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Excerpt

Tag

Name

FIX Type

Enumeration

Req

Description

Standard Header - Client System to CME Globex






35MsgTypeString(2)R=Quote RequestYHeader tag identifying message type.

131

QuoteReqID

String(23)


Y

Unique identifier for quote request message.

146

NoRelatedSym

Int(3)

1

Y

Must=1; only one request supported per message.

→55

Symbol

String(6)


Y

This tag contains the Group Code of the instrument.

Note: Tag 55-Symbol must come directly after tag 146-NoRelatedSym or the message will be rejected.

→38

OrderQty

Qty(9)


N

Order quantity.

If tag 54= 1 (Buy) or 2 (Sell), this tag is required.

If tag 54-Side=8 (Cross), this is optional.

→54

Side

Char(1)

1=Buy

2=Sell

8=Cross

N

Indicates Quote Request side as Buy or Sell.

For Quote Request for Cross, to notify the market of intent to submit a Cross on CME Globex, tag 54-Side must = 8 prior to submitting the New Order Cross message.

→60

TransactTime

UTCTimestamp(21)


N

UTC format YYYYMMDD-HH:MM:SS.sss
e.g. 20091216-19:21:41.109

UTC Timestamps are sent in number of nanoseconds since Unix epoch synced to a master clock to microsecond accuracy.

→107

SecurityDesc

String(20)


Y*

Instrument identifier.
Future Example: GEZ8
Option Example: GEZ9 C9375

→167

SecurityType

String(3)

FUT=Future

OPT=Option

IRS=Interest Rate Swap

FXSPOT=FX Spot

Y*

Indicates instrument is future or option.

→9943QuoteTypeInt(1)1=TradableN

When tag 54-Side = 1 (Buy) or , 2 (Sell), or not present, this tag must be present and = 1 for tradable.


Tag 9943 is not allowed for Quote Requests where 54-Side=8 (Cross). If this tag is present for a Quote Request for Cross, the message will be rejected with a Business Level Reject (tag 35=j) message.

5149MemoString(75)
N

Allows users to submit a free-form Note tag with a customer order and persists from order entry through clearing

Note: if tag 5149-Memo value on inbound messages exceeds the max length of 75 bytes, iLink will return a truncated 75 bytes from the right on the response.

1028

ManualOrderIndicator

Boolean(1)

Y=manual
N=automated

Y*

'N' indicates the message was generated by automated trading logic.

Note: iLink messages containing a value other than 'Y' or 'N' 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.

Standard Message Trailer





End of message.

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