The Execution Report - Reject (tag 35-MsgType=8, tag 39-OrdStatus=8) message notifies client system of rejected order.
Tag | FIX Name | Req | Valid Values | Description | |
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Standard Header - CME Globex to Client System | |||||
35 | MsgType | Y | 8=Execution Report | String(2) | Header tag identifying message type. |
1 | Account | Y* |
| String(12) | 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 | Y | 0 | Price(20) | Always '0'. |
11 | ClOrdID | Y* |
| String(20) | 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 | Y |
| Int(9) | Contains cumulated traded quantity throughout lifespace of an order. |
17 | ExecID | Y |
| String(40) | CME Globex assigned execution report message identifier; unique per instrument per trading session. |
20 | ExecTransType | Y | 0=New | Char(1) | Identfies transaction type as 'new' (i.e. new order, order cancel or cancel replace accepted). |
37 | OrderID | Y |
| String(17) | CME Globex assigned order identifier; unique across all iLink sessions and market segments. |
38 | OrderQty | Y* |
| Int(9) | Order quantity submitted by client. |
39 | OrdStatus | Y | 8=Rejected | Char(1) | Order status. |
40 | OrdType | Y* | 1=Market order (with protection) | Char(1) | Order type. See additional information in Order Management. |
41 | OrigClOrdID | N |
| String(32) | Original Client Order ID. Refer to iLink - CME Globex Identifiers for more information. |
44 | Price | N |
| Price(20) | Price per unit of quantity. |
48 | SecurityID | Y* |
| Int(12) | Security ID. |
54 | Side | Y | 1=Buy | Char(1) | Side of order. |
55 | Symbol | Y |
| String(6) | This tag contains the instrument Group Code. |
58 | Text | N |
| String(200) | Free format text string. See iLink Reject Codes for more information. |
59 | TimeInForce | Y* | 0=Day | Char(1) | Specifies how long the order remains in effect. If not present, DAY order is the default. |
60 | TransactTime | N |
| UTCTimestamp(21) | UTC format YYYYMMDD-HH:MM:SS.sss UTC Timestamps are sent in number of nanoseconds since Unix epoch synced to a master clock to microsecond accuracy. |
78 | NoAllocs | N | 1 | Char(1) | Returned on Execution Report if sent on inbound message. |
79 | AllocAccount | N |
| String(11) | 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 | N |
| Price(20) | Designates stop trigger price specified by the individual entering the order or cancel/replace. |
103 | OrdRejReason | N |
| Int(6) | Designates the order reject reason. |
107 | Securitydesc | Y* |
| String(20) | Instrument identifier. |
150 | ExecType | Y | 8=Reject Ack | Char(1) | Indicates type of execution report. |
151 | LeavesQty | Y | 0 | Int(9) | Amount of contract units open for further execution. Always = 0 for the reject. |
167 | SecurityType | N | FUT=Future OPT=Option IRS=Interest Rate Swap | String(3) | Indicates instrument is future or option. |
432 | ExpireDate | C |
| LocalMktDate(8) | Required only if tag 59-TimeInForce=Good Till Date (GTD). |
1028 | ManualOrderIndicator | Y* | Y=manual | Boolean(1) | Value sent on inbound message from client system indicating the order as sent manually or generated by automated trading logic. |
1031 | CustOrderHandlingInst | N | A = Phone simple | String(1) | Defines source of original order. |
7928 | SelfMatchPreventionID | N | String(12) | 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 | N | O=Cancel Resting | Char(1) | Indicates a cancel instruction when Self Match Prevention is triggered. Note:
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9717 | CorrelationClOrdID | N |
| String(20) | 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 | N | Int(20) | 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. | |
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| End of message. |