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Business Level Reject - iLink 3 Audit Trail Requirements

Business Level Reject - iLink 3 Audit Trail Requirements

Blank cell = Not Applicable

Position

Columns

TO/FROM CME

Associated Tag on iLink

Position

Columns

TO/FROM CME

Associated Tag on iLink

1

Sending Timestamps

Presence: Mandatory
Format: UTC Timestamp
Value: YYYYMMDD-hh:mm:ss.sssss populated minimally at millisecond precision.

Tag 5297 - SendingTime

2

Message Direction

Presence: Mandatory
Format: String
Value: "FROM CME"

N/A

3

Operator ID

Presence: Mandatory if present in captured message.
Format: String with a maximum length of 18 bytes.
Value: Must only contain letters, numbers and/or the following characters:  
_ - : @ . +

Tag 5392 - SenderID

4

Session ID

Presence: Mandatory
Format: String

 

5

Manual Order Indicator

Presence: Mandatory if present in captured message 
Format: Integer
Value: 0 or 1

Tag 1028 - ManualOrderIndictor

6

Message Type

Presence: Mandatory
Format: String
Value: 'j'

N/A

8

Order Flow ID

Presence: Mandatory
Format: String
Value: Must only contain letters, numbers and/or the following characters: 
_ - : @ . +
Must be unique per order within the audit trail file.

This ID is not required for Mass Quote related messages.

N/A

21

Country of Origin

Presence: Mandatory if present in captured message for Futures & Options and NEX-SEF products
Format: String
Value: Must follow ISO standard

Tag 9537 - Location

28

Reject Reason

Presence: Mandatory if present in captured message 
Format: String
Value: <BusinessRejectReason>--<BusinessRejectRefID>

Tag 380 - BusinessRejectReason
-- Tag 379 - BusinessRejectRefID

40

Party Details List Request ID

Presence: Mandatory if present in captured message 
Format: String

Tag 1505 - PartyDetailsListRequestID




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