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Order Cancel Request - iLink 3 Audit Trail Requirements

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Blank table cell = Not Applicable

PositionColumnsTO/FROM CMEAssociated Tag on iLink
1Sending TimestampsPresence: Mandatory
Format: UTC Timestamp
Value: YYYYMMDD-hh:mm:ss.sssss populated minimally at millisecond precision.
Tag 5297 - SendingTime
2Message DirectionPresence: Mandatory

Format: String

Value: "TO CME"
N/A
3Operator IDPresence: Mandatory

Format: String with a maximum length of 18 bytes.

Value: Must only contain letters, numbers and/or the following characters:   _ - : @ . +
Tag 5392 - SenderID
4Session IDPresence: Mandatory

Format: String

5Manual Order IndicatorPresence: Mandatory

Format: Integer

Value: 0 or 1
Tag 1028 - ManualOrderIndictor
6Message TypePresence: Mandatory

Format: String

Value: 'F'
N/A
7InstrumentPresence: Mandatory

Format: String

Value: Contract identifier
Tag 48 - SecurityID
8Order Flow IDPresence: Mandatory
Format: String

Value: Must only contain letters, numbers and/or the following characters:  _ - : @ . +

Must be unique per order within the audit trail file
N/A
9CME Globex Order IDPresence: Mandatory if present in captured message.
Format: String
Tag 37 - OrderID
10Client Order IDPresence: Mandatory

Format: String

Value: Must only contain letters, numbers and/or the following characters:  !"#$%&'()*+,-./: ;<=>?@[\]^_`{|}~
Tag 11 - ClOrdID
11Order Request IDPresence: Mandatory
Format: String

Value: Must only contain letters, numbers and/or the following characters:  _ - : @ . +
Tag 2422 - OrderRequestID
12Buy/Sell IndicatorPresence: Mandatory

Format: Integer

Value: 1 or 2
Tag 54 - Side
21Country of Origin

Presence: Mandatory

Format: String

Value: Must follow ISO standard
 

Presence: Mandatory if present in captured message (for NEX SEF Products) 
Tag 9537 - Location
40Party Details List Request IDPresence: Mandatory

Format: String
Tag 1505 - PartyDetailsListRequestID
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