GLOBEX Advisory Notices
To |
From | CME(R) Globex(R) Account Management
Subject | Execution Date on Leg Messages on CME(R) Globex(R)
Notice Date | 2004-11-26
Notice Number | 112604-1
Effective Date |
Dear CME® Globex® Customers, The CME iLinkTM 2.0 system uses the field Spread_Order_Date in the CME Globex host leg fill messages to build the FIX tag 37, which is comprised of a number and a date. The date in tag 37 was meant to indicate the original order date, i.e. the date the order was entered into the market. Previously the Spread_Order_Date was populated at the host using the current session date rather than the original order date. As a result, it was possible for GTC and GTD orders to have an incorrect date in this field and tag 37 would be incorrect on the leg fill messages. The host development team has addressed this by populating the Spread_Order_Date field in the host with the order entry date. This change is currently available in the CME certification environment. Customers are encouraged to test to ensure no system impact. The tag 37 change will be available in the CME production environment effective Sunday, December 5, 2004 (trade date December 6). If you have any questions or concerns, please contact your CME Globex Account Manager at 312.634.8700 Thank you. CME Globex Account Management 312.634.8700