Mass Quote - Reject - Audit Trail Requirements

Blank table cell = Not Applicable

Position	Field Name	TO/FROM CME (Tier 1 component interactions with CME Globex)	Associated iLink Tag

Position	Field Name	TO/FROM CME (Tier 1 component interactions with CME Globex)	Associated iLink Tag
2	Receiving Timestamps	Presence: Mandatory for all architectures Format: UTC Timestamp Value: YYYYMMDD-hh:mm:ss.sss populated minimally at millisecond precision.	60 - Transact Time
3	Message Direction	Presence: Mandatory Format: String Value: "FROM CME"	57 - TargetSubID
4	Operator ID	Presence: Mandatory Format: String with a maximum length of 18 bytes. Value: Must only contain letters, numbers and/or the following characters: _ - : @ . + ( ) / \	57 - TargetSubID
5	Self-Match Prevention ID	Presence: Mandatory if present in captured message Format: String	7928 - SelfMatchPreventionID
6	Account Number	Presence: Mandatory Format: String	9771- MMAccount
7	Session ID	Presence: Mandatory Format: String Value: Exactly 3 Characters	56 - TargetCompID
8	Executing Firm ID	Presence: Mandatory Format: String Value: Exactly 3 Characters	56 - TargetCompID
9	Manual Order Identifier	Presence: Mandatory Format: String Value: 'Y' or 'N'	1028 - ManualOrderIndicator
10	Message Type	Presence: Mandatory Format: String Value: "b/5"	35 - MsgType / 297 - QuoteAckStatus
18	Market Segment ID	Presence: Mandatory if present in captured message Format: String Value: Must be the Market Segment ID corresponding to the Instrument	50 - SenderSubID
37	Reject Reason	Presence: Mandatory Format: String	300 - QuoteRejectReason
38	Processed Quotes	Presence: Mandatory Format: Integer	9772 - NoProcessedEntries
41	Message Quote ID	Presence: Mandatory Format: String Value: Must only contain letters, numbers and/or the following characters: _ - : @ . + ( ) / \ Must not be used for any other Mass Quote ID from customer-generated messages in the file.	117 - QuoteID