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Standard Header - CME Globex to Client System |
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35 | MsgType | String(2) | j=Business Level Reject | Y | Header tag identifying message type. |
45 | RefSeqNum | SeqNum(10) |
| Y | Tag 34-MsgSeqNum of the rejected message. |
372 | RefMsgType | String(2) |
| Y | Tag 35-MsgType of the rejected message. |
379 | BusinessRejectRefID | String(32) |
| N | Identifier of the rejected message. - Tag 117-QuoteID if the message is a Mass Quote or Quote Cancel message.
- Tag 320-SecurityReqID of the Security Definition Request if the message is a User Defined Instrument.
- Tag 548-CrossID of the rejected Request for Cross (tag 35-MsgType=R) message.
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380 | BusinessRejectReason | Int(2) | 0=Other 1=Unknown ID 2=Unknown security 3=Unsupported message type 4=Application not available 5=Conditionally required field missing 6=Not authorized 7=Delivery to firm not available at this time | Y | Code identifying reject reason. |
58 | Text | String(200) |
| Y* | Additional information on the reject reason. |
1028 | ManualOrderIndicator | Boolean(1) | Y = manual N = automated | Y* | Indicates if order was sent manually or generated by automated trading logic. |
5149 | Memo | String(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. |
1031 | CustOrderHandlingInst | String(1) | W - Desk Y - Electronic (Default) C - Vendor-provided Platform billed by Executing Broker G - Sponsored Access via Exchange API or FIX provided by Executing Broker H - Premium Algorithmic Trading Provider billed by Executing Broker D - Other, including Other-provided Screen | Y | Defines source of original order. |
9553 | SplitMsg | Int(1) | 0 – Split message 1 – Out-of-order message 2 – Complete message | N | Indicates whether a message was subject to additional processing as a result of being: - split among multiple packets (0)
- out-of-order (1)
- a previously submitted split message (2)
If absent, then the message was not subject to additional processing. |
Standard Message Trailer |
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| End of message |