The Execution Report - Reject (tag 35-MsgType=8, tag 39-OrdStatus=8) message notifies client system of rejected order.
Tag | Name | Enumeration | Req | Description | |
---|---|---|---|---|---|
Standard Header - CME Globex to Client System | |||||
35 | MsgType | String(2) | 8=Execution Report | Y | Header tag identifying message type. |
1 | Account | String(12) | Y* | Unique account identifier. Note: This tag value is always uppercase, regardless of the case in the inbound message tag. Client systems are not required to submit capitalized account values to CME Globex. | |
6 | AvgPx | Price(20) | 0 | Y | Always '0'. |
11 | ClOrdID | String(20) | Y* | Unique order identifier assigned by client system. Client system must maintain uniqueness of this value for the life of the order. Refer to iLink - CME Globex Identifiers for more information. | |
14 | CumQty | Int(9) | Y | Contains cumulated traded quantity throughout lifespace of an order. | |
17 | ExecID | String(40) | Y | CME Globex assigned execution report message identifier; unique per instrument per trading session. | |
20 | ExecTransType | Char(1) | 0=New | Y | Identfies transaction type as 'new' (i.e. new order, order cancel or cancel replace accepted). |
37 | OrderID | String(17) | Y | CME Globex assigned order identifier; unique across all iLink sessions and market segments. | |
38 | OrderQty | Int(9) | Y* | Order quantity submitted by client. | |
39 | OrdStatus | Char(1) | 8=Rejected | Y | Order status. |
40 | OrdType | Char(1) | 1=Market order (with protection) | Y* | Order type. See additional information in Order Management. |
41 | OrigClOrdID | String(20) | N | Original Client Order ID. Refer to iLink - CME Globex Identifiers for more information. | |
44 | Price | Price(20) | N | Price per unit of quantity. | |
48 | SecurityID | Int(12) | Y* | Security ID. | |
54 | Side | Char(1) | 1=Buy | Y | Side of order. |
55 | Symbol | String(6) | Y | This tag contains the instrument Group Code. | |
58 | Text | String(200) | N | Free format text string. See iLink Reject Codes for more information. | |
59 | TimeInForce | Char(1) | 0=Day | Y* | Specifies how long the order remains in effect. If not present, DAY order is the default. |
60 | TransactTime | UTCTimestamp(21) | N | UTC format YYYYMMDD-HH:MM:SS.sss | |
78 | NoAllocs | Char(1) | 1 | N | Returned on Execution Report if sent on inbound message. |
79 | AllocAccount | String(11) | N | Returned on Execution Report if sent on inbound message. Note: This tag value is always uppercase, regardless of the case in the inbound message tag. Client systems are not required to submit capitalized account values to CME Globex. | |
99 | StopPx | Price(20) | N | Designates stop trigger price specified by the individual entering the order or cancel/replace. | |
103 | OrdRejReason | Int(6) | N | Designates the order reject reason. | |
107 | Securitydesc | String(20) | Y* | Instrument identifier. | |
150 | ExecType | Char(1) | 8=Reject Ack | Y | Indicates type of execution report. |
151 | LeavesQty | Int(9) | 0 | Y | Amount of contract units open for further execution. Always = 0 for the reject. |
167 | SecurityType | String(3) | FUT=Future OPT=Option IRS=Interest Rate Swap FXSPOT=FX Spot | N | Indicates instrument is future or option. |
432 | ExpireDate | LocalMktDate(8) | C | Required only if tag 59-TimeInForce=Good Till Date (GTD). | |
1028 | ManualOrderIndicator | Boolean(1) | Y=manual | Y* | Value sent on inbound message from client system indicating the order as sent manually or generated by automated trading logic. |
1031 | CustOrderHandlingInst | String(1) | A = Phone simple | N | Defines source of original order. |
7928 | SelfMatchPreventionID | String(12) | N | This tag is required when market participants elect to use the optional Self Match Prevention functionality. Non-implied orders with the same Self-Match Prevention identifier submitted with the same Executing Firm Identifier (subcomponent of tag 49-SenderCompID) will not match on CME Globex. | |
8000 | SelfMatchPreventionInstruction | Char(1) | O=Cancel Resting | N | Indicates a cancel instruction when Self Match Prevention is triggered. Note:
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9717 | CorrelationClOrdID | String(20) | N | Unvalidated value returned as submitted if sent by client system on inbound message. See tag 9717-CorrelationClOrdID note in the New Order message specification for further details. | |
5979 | RequestTime | Int(20) | N | Information carried on a response to convey the time (UTC) when the request was received by the MSGW application.UTC Timestamps are sent in number of nanoseconds since Unix epoch synced to a master clock to microsecond accuracy. | |
End of message. |