Page tree
Skip to end of metadata
Go to start of metadata

Header for all messages sent from CME Globex to client system.

Tag

Name

Enumeration

Req

Description

8

BeginString

String(7)

FIX version for session, i.e. 'FIX.4.2'

Y

Identifies beginning of new message and contains FIX protocol version.

9

BodyLength

Int(6)


Y

Number of bytes in message body.

35

MsgType

String(2)

See FIX protocol for list of message types

Y

Identifies FIX message type.

34

MsgSeqNum

Int(9)


Y

Sequence number sent by CME Globex.

43

PossDupFlag

Boolean(1)

Y=Possible duplicate
N=Original transmission

N

During a normal processing state, tag 43-PossDupFlag is typically not present. If tag 43-PossDupFlag is present, it is set to N.
During a resend state, tag 43-PossDupFlag is set to Y to indicate a possible re-transmission of message with this sequence number.

49

SenderCompID

String(7)

CME

Y

Value from order entry tag 56-TargetCompID.

50

SenderSubID

Char(1)

G=CME Globex

Y

Operator ID. This tag is subject to Rule 576 Identification of CME Globex Terminal Operators.

For iLink messages sent over the Market Segment Gateway CME Globex will echo back the tag 57-TargetSubID value.

In FirmSoft and Global Command Center queries for order status and cancellations, the value in tag 50 must be exact, including preceding and following spaces (“ “).

52

SendingTime

UTCTimestamp(21)


Y

Timestamp sent by CME Globex at time of message processing.

56

TargetCompID

String(7)


Y

This tag consists of 2 subcomponents and a constant: session ID, Firm ID and Fault Tolerance Indicator (FTI). Session ID is the left-most 3 characters. The next 3 characters represent Firm ID. The last character is always the FTI that was sent back on the log-on ack.
Example: ABC123N
Session ID: ABC
Firm ID: 123
FTI: N (for no fault tolerance)

57

TargetSubID

String(20)


Y*

Operator ID receiving the message.

Notes:

  • This tag value is always uppercase, regardless of the case in the inbound message tag. Client systems are not required to submit capitalized identifier to CME Globex.
  • For an Order Status Request Acknowledgment - Execution Report, CME Globex will echo back tag 57-TargetSubID values from tag 50-SenderSubID and tag 1028 submitted by the client system in the corresponding order message.

97

PossResend

Boolean(1)

Y

N

Y indicates message is a possible resend.

122

OrigSendingTime

UTCTimestamp(21)


N**

For resent messages only, contains timestamp from tag 52-SendingTime from original message. **REQUIRED for all messages submitted in response to a Resend Request (including Gap Fill messages). ** MUST NOT BE PRESENT IN NEW MESSAGE (NON-RESENT)

UTC Timestamps are sent in number of nanoseconds since Unix epoch synced to a master clock to microsecond accuracy.

369

LastSeqNumProcessed

Int(9)


Y*

Last message sequence number processed by CME Globex.

143

TargetLocationID

String(32)


Y*

Contains value sent by client system in tag 142-SenderLocationID.

For an Order Cancel - Execution Report, this tag will contain the value of tag 142 - SenderLocationID from the original order

Y: Required by FIX protocol, Y*: Required by CME Globex (not by FIX protocol), N: Not Required, C: Conditionally Required (see description).

See Session Layer Validation Conditions for error messages for Tag 58-Text.