Header for all messages sent from CME Globex to client system.
FIX version for session, i.e. 'FIX.4.2'
Identifies beginning of new message and contains FIX protocol version.
Number of bytes in message body.
See FIX protocol for list of message types
Identifies FIX message type.
Sequence number sent by CME Globex.
During a normal processing state, tag 43-PossDupFlag is typically not present. If tag 43-PossDupFlag is present, it is set to N.
Value from order entry tag 56-TargetCompID.
Operator ID. This tag is subject to Rule 576 Identification of CME Globex Terminal Operators.
In FirmSoft and Global Command Center queries for order status and cancellations, the value in tag 50 must be exact.
Timestamp sent by CME Globex at time of message processing.
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.
Operator ID receiving the message.
Y indicates message is a possible resend.
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.
Last message sequence number processed by CME Globex.
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 Order Cancel Request.
See Session Layer Validation Conditions for error messages for Tag 58-Text.