CME Globex uses the current client-generated client order ID value, tag 11-CIOrdID, as the search criteria to locate the queried order.
When the order is located, CME Globex sends an Execution Report - Order Status Request Acknowledgment (tag 35-MsgType=8, tag 150-ExecType=I) message indicating the order status with the tag 39-OrdStatus value.
The follow figure illustrates an Order Status Request for a successful query.
The following table identifies key tags in the outbound Execution Report - Order Status message for order identification and status:
Contains client-generated ID value of queried order.
Contains order status value:
Contains 'I' indicating message is an Order Status Execution Report.
Contains quantity traded throughout lifetime of order.
Contains '0' per FIX protocol for Order Status Request Execution Report.
If an order is not found, or if the Order Status Request is not built according to the message specification, the message is rejected with a Session Level Reject (tag 35-MsgType=3) message.