tag with a customer order and persists from order entry through clearing Note: if tag 5149-Memo value on inbound messages exceeds the max length of 75 bytes, iLink will return a truncated 75 bytes from the right on the response. |
9707 | GiveUpFirm | String(3) |
| N | Identifies the executing firm ID to which the fill is given up or mutually off-set for eligible contracts. |
9708 | CmtaGiveupCD | String(2) | GU=Give-up | N | Indicates if order is a give-up or mutual off-set with the Singapore Exchange (SGX). |
9717 | CorrelationClOrdID | String(20) |
| N | Refer to iLink - CME Globex Identifiers for more information. |
|
|
|
| End of message. |
Y: Required by FIX protocol, Y*: Required by CME Globex (not by FIX protocol), N: Not Required, C: Conditionally
How was your Client Systems Wiki Experience? Submit Feedback
Copyright © 2024 CME Group Inc. All rights reserved.