The → symbol indicates a repeating tag.
Bolded red text indicates support for EBS Market.
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:
- Unique ID from Party Details Definition Request Acknowledgment message
For on-demand messages:
- If not registered beforehand through iLink then Party Details Definition Request message will be sent along with the business message and will immediately precede it
|320||SecurityReqID||uInt64||8||Y||Unique ID of a Security Definition Request.|
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.
Sequence number assigned to this message.
The max value is 999999999 which is 1 short of 1 billion.
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.
Type of Security Definition Request.
|5297||SendingTimeEpoch||uInt64||8||Y||Time when the message is sent. 64-bit integer expressing the number of nanoseconds since midnight January 1, 1970.|
Identifies specific type of UDS; valid values are COMBO, COVERED, and REPO.
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.
|916||StartDate||LocalMktDate||2||N||Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral.|
|917||EndDate||LocalMktDate||2||N||End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral.|
Max number of substitutions allowed. The value of 0 indicates that substitutions are not allowed.
Applicable for US Repos.
|5677||SourceRepoID||Int32NULL||4||N||Represents the source Repo instrument on which the new Repo should be modeled.|
UDS cannot exceed supported max number of legs.
- UDS on options - 40 legs
- Recursive UDS - no more than 40 instruments that make up the Recursive
- UDS on futures - 40 legs
Will be set to 0 for REPO
- LegSecurityIDSource=8 (exchange symbol)
Identifies class or source of the tag 602-LegSecurityID.
|→566||LegPrice||PRICENULL9||8||N||Price of the futures contract as part of UDS Covered|
|→602||LegSecurityID||Int32||4||Y||ISIN code, this is the primary tag used to identify the contract and it must be populated with the corresponding tag 48-SecurityID value from the market data 35=d Security Definition message.|
Delta used to calculate the quantity of futures used to cover the option or option strategy.
- For a covered option outright instrument, must be between +0.01 and +1.00.
- For a covered option spread instrument, must be between +0.01 and +40.00.
The exponent cannot be greater than 0 and it can either be null or between -5 and 0.
- LegSide=1 (Buy)
- LegSide=2 (Sell)
For Covereds, must be present for option repeating group and must = 1 (buy).
For Covereds, must be present for future repeating group as well.
For Combos, the first instrument in the repeating group must = 1 (buy).
All UDS contracts are defined from the buy side perspective (i.e. buying the spread).
Specifies ratio for the instrument defined in this repeating group.
Required for any UDS options leg.
Optional for Covereds leg.