Sent by client system to cancel an existing order; an order may be cancelled by referencing the Order ID.
Unique identifier for order assigned by the exchange. Uniqueness is guaranteed within a single trading day across all instruments.
The unique identifier of the Party Details Definition Request Acknowledgment associated with this message; this is the value submitted on the inbound message.
For pre-registered messages:
For on-demand messages:
Indicates if the message was initially received manually.
'0' indicates the message was generated by automated trading logic.
iLink messages containing a value other than '0' or '1' 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.
Sequence number assigned to this message.
The max value is 999999999 which is 1 short of 1 billion.
For futures and options markets:
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.
This value is subject to Rule 576 Identification of CME Globex Terminal Operators.
iLink supports a value up to 32 bytes on inbound messages, but will return a truncated 20 bytes from the right on the response TargetSubID.
Additionally, Regulatory systems will truncate to 18 bytes from the right.
CME Group recommends all customers limit this value to 18 bytes.
In FirmSoft and Global Command Center queries for order status and cancellations, this value must be exact, including preceding and following spaces (“ “).
This value must:
@ (commercial) at
Unique identifier for Order as assigned by client system. 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.
OrderRequestID used to identify a request to enter, modify, or delete an order. Echoed back on the Execution Report.
|5297||SendingTimeEpoch||uInt64||8||Y||Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970.|
ISO identifier of the physical location of the individual or team head trader identified by the tag 5392 (SenderID) in the message.
The first two bytes as per ISO 3166-1, identify the country (e.g., JP = Japan, CN = China).
The next three bytes indicate a comma-delimited state or province code (e.g., CA = California, QC = Quebec).
For valid values, refer to ftp.cmegroup.com/fix/coo.Market Regulation requires only the submission of the two first characters of tag 9537-Location for all countries with the exception of Canada. For Canada, the 5 bytes including the province code must be submitted.
|48||SecurityID||Int32||4||Y||Security ID as defined in the market data Security Definition message.|
Side of the order to be cancelled.
Indicates if an order was submitted for market making obligation as required for MIFID.
Applicable only for EU fixed income markets.