Execution Report - Trade Bust (tag 35-MsgType=8, tag 39-OrdStatus=H)

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.