Execution Report - Reject

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

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

39

OrdStatus

Y

8=Rejected

Char(1)

Order status.

40

OrdType

Y*

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

Char(1)

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

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
2=Sell

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

Char(1)

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

N

UTCTimestamp(21)

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

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.
Future Example: GEZ8
Option Example: GEZ9 C9375

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).
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

Y*

Y=manual
N=automated

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
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

String(1)

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

N

O=Cancel Resting
N=Cancel Aggressing

Char(1)

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

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.

Standard Message Trailer

End of message.