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The New Order Cross message submits a Cross on CME Globex, a two-sided order submitted by a single party/broker at the same price and quantity.

The → symbol indicates a repeating tag.

35=c

Tag

Name

Binary Type

Binary Length

Req

Enumeration

Description

548CrossIDuInt648Y
Identifier for a cross order. Must be unique during a given trading day.
 2422OrderRequestIDuInt648Y
Use OrderRequestID to identify a request to enter a cross order. Echoed back on the Execution Report.
1028ManualOrderIndicatorManualOrdIndReq1

Y

  • 0=Automated

  • 1=Manual

Indicates if the message was initially received manually.
9726SeqNumuInt324Y
Sequence number assigned to this message.
5392SenderIDString20Req20Y

For futures and options markets:

Operator ID.

Should be unique per Firm ID.

Assigned value used to identify specific message originator.

Represents last individual or team responsible for the system that modifies the order prior to submission to CME Globex.

For fixed income markets: represents the Entering Trader.

40OrdTypeCrossOrdType0Y
  • OrdType=2 (Limit order)

Only ‘2’ (limit order) supported.

Constant value.

549CrossTypeCrossType0Y
  • CrossType=3

A cross order which is executed on one side with any unfilled quantity remaining active.

Constant value.

550CrossPrioritizationCrossPrioritization0Y
  • CrossPrioritization=0 (None)

Indicates if one side of the cross order should be prioritized.

Constant value.

44PricePRICE98Y
Conditionally required when tag 40-OrdType=2 (Limit).
483TransBkdTimeuInt648Y
For derivatives, a timestamp to indicate when this order was booked with the agent prior to submission to the exchange. Indicates the time at which the order was finalized between the buyer and seller prior to submission. Expressed as nanoseconds since epoch time.
5297SendingTimeEpochuInt648Y
Time when the message is sent. 64-bit integer expressing the number of nanoseconds since midnight January 1, 1970.
9537LocationString5Req5Y
Text describing sender's location (i.e. geographic location and/or desk).
48SecurityIDInt324Y

Security ID as defined in the market data Security Definition message.

552NoSidesgroupSize3Y
  • minValue=2
  • maxValue=2

Number of Side repeating group instances.

2=Both Sides

→11CIOrdIDString20Req20Y

Unique identifier for Order as assigned by the buy side (institution, broker, intermediary, etc.). Uniqueness must be guaranteed within a single trading day.

Firms, particularly those which electronically submit multi-day orders, trade globally, or throughout market close periods, should ensure uniqueness across days; for example, by embedding a date within the ClOrdID field.

→1505PartyDetailsListReqIDuInt648Y

Refers to the ID of the related Party Details Definition Request message logically tied to this message.

For short messages:

  • Party Details Definition Request message should be sent prior and the unique ID provided here
  • PartyDetailsListReqID≠0

For long messages:

  • If not registered beforehand through iLink, then the Party Details Definition Request message should be sent along with the business message immediately preceding it and that ID provided here (ID should be designated as 0).
  • If the Party Details Definition Request message is received with PartyDetailsListReqID=0, then the very next message must be a business message also with PartyDetailsListReqID=0, else the next message will be rejected.
→38OrderQtyuInt324Y

Order quantity. Must be the same for both sides.

→54SideSideReq1Y
  • Side=1 (Buy)
  • Side=2 (Sell)
Side of order.
→962SideTimeInForceSideTimeInForce1Y
  • SideTimeInForce=0 (Day)
  • SideTimeInForce=3 (FAK)
Indicates how long the order as specified in the side stays in effect. SideTimeInForce allows a two-sided cross order to specify order behavior separately for each side.

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