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Blank table cell = Not Applicable
Position

Field Name

TO/FROM CME

(Tier 1 component interactions with CME Globex)

Associated iLink Tag
1Sending Timestamps


52 - SendingTime
2Receiving Timestamps

Presence: Mandatory for all architectures.

Format: UTC Timestamp

Value: YYYYMMDD-hh:mm:ss.sss populated minimally at millisecond precision.

60 - Transact Time
3Message Direction

Presence: Mandatory

Format: String

Value: "FROM CME"

57 - TargetSubID
4Operator 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
5Self-Match Prevention ID

Presence:Mandatory if present in captured message.

Format: String

7928 - SelfMatchPreventionID
6Account Number

Presence: Mandatory

Format: String

1 - Account
7Session ID

Presence: Mandatory

Format: String

Value: Exactly 3 Characters

56 - TargetCompID
8Executing Firm ID

Presence: Mandatory

Format: String

Value: Exactly 3 Characters

56 - TargetCompID
9Manual Order Identifier

Presence: Mandatory

Format: String

Value: 'Y' or 'N'

1028 - ManualOrderIndicator
10Message Type

Presence: Mandatory

Format: String

Value: "8/0" or "8\0" 

35 - MsgType / 39 - OrdStatus
13Globex Message ID

Presence: Optional

Format: String

17 - ExecID
14Message Link ID

Presence: Optional

Format: String

Value: Must only contain letters, numbers and/or the following characters:

  _ - : @ . + ( ) / \

Must be unique within the audit trail file.

N/A - This identifier exists only in the audit trail.


15Order 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.

N/A - This identifier exists only in the audit trail.

17Instrument Description

Presence: Mandatory

Format: String

Value: Must follow CME Group instrument code nomenclature.

107 - SecurityDesc
18Market Segment ID

Presence: Mandatory if present in captured message

Format: String

Value: Must be the Market Segment ID corresponding to the Instrument.

50 - SenderSubID
19Client Order ID

Presence: Mandatory

Format: String

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

Must not be used for any other Client Order ID from customer-generated messages in the file.

11 - ClOrdID
20Globex Order ID

Presence: Mandatory

Format: String

37 - OrderID
21Buy/Sell Indicator

Presence: Mandatory

Format: Integer

Value: 1 or 2

54 - Side
22Quantity

Presence: Mandatory

Format: Integer

38 - Quantity
23Limit Price

Presence: Mandatory if <FROM CME> Order Type: 2 or 4

Format: Integer / Decimal Number 

44 - Price

24Stop Price

Presence: Mandatory if <FROM CME> Order Type: 3 or 4

Format: Integer / Decimal Number


99 - StopPx
25Order Type

Presence: Mandatory

Format: String

Value: 1, 2, 3, 4 or K

40 - OrderType
26Order Qualifier

Presence: Mandatory

Format: Integer

Value: 0, 1, 3 or 6

59 - TimeInForce
28Display Quantity

Presence: Mandatory if present in captured message.

Format: Integer

Value: Must be a number between 1 and Order Quantity.

210 - MaxShow
29Minimum Quantity

Presence: Mandatory if present in captured message.

Format: Integer

Value: Must be a number between 1 and Order Quantity.

110 - MinQty
39Cross ID

Presence: Mandatory if present in captured message.

Format: String

Value: Must only contain letters, numbers and/or the following characters:

  _ - : @ . + ( ) / \ 

Must not be used for any other Cross ID from customer-generated messages in the file.

548 - CrossID