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Blank table 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
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/5"

35 - MsgType

/ 297 - QuoteAckStatus

14Message Link ID

Presence: Optional

Format: String

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

   _ - : @ . + ( ) / \

Must be unique within the audit trail file.

N/A - This identifier exists only in the audit trail.

18Market Segment 

Presence: Mandatory if present in captured message.

Format: String

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

 50 - SenderSubID
37Reject Reason

Presence: Mandatory if present in the captured message.

Format: String

300 - QuoteRejectReason

40Quote Request ID

Presence: Mandatory

Format: String

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

   _ - : @ . + ( ) / \

131 - QuoteReqID