This message type supports EBS Market.
|9726||SeqNum||uInt32||4||Y||Sequence number of this message|
|39001||UUID||uInt64||8||Y||Matches Establish.UUID used to establish the connection|
Globally unique identifier for each Execution Report message assigned by exchange.
For futures and options markets: represents Operator ID.
For EBS and fixed income markets: represents the Entering Trader. For EBS this value must be 3 characters.
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.
|11||CIOrdID||String20Req||20||Y||Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.). 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, for example by embedding a date within the ClOrdID field|
The unique identifier of the PartyDetailsDefinitionRequestAck attached to this message; pancake flip of what was submitted on inbound message
For short messages:
For long messages:
|37||OrderID||uInt64||8||Y||Globally unique identifier for each order assigned by the exchange.|
|44||Price||PRICE9||8||Y||Price per share or contract|
|60||TransactTime||uInt64||8||Y||Time the transaction represented by this ExecutionReport (35=8) occurred. Expressed as nanoseconds since epoch time|
|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|
OrderRequestID used to identify a request to enter, modify or delete an order and echo the value on the ExecutionReport
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.
Note: this field is optional for EBS Market and eFIX Matching Service instruments.
|48||SecurityID||Int32||4||Y||Security ID as defined by CME. For the security ID list, see the security definition messages.|
Number of shares or contracts ordered
Total quantity filled
Will be set to 0 for OFMOverride=0 (Disabled)
Will be set to total quantity filled for OFMOverride=1 (Enabled)
Quantity open for further execution.
Only present for outrights and spreads, not spread legs.
Minimum quantity of an order for immediate execution.
The value of MinQty must be between 1 and the value in tag 38-OrderQty.
If set to 0 or default null value then it means that minimum quantity is n.
If the quantity present in tag 110 cannot be immediately executed, the entire order is eliminated.
The quantity to be displayed . Required for iceberg orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity
Date of order expiration (last day the order can trade), always expressed in terms of the local market date
Default: days since Unix epoch. Range: Jan. 1, 1970 - June 7, 2149 local
Identifies status of order as subject to pending replace
Describes the specific ExecutionRpt as subject to pending cancellation
|54||Side||SideReq||1||Y||Side of order|
Specifies how long the order remains in effect
FOK is supported only for BrokerTec/EBS
GFS is supported only for EBS
|1028||ManualOrderIndicator||ManualOrdIndReq||1||Y||Indicates if order was sent manually or generated by automated trading logic|
Flags message as possible retransmission or duplicate
This will convey whether a message is an original transmission or duplicate in response to RetransmissionRequest
This will become pertinent when original messages get interleaved with Retransmission responses
Possible duplicate means that same message could have been sent again with different sequence number
|9553||SplitMsg||SplitMsg||1||N||Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a message was delayed as a result of TCP re-transmission (1) or if a complete message was delayed due to a previously submitted split or out of order message (2). If absent then the message was not delayed and was neither split nor received out of order|
Indicates if an order was submitted for market making obligation as required for MIFID.
Applicable only for EU BrokerTec and EBS MiFID.
Indicates the type of short sale on Sell orders only as required for MiFID.
Should not be used for Buy orders.
Applicable only for EU MiFID.
The Short-Selling Field is only required from Participants when BrokerTec EU has a regulatory obligation (pursuant to Article 26(5) of MiFIR) to conduct transaction reporting on behalf of the Participant. This obligation only applies to BrokerTec EU when the relevant participant is exempt from MiFIR (typically non-EEA (European Economic Area) firms, corporate entities or certain asset managers). Please reach out to TradingVenueCompliance@cmegroup.com for guidance.
Indicates the amount of time that a message was delayed as a result of being split (9553=0) or as a result of being out of order due to TCP retransmission (9553=1) or as a result of being queued behind a split message (9553=2)
Represented as number of nanoseconds in unix epoch format (since Jan 1, 1970)
Subtracting this number from Tag 60 will represent original received time of delayed message
The discretion price of an order. Conditionally required if the trader wishes to display one price but will accept trades at another price)
Applicable only for EBS.
|638||PriorityIndicator||ulnt8NULL||1||N||Indicates whether an incoming New Order/Cancel-Replace entered the book or subsequently rests on the book with Large Order Size or Standard Order Size priority.|