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The Mass Quote Acknowledgment - Partial Accept message submitted by CME Globex must be decomposed into its rejected quote entries. The Audit Trail must include one line item per rejected quote entry.

Blank 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 at least at the milliseconds.

52 - SendingTime
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

9771 - MMAccount
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: "b/0" or "b\0"

35 - MsgType

/ 297 - QuoteAckStatus

18Market Segment ID

Presence: Mandatory if present in captured message.

Format: String

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

50 - SenderSub
37Reject Reason

Presence: Must be indicated for each rejected quote entry.

Format: String

368 - QuoteEntryRejectReason

38

Processed Quotes

Presence: Mandatory

Format: Integer

9772 - NoProcessedEntries
41Message Quote ID

Presence: Mandatory

Format: String

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

   _ - : @ . + ( ) / \

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

117 - QuoteID
42Quote Entry ID

Presence: Mandatory if present in the captured message.

Format: String

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

   _ - : @ . + ( ) / \

Must not be used for any other instrument code in the file

299 - QuoteEntryID