The Order Status Request (tag 35-MsgType=H) message requests the status of a working order (e.g. resting or partially filled).
The number of active or queued Order Status Requests (OSR) per iLink session is limited to 50. OSRs that exceed the allowed number of active and queued requests will be rejected with a Session Level Reject (tag 35=3) with tag 58=Exceeded maximum number of unacknowledged OSR requests. New OSRs may be submitted as each OSR is fulfilled.
Tag | Name | Enumeration | Req | Description | |
|---|---|---|---|---|---|
| Standard Header - Client to CME Globex | |||||
| 35 | MsgType | String(2) | H=Order Status Request | Y | Header tag identifying message type. |
11 | ClOrdID | String(20) | Y | The tag 11-ClOrdID value for the Order Status Requests MUST be equal to the tag 11-ClOrdID value of the order whose status is being requested. In the case of an order chain, for best performance, us the tag 11-ClOrdID value of the last order in the chain. Refer to iLink - CME Globex Identifiers for more information. | |
37 | OrderID | String(17) | Y* | Unique ID assigned by CME Globex to identify orders. Note: Tag 37 value sent from client system to CME Globex must exactly match the value CME Globex assigned. | |
54 | Side | Char(1) | 1=Buy | Y | Side of order. |
| 55 | Symbol | String(6) | N | This tag contains the Group Code of the instrument. | |
1028 | ManualOrderIndicator | Boolean(1) | Y=manual | Y* | 'N' indicates the message was generated by automated trading logic. Note: iLink messages containing a value other than 'Y' or 'N' 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. |
60 | TransactTime | UTCTimestamp(21) | Y* | UTC format YYYYMMDD-HH:MM:SS.sss | |
107 | SecurityDesc | String(20) | Y* | Unique instrument identifier. | |
167 | SecurityType | String(6) | FUT=Future OPT=Option IRS=Interest Rate Swap FXSPOT=FX Spot | N | Indicates instrument is future or option. Note: for options strategy including UDS COMBO or COVERED, send OPT. For UDS Futures, send FUT. |
9717 | CorrelationClOrdID | String(20) | Y* | This tag should contain the same value as the tag 11-ClOrdID of the original New Order (tag 35-MsgType=D) message and is used to correlate iLink messages associated with a single order chain. Refer to iLink - CME Globex Identifiers for more information. | |
End of message. |