Execution Report - Reject

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.
This value does not reset if order is cancel/replaced.

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.
The format of this field is different from FIX protocol specifications.
This field must be an integer.

39

OrdStatus

Char(1)

8=Rejected

Y

Order status.

40

OrdType

Char(1)

1=Market order (with protection)
2=Limit order
3=Stop order (with protection)
4=Stop-Limit order
K=Market-Limit order

Y*

Order type. See additional information in  Order Management.

The state of an order typee can change over the life of the order. For example, a submitted stop order (3) can turn into a market order (1) when the stop price level has been crossed.

See Order Types for Futures and Options for more information.

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
2=Sell

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
1=Good Till Cancel (GTC)
3=Fill and Kill
6=GoodTill Date (GTD)

Y*

Specifies how long the order remains in effect. If not present, DAY order is the default.

For GTD, ExpireDate is required.

For FAK, MinQty can also be specified.

See Order Types for Futures and Options and Order Management for more information.

60

TransactTime

UTCTimestamp(21)

N

UTC format YYYYMMDD-HH:MM:SS.sss
e.g. 20091216-19:21:41.109

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.
Future Example: GEZ8
Option Example: GEZ9 C9375

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).
CME Globex does not support tag 126-ExpireTime.
Only the expiration date can be set.
Orders expire at the end of the trading session of the specified date.

1028

ManualOrderIndicator

Boolean(1)

Y=manual
N=automated

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
B = Phone complex
C = FCM-provided screen
D = Other-provided screen
E = Client-provided platform controlled by FCM
F = Client-provided platform direct to exchange
G = FCM API or FIX
H = Algo Engine
J = Price at Execution (price added at initial order entry, trading, middle office or time of give-up)
W = Desk-Electronic
X = Desk-Pit
Y = Client-Electronic
Z = Client-Pit

N

Defines source of original order.

Returned on Execution Report if sent on inbound message.

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=Cancel Aggressing

N

Indicates a cancel instruction when Self Match Prevention is triggered.

Note:

• To use tag 8000-SelfMatchPreventionInstruction, client systems must include tag 7928-SelfMatchPreventionID on the originating message
• If tag 8000-SelfMatchPreventionInstruction is not sent, the resting order will be cancelled.

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.

Standard Message Trailer

End of message.