User Help System

 

 

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Getting Started

The Audit Trail test suite provides an interface for customers to verify that they can successfully upload a comma separated value (CSV) file, containing audit trail data from CME Group.

CME, CBOT, NYMEX, COMEX Rule 536.B.2. requires that the electronic audit trail associated with any system that accesses the CME Globex platform through the CME iLink gateway contain a complete and accurate record of all activity through that connection, and account for every electronic communication by the order routing or front-end system from the time such order routing or front-end system receives or generates an electronic communication until it is communicated to CME Globex. Further, the Rule requires that clearing members guaranteeing a connection to CME Globex are responsible for maintaining, or causing to be maintained, the electronic audit trail for a minimum of 5 years by the responsible party as set forth in the Rule.

Firms responsible for the order routing/front-end audit trail of a trading system that accesses CME Globex through the CME iLink gateway must have the ability to display data in the required format. Further, the connected entity must ensure that all trading functionality supported by the system is appropriately reflected in the audit trail.

For the convenience of those responsible for such order routing or front-end systems, the Exchanges have updated the Client Systems Wiki with the new data definitions, required format, and validation rules applied through the certification process of the minimum acceptable audit trail elements that such systems must capture.

The files must be in CSV format. The CSV files must also be continuous; that is, the files must contain all audit trail data on one tab of the spreadsheet. If the data is not continuous, the test will fail and all previous tests will need to be retested.

See also:

CME Globex Front-End Audit Trail Requirements

Market Regulatory Advisory Notice - Order Routing/Front-End Audit Trail Requirements

Contact Information

The audit trail certification will require a tester to work with two different teams, CSET and Market Regulation. Please contact the appropriate team; a reference guide is provided below.

Certification Support for Electronic Trading (CSET)

Contact CSET for assistance with:

  • technical issues
  • logging into the audit trail certification tool
  • questions on how to use the audit trail certification tool
  • error messages

Email: cset@cmegroup.com

Phone: +1 312 930 2322 (US)

Phone: +44 20 3379 3803 (London)

Phone: +65 6593 5593 (Asia)

Market Regulation

Contact Market Regulation with questions on Rule 536.B.2 regarding the content or requirements of the audit trail.

Email: AuditTrail@cmegroup.com

 





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