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Revision History
| Date | Description |
|---|---|
| January 19, 2022 | Removed all references to Execution Report Trade Addendum Outright; no longer in scope |
| December 16, 2021 | Updated EBS MiFID Short Code Identifiers on CME Globex rules. |
| November 9, 2021 | EBS Reject Codes - Added error codes 102 and 107 for Business Reject (tag 35-MsgType=j) message in tag 380-BusinessRejectReason and tag 58-Text. |
| October 18, 2021 | Added EBS Counterparty Dissemination section. |
| July 30, 2021 | Added examples to Self Match Prevention |
| July 14, 2021 | Updated EBS iLink 3 Sample Messages with HEX samples |
| June 30, 2021 | Added Maximum Order Size section. |
| June 17, 2021 | Added note to Self Match prevention section. |
| June 2, 2021 | Added EBS Price Discretion Scenarios page. |
| June 1, 2021 | Added Order Entry Service Gateway section. |
| April 19, 2021 | Added EBS Reject Codes page |
| April 5, 2021 | Added Cancel on Conclusion section. |
| April 21, 2021 | Added EBS iLink 3 Sample Messages |
| April 16, 2021 | Added EBS Messages |
| March 24, 2021 | Added Latency Floor section. |
| February 24, 2021 | Updated Minimum Quote Life section and added note. |
| February 11, 2021 | "MiFID Tag Validation" - Added second note about tag 5290-Executor and tag 36023-IDMShortcode. |
| February 10. 2021 | Updated Market Segment section. Added Minimum Quote Life section. |
| January 22, 2021 | Updated iLink 3 EBS Message Changes Table with: Add two new enum value to support Minimum Quote Life (MQL):
|
| December 4, 2020 |
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| December 3, 2020 | Initial publication |
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| Tag | Execution Report Message |
|---|---|
tag 38-OrderQty tag 110-MinQty tag 1138-DisplayQty tag 14-CumQty tag 151-LeavesQty tag 32-LastQty | Execution Report Reject Execution Report New Execution Report Modify Execution Report Pending Replace Execution Report Cancel Execution Report Pending Cancel Execution Report EliminationExecution Report Trade Outright Execution Report Trade Addendum Outright (Cancel/Amend) |
The following new fields have been added to the Execution Report Trade Outright - Fill and Execution Report Trade Addendum Outright messages to support Spot FX and NDFsmessage to support Spot FX and NDFs:
- GrossTradeAmt (tag 381) – Notional in base currency
- CalculatedCcyLastQty (tag 1056) – Notional in counter currency
- ContraGrossTradeAmt (tag 5542) in NoOrderEvents (tag 1795) repeating group
- ContraCalculatedCcyLastQty (tag 5971) in NoOrderEvents (tag 1795) repeating group
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The following new tags will be added to the Execution Report Trade Outright - Fill and Execution Report Trade Addendum Outright messages to support Spot FX and NDFsmessage to support Spot FX and NDFs:
- SettlementDate (tag 64) – Value date
- MaturityDate (tag 541)- Date of maturity
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- New Order Single
- Order Cancel Replace Request
- Execution Report New
- Execution Report Reject
- Execution Report Modify
- Execution Report Cancel
- Execution Report Elimination
- Execution Report Trade Outright
- Execution Report Trade Addendum Outright Execution Report Status
New tag will be added to support Price Discretion orders:
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| System Impact | Template IDs | Message(s) | Field Name | Description | |
|---|---|---|---|---|---|
Add new field to support Price Discretion orders | 514 515 522 523 524 525 531 532 534548 | New Order Single Order Cancel Replace Request Execution Report New Execution Report Reject Execution Report Elimination Execution Report Trade Outright Execution Report Modify Execution Report Status Execution Report CancelExecution Report Trade Addendum Outright | DiscretionPrice (tag 845) | The presence of DiscretionPrice on an order indicates that the trader wishes to display one price but will accept trades at another price | |
Add new enum value (99) to represent Good For Session (GFS) orders | 514 515 522 523 524 525 530 531 532 534 548 | New Order Single Order Cancel Replace Request Execution Report New Execution Report Reject Execution Report Elimination Execution Report Trade Outright Order Mass Status Request Execution Report Modify Execution Report Status Execution Report CancelExecution Report Trade Addendum Outright | TimeInForce (tag 59) | Specifies how long the order remains in effect GFS is supported only for EBS | |
| Add new fields to support eFix Matching | 525 548 | Execution Report Trade OutrightExecution Report Trade Addendum Outright | TradeType (tag 828) | Represents a trade at fixing price | |
| ExecRestatementReason (tag 378) | Will be present when trade at fixing is assigned fixing price | ||||
| BenchmarkPrice (tag 6262) | The price assigned to an eFix Matching which is determined by an automated set market mid-price from a | ||||
| Add six new fields to support FXSPOT/FXNDF trades. | 525 548 | Execution Report Trade OutrightExecution Report Trade Addendum Outright | SettlDate (tag 64) | Specific date of trade settlement | |
| MaturityDate (tag 541) | Date of maturity (aka NDF fixing date) | ||||
| GrossTradeAmt (tag 381) | Total amount traded (in notional) in base currency for the Spot | ||||
| CalcCcyLastQty (tag 1056) | Total amount traded (in notional) in counter currency | ||||
| ContraGrossTradeAmt (tag 5542) | Amount traded (in notional) in base currency for the Spot with this counterparty | ||||
| ContraCalculatedCcyLastQty (tag 5971) | Amount traded (in notional) in counter currency for the Spot with this counterparty | ||||
Update data type from uInt64 to uInt64NULL to support Order Cancel and Order Cancel Replace by ClOrdID (tag 11) | 515 516 | Order Cancel Replace Request Order Cancel Request | OrderID (tag 37) | OrderID (tag 37) an optional field in OrderCancelReplaceRequest, OrderCancelRequest | |
| Add new message types to support Minimum Quote Life (MQL) | 564 565 | Execution Report Pending Cancel Execution Report Pending Replace | Sent in response to OrderCancelRequest and OrderCancelReplaceRequest for an order which is subject to Minimum Quote Life | ||
Add two new enum value to support Minimum Quote Life (MQL):
| 532 | Execution Report Status | OrderStatus (tag 39) | Indicates order status. Pending Cancel – OrderCancelRequest cannot be immediately accepted Pending Replace - OrderCancelReplaceRequest cannot be immediately accepted. |
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