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Revision History

DateDescription
June 9, 2022

Updated "Executor – Tag 5290 and IDMShortCode – Tag 36023."

May 13, 2022

"iLink 3 Messaging Considerations" - Updated description of using tag 60 and 7552 to determine when a message was received by CME Globex.

May 11, 2022"OrderID (tag 37)" - Updated second bullet point.
March 9, 2022Added Optional and Required FIX Tags for EBS Products.
February 17, 2022EBS iLink 3 Sample Messages updated all tag 5392 values to contain only 3 characters.
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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The values of tag 5290-Executor and tag 36023-IDMShortcode for EBS Market on CME Globex must be numeric only.  Customers using alphanumeric short codes must re-register on the NEX Upload Facility (NUF) with numeric short codes.  Any EBS orders with alphanumeric short codes will be rejected on CME Globex. 

CME Globex will validate MiFID tags 5290-Executor and tag 36023-IDMShortcode for presence and correct registration for all iLink 3 EBS EBS On-SEF or On-MTF FX NDFs application messages,  except Order Cancel message.

For Order Cancel

Tag 5290 and tag 36023 will be accepted and acknowledged if sent on Order Cancel messages. If not populated, the cancel message will be accepted and acknowledged with the value as follows:

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