User Help System
CME Globex Audit Trail
As of December 3, 2023, the format of the downloadable CME Direct Globex Audit Trail will have changed. Click here for an outline of easy to follow guidelines.
Users will see the following column updates:
| .csv Column | New Version | Old Version |
|---|---|---|
| A | Sending Timestamps | Sending Timestamps |
| B | Receiving Timestamps | Receiving Timestamps |
| C | Message Direction | Message Direction |
| D | Operator ID | Operator ID |
| E | Self-Match Prevention ID | Self-Match Prevention ID |
| F | Account Number | Buy Account Number |
| G | Session ID | Sell Account Number |
| H | Executing Firm ID | Session ID |
| I | Manual Order Identifier | Executing Firm ID |
| J | Message Type | Manual Order Identifier |
| K | Customer Type Indicator | Message Type |
| L | Origin | Buy Customer Type Indicator |
| M | CME Globex Message ID | Sell Customer Type Indicator |
| N | Message Link ID | Buy Origin |
| O | Order Flow ID | Sell Origin |
| P | Spread/Leg Link ID | CME Globex Message ID |
| Q | Instrument Description | Message Link ID |
| R | Market Segment ID | Order Flow ID |
| S | Client Order ID | Spread/Leg Link ID |
| T | CME Globex Order ID | Instrument Description |
| U | Buy/Sell Indicator | Market Segment ID |
| V | Quantity | Client Order ID |
| W | Limit Price | CME Globex Order ID |
| X | Stop Price | Buy/Sell Indicator |
| Y | Order Type | Quantity |
| Z | Order Qualifier | Limit Price |
| AA | IFM Flag | Stop Price |
| AB | Display Quantity | Order Type |
| AC | Minimum Quantity | Order Qualifier |
| AD | Country of Origin | IFM Flag |
| AE | Fill Price | Display Quantity |
| AF | Fill Quantity | Minimum Quantity |
| AG | Cumulative Quantity | Country of Origin |
| AH | Remaining Quantity | Fill Price |
| AI | Aggressor Flag | Fill Quantity |
| AJ | Source of Cancellation | Cumulative Quantity |
| AK | Reject Reason | Remaining Quantity |
| AL | Processed Quotes | Aggressor Flag |
| AM | Cross ID | Source of Cancellation |
| AN | Quote Request ID | Reject Reason |
| AO | Message Quote ID | Processed Quotes |
| AP | Quote Entry ID | Cross ID |
| AQ | Bid Price | Quote Request ID |
| AR | Bid Size | Message Quote ID |
| AS | Offer Price | Quote Entry ID |
| AT | Offer Size | Bid Price |
| AU | Request Time | Offer Price |
| AV | Order Notes | Bid Size |
| AW | Trading Company Name | Offer Size |
| AX | Request Time | |
| AY | Order Notes | |
| AZ | Buy Customer Order Handling Instruction | |
| BA | Sell Customer Order Handling Instruction | |
| BB | On Behalf Of | |
| BC | Deliver To | |
| BD | Number of Orders in Match Step | |
| BE | Fill Reasons | |
| BF | Buy Clearing Trade Price Type | |
| BG | Sell Clearing Trade Price Type | |
| BH | Buy Average Price Indicator | |
| BI | Buy Average Price Group ID | |
| BJ | Sell Average Price Indicator | |
| BK | Sell Average Price Group ID | |
| BL | Counter Ccy Notional | |
| BM | Base Notional | |
| BN | Buy Notes | |
| BO | Sell Notes |
