Page History

Tag

FIX Name

Req

Valid Values

Format

Description

Standard Header-
CME Globex to Client System

1

Account

Y*

String (12)

Unique account identifier.

6

AvgPx

Y

0

Price (20)

Always '0'.

11

ClOrdID

Y

String (20)

Unique order identifier assigned by client system.
Client system must maintain uniqueness of this
value for the life of the order.

14

CumQty

Y

Qty (9)

Contains cumulated traded quantity throughtout
lifespan of an order. This value does not reset
if order is cancel/replaced.

17

ExecID

Y

String (40)

CME Globex assigned execution report message
identified; unqiue per instrument per trading session.
An execution report message sent by CME Globex
can be identified by the unique value of
tag 56-TargetCompID+tag107-SecurityDesc+tag 17-ExecID.

19

ExecRefID

Y*

String (9)

Contains unique ID for the trade being cancelled.
These are the last 9 characters of tag 17-ExecID.

20

ExecTransType

Y

1=Cancel

Char (1)

Identifies transaction type.

31

LastPx

Y*

Price (20)

Price of the cancelled trade.

32

LastQty

Y*

Qty (9)

Quantity of cancelled trade.

37

OrderID

Y

String (17)

CME Globex assigned order identifier; unique per
instrument per trading session.

39

OrdStatus

Y

H=Trade
Cancelled

Char (1)

Identifies trade status as cancelled.

41

OrigClOrdID

N

String (20)

The last accepted ClOrdID in an order chain.
If the value is included in tag41-OrigClOrdID, the same value
is returned; however, if no value is sent, a value of '0' is
returned in the Execution Report (tag 35-MsgType=8)
Cancellation message, else tag 41-OrigClOrdID is not sent.

48

SecurityID

Y*

Int (12)

Identifier of the instrument defined in tag 107.

54

Side

Y

1=Buy
2=Sell

Char (1)

Side of order.