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The Order Status Request (tag 35-MsgType=H) message requests the status of a working order (e.g. resting or partially filled).

The number of active or queued Order Status Requests (OSR) per iLink session is limited to 50. OSRs that exceed the allowed number of active and queued requests will be rejected with a Session Level Reject (tag 35=3) with tag 58=Exceeded maximum number of unacknowledged OSR requests. New OSRs may be submitted as each OSR is fulfilled.

CME Group recommends that customers use the Order Mass Status Request to obtain complete order information. For best results when using OSR, customers should wait for each request to be fulfilled before submitting a new request.

Tag

Name

Enumeration

Req

Description

Standard Header - Client to CME Globex




35MsgTypeString(2)H=Order Status RequestYHeader tag identifying message type.

11

ClOrdID

String(20)


Y

The tag 11-ClOrdID value for the Order Status Requests MUST be equal to the tag 11-ClOrdID value of the order whose status is being requested. In the case of an order chain, for best performance, us the tag 11-ClOrdID value of the last order in the chain.

Refer to iLink - CME Globex Identifiers for more information.

37

OrderID

String(17)


Y*

Unique ID assigned by CME Globex to identify orders.
Unique per instrument per trading session.

Note: Tag 37 value sent from client system to CME Globex must exactly match the value CME Globex assigned.

54

Side

Char(1)

1=Buy
2=Sell

Y

Side of order.

55SymbolString(6)
NThis tag contains the Group Code of the instrument.

1028

ManualOrderIndicator

Boolean(1)

Y=manual
N=automated

Y*

'N' indicates the message was generated by automated trading logic.

Note: iLink messages containing a value other than 'Y' or 'N' in this tag will be rejected.

This tag is subject to Rule 536.B.2 Electronic Audit Trail Requirements for Electronic Order Routing/Front-End Systems.

60

TransactTime

UTCTimestamp(21)


Y*

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

107

SecurityDesc

String(20)


Y*

Unique instrument identifier.
Future Example: GEZ8
Option Example: GEZ9 C9375

167

SecurityType

String(3)

FUT=Future

OPT=Option

IRS=Interest Rate Swap

FXSPOT=FX Spot

N

Indicates instrument is future or option.

9717

CorrelationClOrdID

String(20)


Y*

This tag should contain the same value as the tag 11-ClOrdID of the original New Order (tag 35-MsgType=D) message and is used to correlate iLink messages associated with a single order chain.

Refer to iLink - CME Globex Identifiers for more information.

Standard Message Trailer





End of message.

Y: Required by FIX protocol, Y*: Required by CME Globex (not by FIX protocol), N: Not Required, C: Conditional