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TagNameFIX TypeEnumerationReqDescription

60

TransactTime

UTCTimestamp


Y

Start of event processing time (UTC). UTC Timestamps are sent in number of nanoseconds since Unix epoch synced to a master clock to microsecond accuracy.

75

TradeDate

LocalMktDate


Y

Indicates the date of the trade session. Sent as number of days since Unix epoch (Jan. 1, 1970) local time.

5799MatchEventIndicatorString

ex. 10000000 - last message in the event

ex. 00000000 - not last message in the event

Y

Bitmap field of eight Boolean type indicators reflecting the end of updates for a given CME Globex Event:

Bit 0: (least significant bit) Last Trade Summary message for a given event

Bit 1: Last electronic volume message for a given event

Bit 2: Last customer order quote message for a given event

Bit 3: Last statistic message for a given event

Bit 4: Last implied quote message for a given event

Bit 5: Message resent during recovery

Bit 6: Reserved for future use

Bit 7: (most significant bit) Last message for a given event

1151

SecurityGroup

String


C

If this tag is present, 35=f message is sent for the Product Codegiven Security Group.

6937

Asset

String


C

Product code.

48

SecurityID

Int


C

If this tag is present, 35=f message is sent for the instrument.

The unique instrument ID value will not be reused until the next trade date following an instrument expiration or deletion.

326

SecurityTradingStatus

Int

2 = Trading Halt

4 = Close            

15 = New Price Indication                       

17 = Ready to trade (start of session)

18= Not available for trading

20 = Unknown or Invalid       

21 = Pre Open  

24 = Pre-Cross

25 = Cross

26 = Post Close             

103 = No Change

Y

Identifies the trading status applicable to the instrument or the Product Code.

327

HaltReason

Int

0 = Group schedule (default)

1 = Surveillance intervention

2 = Market event

3 = Instrument activation

4 = Instrument expiration

5 = Unknown

6 = Recovery in Process

Y

Identifies the reason for the status change.

State change may be invoked due to:

  • surveillance intervention
  • market event (i.e. Velocity Logic, Request for Cross)
  • predetermined group status schedule
  • instrument activation/ expiration schedule

1174

SecurityTradingEvent

Int

0 = No Event (default)

1 = No Cancel

4= Change of Trading Session (reset statistics)

5 = Implied matching ON

6 = Implied matching OFF

Y

Identifies an additional event or a rule related to the SecurityTradingStatus (326).

See MDP 3.0 - Implied Matching Status for additional information on the relationship between Security Group, Asset, and Security ID for implied instruments & groups.

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