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Blank table cell = Not Applicable

Position

Field Name

TO/FROM CME

(Tier 1 component interactions with Tier 2 component)

Associated iLink Tag
1Sending Timestamps

Presence: Mandatory for all architecture.

Format: UTC Timestamp

Value: YYYYMMDD-hh:mm:ss.sss populated minimally at millisecond precision.

52 - SendingTime
2Receiving Timestamps


60 - Transact Time
3Message Direction

Presence: Mandatory

Format: String

Value: "TO 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:

   _ - : @ . + ( ) / \

50 - SenderSubID
5Self-Match Prevention ID

Presence: Mandatory if present in captured message.

Format: String

7928 - SelfMatchPreventionID
7Session ID

Presence: Mandatory

Format: String

Value: Exactly 3 Characters

49 - SenderCompID
8Executing Firm ID

Presence: Mandatory

Format: String

Value: Exactly 3 Characters

49 - SenderCompID
9Manual Order Identifier

Presence: Mandatory

Format: Sring

Value: 'Y' or 'N'

1028 - ManualOrderIndicator
10Message Type

Presence: Mandatory

Format: String

Value: 'R'

35 - MsgType
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.

17Instrument Description

Presence: Mandatory

Format: String

Value: Must follow CME Group instrument code nomenclature.

107 - SecurityDesc
18Market Segment ID

Presence: Mandatory if present in captured message.

Format: String

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

57 - TargetSubID
21Buy/Sell Indicator

Presence: Mandatory if in the captured message.

If present in the message, Format: Integer

Value: 1 (Buy), 2 (Sell) or 8 (Start of the Cross Order Process).

54 - Side
30Country of Origin 

Presence: Mandatory

Format: String

Value: Must follow ISO standard.

 142 - SenderLocationID
40Quote Request ID

Presence: Mandatory

Format: String

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

   _ - : @ . + ( ) / \

131 - QuoteReqID