Page tree
Skip to end of metadata
Go to start of metadata

This message type supports EBS Market.


Field Name

Binary Type

Binary Length




Sequence number of this message
Matches Establish.UUID used to establish the connection

Unique identifier of execution message as assigned by exchange. Uniqueness will be guaranteed within a single trading day or the life of a multi-day order


For futures and options markets: represents Operator ID.

For EBS and fixed income markets: represents the Entering Trader. For EBS this value must be 3 characters.

This value represents the individual or team submitting the message and is subject to registration requirements and character limits as required by Rule 576 and  the Advisory below:

In FirmSoft and Global Command Center queries for order status and cancellations, this value must be exact.

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

The unique identifier of the PartyDetailsDefinitionRequestAck attached to this message; pancake flip of what was submitted on inbound message

For short messages:

  • PartyDetailsDefinitionRequestAck message would have been sent beforehand and that unique ID should be provided here
  • PartyDetailsListReqID≠0

For long messages:

    • If not registered beforehand through iLink then PartyDetailsDefinitionRequestAck message will be sent along with the business message and will immediately precede it
    • PartyDetailsListReqID=0
Unique identifier for order as assigned by the exchange. Uniqueness is guaranteed within a single trading day across all instruments
Price per share or contract
Time the transaction represented by this ExecutionReport (35=8) occurred. Expressed as nanoseconds since epoch time
Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970

OrderRequestID used to identify a request to enter, modify or delete an order and echo the value on the ExecutionReport


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

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.

Note: this field is optional for EBS Market and eFIX Matching Service instruments.

Security ID as defined by CME. For the security ID list, see the security definition messages.

Number of shares or contracts ordered


Total quantity filled

Will be set to 0


Quantity open for further execution.

Only present for outrights and spreads, not spread legs. 


Minimum quantity of an order for immediate execution.

The value of MinQty must be between 1 and the value in tag 38-OrderQty.

If set to 0 or default null value then it means that minimum quantity is n.

If the quantity present in tag 110 cannot be immediately executed, the entire order is eliminated.


The quantity to be displayed . Required for iceberg orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity


Date of order expiration (last day the order can trade), always expressed in terms of the local market date

Default: days since Unix epoch. Range: Jan. 1, 1970 - June 7, 2149 local


OrdStatus=6 (Pending Cancel)

Identifies status of order as subject to pending cancellation

Constant value


ExecType=6 (Pending Cancel)

Describes the specific ExecutionRpt as subject to pending cancellation

Constant value

  • OrdType=1 (Market order with protection)
  • OrdType=2 (Limit order)
  • OrdType=4 (Stop limit order)
  • OrdType=K (Market limit order)
Order type
  • Side=1 (Buy)
  • Side=2 (Sell)
Side of order
  • TimeInForce=0 (Day)
  • TimeInForce=1 (GTC)
  • TimeInForce=3 (FAK)
  • TimeInForce=4 (FOK)
  • TimeInForce=6 (GTD)
  • TimeInForce=99 (GFS)

Specifies how long the order remains in effect

FOK is supported only for BrokerTec/EBS

GFS is supported only for EBS



  • 0=Automated
  • 1=Manual
Indicates if order was sent manually or generated by automated trading logic
  • 0=False
  • 1=True

Flags message as possible retransmission or duplicate

This will convey whether a message is an original transmission or duplicate in response to RetransmissionRequest or possible duplicate

This will become pertinent when original messages get interleaved with Retransmission responses

Possible duplicate means that same message could have been sent again with different sequence number

  • 0=Split Msg Delayed
  • 1=Out of Order Msg Delayed
  • 2=Complete Msg Delayed
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a message was delayed as a result of TCP re-transmission (1) or if a complete message was delayed due to a previously submitted split or out of order message (2). If absent then the message was not delayed and was neither split nor received out of order
  • 0=False
  • 1=True

Indicates if an order was submitted for market making obligation as required for MIFID.

Applicable only for EU BrokerTec and EBS MiFID.


Indicates the amount of time that a message was delayed as a result of being split (9553=0) or as a result of being out of order due to TCP retransmission (9553=1) or as a result of being queued behind a split message (9553=2)

Represented as number of nanoseconds in unix epoch format (since Jan 1, 1970)

Subtracting this number from Tag 60 will represent original received time of delayed message


The discretion price of an order. Conditionally required if  the trader wishes to display one price but will accept trades at another price)

  • The discretion price for a bid must be greater than the shown Limit price (e.g. Buy order: tag 44-Price = 115.05; tag 845-DiscretionPrice = 115.06)
  • ​The discretion price for an ask must be less than the shown Limit price (e.g. Buy order: tag 44-Price = 115.05; tag 845-DiscretionPrice = 115.04)

Applicable only for EBS.