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This topic describes CME Globex identifiers that allow client systems to track order activity throughout the order chain.

This value is assigned by CME Globex and is unique across all iLink sessions and market segments. This value remains constant through the life of the order and allows customers to track all activity related to the order.

This value is assigned by CME Globex and is unique per instrument per trading session. This value allows customers to uniquely identify each Execution Report (tag 35-MsgType=8) message from CME Globex. The Exec ID contains the following pieces of data:

  1. Unique random identifier

    The return value for the Unique Random Identifier in the iLink Execution Report – Fill Notice will include“M:” eg. 5081:M:45601TN0000001.

  2. 'TN' = delimiter
  3. Trade number - The trade number will be an integer and will be unique per instrument per trading session.
 Sample Messages

Fill on GT Order

8=FIX.4.2 | 9=430 | 35=8 | 34=127 | 369=0 | 52=20180702-18:06:27.043 | 49=CME | 50=G | 56=T59350 | 57=BRIO | 143=US,IL | 1=2E2X78 | 6=0 | 11=T597104 | 14=185 | 17=82438:M:21010TN0000012 | 20=0 | 31=9677.5 | 32=3 | 37=82807241412 | 38=500 | 39=1 | 40=2 | 41=0 | 44=9677.5 | 48=5620 | 54=1 | 55=GE | 59=1 | 60=20180702-18:06:27.042 | 75=20180702 | 107=GEH7 | 150=1 | 151=315 | 167=FUT | 337=TRADE | 375=CME000A | 432=00000000 | 442=1 | 527=828072414122018070212 | 1028=N | 1057=N | 5979=1530554787042876035 | 9717=T597104 | 37711=95588 | 10=121 |

Trade Modify

8=FIX.4.2 | 9=389 | 35=8 | 34=130 | 369=0 | 52=20180702-18:10:46.581 | 49=CME | 50=G | 56=T59350 | 57=BRIO | 143=US,IL | 1=2E2X78 | 6=0 | 11=T597104 | 14=0 | 17=82438:M:22024TN0000015 | 19=TN0000012 | 20=2 | 31=9678 | 32=3 | 37=82807241412 | 39=G | 41=0 | 48=5620 | 54=1 | 55=GE | 60=20180702-18:10:46.463 | 75=20180702 | 107=GEH7 | 150=G | 167=FUT | 442=1 | 527=828072414122018070215 | 1028=N | 5979=1530555046463294089 | 9703=828072414122018070212 | 9717=T597104 | 37711=95588 | 10=010 |

This value is assigned by CME Globex in the Trade Cancel Execution Report only. Customers can use this value when contacting the GCC to identify the trade cancel.

Tag 19-ExecRefID works in combination with tag 17-ExecID. For the original trade, tag 17-ExecID will contain the identifying value for the Buy and Sell side.

  • Buy: tag 17=82438:M:22426
  • Sell: tag 17=82438:M:22427

On the trade cancel message, tag 19-ExecRefID will contain the delimited portion of the value from tag 17-ExecID of the original trade Execution Report message.

  • Cancel: tag 19=TN0000002
 Sample Message

Trade Cancel

8=FIX.4.29=35735=834=127369=8752=20180702-22:46:55.66149=CME50=G56=U38004N57=CHEDIO_BT143=Brio1=760342916=011=U383214=017=82438:M:2242619=TN000001520=131=968232=6037=8280951802339=H41=048=562054=155=GE60=20180702-22:46:55.64275=20180703107=GEH7150=H167=FUT442=1527=828095180232018070321028=N5979=15305716156424043419717=U383237711=9655510=087

8=FIX.4.29=35735=834=128369=8752=20180702-22:46:55.66149=CME50=G56=U38004N57=CHEDIO_BT143=Brio1=760342916=011=U383314=017=82438:M:2242719=TN000001520=131=968232=6037=8280951803239=H41=048=562054=255=GE60=20180702-22:46:55.64275=20180703107=GEH7150=H167=FUT442=1527=828095180322018070321028=N5979=15305716156424043419717=U383337711=9655510=092

 Tag 11-ClOrdID is a unique identifier, assigned by the client on each New Order message submitted to CME Globex. The value submitted in tag 11-ClOrdID for the CME Globex platform must conform to the following rules:

  1. All open orders must have a unique value in tag 11-ClOrdID, regardless of the trading session in which the orders are placed.
  2. Tag 11-ClOrdID must remain unique until the order is completely filled, modified, cancelled, or expired.
  3. After the order is closed, the ClOrdID value can be reused in the next trading day.
  4. Tag 11-ClOrdID can only contain ASCII characters.
  5. Tag 11-ClOrdID may include up to twenty characters.

It is imperative that the client system ensure the uniqueness of tag 11-ClOrdID value until the order is completely filled, cancelled, or expired.

CME Globex does not validate this tag for uniqueness; however, a non-unique value can create downstream impacts on regulatory, support, and order status tools.

For example, when an Order Status Request message is sent for an order having a non-unique value in tag 11-ClOrdID, the status for the most recent order having this value is retrieved. There is no way to identify the status of an order if a subsequent order is submitted with an identical value in tag 11-ClOrdID.

CME STRONGLY RECOMMENDS this tag contain the same value as tag 11-ClOrdID for use in correlating all iLink messages associated with the order chain originating with this New Order message. However, CME Globex does not validate this value and returns it as submitted on all subsequent messages from CME Globex to the Client System for the order chain.

Tag 41-OrigClOrdID will contain the last accepted tag 11-ClOrdID value in the order chain. The example below shows how the value in tag 11-ClOrdID may change through the existence of the order, as the original order is cancelled and replaced, and the value in tag 41-OrigClOrdID updates accordingly. The example also shows the recommended use of tag 9717-CorrelationClOrdID to track the original tag 11-ClOrdID Value.

Message Flow

Tag 11-ClOrdID

Tag 41-OrigClOrdID

Tag 9717-CorrelationClOrdID

New Order Request from Customer

ABC

ABC

New Order Response to Customer

ABC

ABC
Cancel Replace Request from CustomerDEFABCABC
Cancel Replace Acknowledgement to CustomerDEFABCABC
Cancel Replace Request from CustomerMONDEFABC

Cancel Replace Reject to Customer

MON

DEF

ABC
Cancel Replace Request from CustomerXYZDEFABC
Cancel Replace Acknowledgment to CustomerXYZDEFABC

Common identifier that associates CME STP cleared trades with order execution and market data messaging. This tag value will refer to the original value assigned to the trade being cancelled or or corrected. Unique across all iLink sessions and market segments per trading week.


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