The Execution Acknowledgment message notifies CME that a given fill has either been accepted or rejected by a counterparty for EU bilateral trades.
The unique identifier of the Party Details Definition Request Acknowledgment associated with this message; this is the value submitted on the inbound message.
For pre-registered messages:
For on-demand messages:
|37||OrderID||uInt64||8||Y||Unique identifier for order as assigned by the exchange. Uniqueness is guaranteed within a single trading day across all instruments.|
|Indicates status of the Execution Acknowledgment.|
Sequence number assigned to this message.
The max value is 999999999 which is 1 short of 1 billion.
Unique identifier for Order as assigned by client system. Uniqueness must be guaranteed within a single trading day.
Firms, particularly those which electronically submit multi-day orders, trade globally, or throughout market close periods, should ensure uniqueness across days.
Unique identifier linking spread summary fill notice with leg fill notice and trade cancel messages. This tag must be populated with the tag 1797-OrderEventExecID value from the iLink 3 Execution Report - Trade (35=8, 39=1,2) message.
To uniquely identify each fill, Client System can concatenate: OrderID (37) + TradeDate (75) + SecExecID (527)
|Y||Price of this (last) fill. This tag must be populated with the tag 1799-OrderEventPx value from the iLink 3 Execution Report - Trade (35=8, 39=1,2) message|
|48||SecurityID||Int32||4||Y||Security ID as defined in the market data Security Definition message.|
|32||LastQty||uInt32||4||Y||Quantity bought/sold on this (last) fill. This tag must be populated with the tag 1800-OrderEventQty value from the iLink 3 Execution Report - Trade (35=8, 39=1,2) message.|
|127||DKReason||Char||1||N||Reason for execution rejection|
|54||Side||SideReq||1||Y||Side of order.|
For futures and options markets: represents Operator ID.
For fixed income markets: represents the Entering Trader.
This value represents the individual or team submitting the message and is subject to registration requirements and character limits as required by Rule 576 and the Advisory below:
In FirmSoft and Global Command Center queries for order status and cancellations, this value must be exact.
|5297||SendingTimeEpoch||uInt64||8||Y||Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970.|
ISO identifier of the physical location of the individual or team head trader identified by the tag 5392 (SenderID) in the message.
The first two bytes as per ISO 3166-1, identify the country (e.g., JP = Japan, CN = China).
The next three bytes indicate a comma-delimited state or province code (e.g., CA = California, QC = Quebec).
For valid values, refer to ftp.cmegroup.com/fix/coo.
Market Regulation requires only the submission of the two first characters of tag 9537-Location for all countries with the exception of Canada. For Canada, the 5 bytes including the province code must be submitted.
Indicates if the message was initially received manually.
'0' indicates the message was generated by automated trading logic.
iLink messages containing a value other than '0' or '1' in this tag will be rejected.
This tag is subject to Rule 536.B.2 Electronic Audit Trail Requirements for Electronic Order Routing/Front-End Systems.