Drop Copy 4.0 Payload Message

This page lists the application messages used to transact business functions on the CME Globex platform. Typically, a message sent from the client system to CME Globex will elicit a response message from CME Globex.

From CME Globex to Client System

• Execution Report: Order Creation Cancel or Modify - acknowledges receipt of New Order, Order Cancel Request, or Order Cancel/Replace Request from the client system.

• Execution Report - Order Status Request Acknowledgment - acknowledges the iLink Order Status Request message or for each requested order status in response to an Order Mass Status Request message.

• Execution Report: Fill Notice - acknowledges that client order has been filled.

• Execution Report: Order Elimination - sent when client order expires or is canceled by CME Globex.

• Execution Report: Trade Cancel - sent when a trade is canceled by CME Group.

• Execution Report: Trade Correction - sent when a trade is modified by CME Group.

• Execution Report: Order Mass Action Report - sent to confirm the number of orders cancelled by an Order mass Action Request.