Drop Copy 4.0 Standard Header - CME Globex to Client System

BeginString

String(7)

FIX version for session, i.e., 'FIX.4.2'

Y

Identifies beginning of new message and contains FIX protocol version.

BodyLength

Int(6)

Y

Number of bytes in message body.

MsgType

String(2)

See FIX protocol for list of message types

Y

Identifies FIX message type.

MsgSeqNum

Int(9)

Y

Sequence number sent by CME Globex.

PossDupFlag

Boolean(1)

Y=Possible duplicate
N=Original transmission

N

During a normal processing state, tag 43-PossDupFlag is typically not present. If tag 43-PossDupFlag is present, it is set to N.
During a resend state, tag 43-PossDupFlag is set to Y to indicate a possible re-transmission of message with this sequence number.

SenderCompID

String(7)

CME

Y

Identifies entity sending the message (CME Globex).

SenderSubID

Char(1)

G=CME Globex

Y

Operator ID. This tag is subject to Rule 576 Identification of CME Globex Terminal Operators.

SendingTime

UTCTimestamp(21)

Y

Timestamp sent by CME Globex at time of message processing.

TargetCompID

String(7)

Y

Identifies Drop Copy SenderCompID – seven digit alphanumeric value consisting of:

• 6-character Drop Copy Target Session ID

• 1-character Fault Tolerance Indicator = 'N' (no fault tolerance)

1. Tag 56 in the message header identifies Drop Copy SenderCompID.

2. Tag 56 in the message payload in tag 213-XMLData consists of 2 subcomponents and constants: iLink Source session ID, Firm ID and Fault Tolerance Indicator (FTI). Session ID is the left-most 3 characters. The next 3 characters represent Firm ID. The last character is always the FTI that was sent back on the log-on ack.
   Example: ABC123N
   Session ID: ABC
   Firm ID: 123
   FTI: N (for no fault tolerance)

TargetSubID

String(20)

Y*

Operator ID receiving the message.

PossResend

Boolean(1)

Y

N

Y indicates message is a possible resend.

OrigSendingTime

UTCTimestamp(21)

N**

For resent messages only, contains timestamp from tag 52-SendingTime from original message. **REQUIRED for all messages submitted in response to a Resend Request (including Gap Fill messages). ** MUST NOT BE PRESENT IN NEW MESSAGE (NON-RESENT)

LastSeqNumProcessed

Int(9)

Y*

Last message sequence number processed by CME Globex.

TargetLocationID

String(32)

Y*

Contains value sent by client system in tag 142-SenderLocationID.

For an Order Cancel - Execution Report, this tag will contain the value of tag 142 - SenderLocationID from the Order Cancel Request.