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Revision History

DateDescription
January 19, 2022Removed 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, 2021EBS 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, 2021Added EBS Counterparty Dissemination section.
July 30, 2021Added examples to Self Match Prevention
July 14, 2021Updated EBS iLink 3 Sample Messages with HEX samples
June 30, 2021Added Maximum Order Size section.
June 17, 2021Added note to Self Match prevention section.
June 2, 2021Added EBS Price Discretion Scenarios page.
June 1, 2021Added Order Entry Service Gateway section.
April 19, 2021Added EBS Reject Codes page
April 5, 2021Added Cancel on Conclusion section.
April 21, 2021Added EBS iLink 3 Sample Messages
April 16, 2021Added EBS Messages
March 24, 2021Added Latency Floor section.
February 24, 2021Updated 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):

  • Pending Cancel (6)
  • Pending Replace (E)
December 4, 2020
  • "Market Segment" - Added Market Segment IDs for EBS FX Spot and Metals and EBS FX Spot and NDFs
  • "MiFID Tag Validation" - Added note regarding pre-registered Order Cancel - Execution Report.
December 3, 2020Initial publication

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TagExecution 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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Execution Report Trade OutrightExecution Report Trade Outright
System ImpactTemplate IDsMessage(s)Field NameDescription

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 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 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):

  • Pending Cancel (6)
  • Pending Replace (E)

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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