Originalexpiredate

1ExecutionReport-RejectThemessagenotifiesclientsystemofarejectedorder.
ExecutionReport-Reject(tag35-MsgType=8,tag39-OrdStatus=8)TagNameFIXTypeEnumerationReqDescriptionStandardHeader-CMEGlobextoClientSystem35MsgTypeString(2)8=ExecutionReportYHeadertagidentifyingmessagetype.
1AccountString(12)Y*Uniqueaccountidentifier.
Note:Thistagvalueisalwaysuppercase,regardlessofthecaseintheinboundmessagetag.
ClientsystemsarenotrequiredtosubmitcapitalizedaccountvaluestoCMEGlobex.
6AvgPxPrice(20)0YAlways'0'.
11ClOrdIDString(20)Y*Uniqueorderidentifierassignedbyclientsystem.
Clientsystemmustmaintainuniquenessofthisvalueforthelifeoftheorder.
Refertoformoreinformation.
iLink-CMEGlobexIdentifiers14CumQtyInt(9)YContainscumulatedtradedquantitythroughoutlifespaceofanorder.
Thisvaluedoesnotresetiforderiscancel/replaced.
17ExecIDString(40)YCMEGlobexassignedexecutionreportmessageidentifier;uniqueperinstrumentpertradingsession.
20ExecTransTypeChar(1)0=NewYIdentfiestransactiontypeas'new'(i.
e.
neworder,ordercancelorcancelreplaceaccepted).
37OrderIDString(17)YCMEGlobexassignedorderidentifier;uniqueacrossalliLinksessionsandmarketsegments.
38OrderQtyInt(9)Y*Orderquantitysubmittedbyclient.
TheformatofthisfieldisdifferentfromFIXprotocolspecifications.
.
Thisfieldmustbeaninteger39OrdStatusChar(1)8=RejectedYOrderstatus.
40OrdTypeChar(1)1=Marketorder(withprotection)2=Limitorder3=Stoporder(withprotection)4=Stop-LimitorderK=Market-LimitorderY*Ordertype.
Seeadditionalinformationin.
OrderManagementThestateofanordertypeecanchangeoverthelifeoftheorder.
Forexample,asubmittedstoporder(3)canturnintoamarketorder(1)whenthestoppricelevelhasbeencrossed.
Seeformoreinformation.
OrderTypesforFuturesandOptions41OrigClOrdIDString(20)NOriginalClientOrderID.
RefertoforiLink-CMEGlobexIdentifiersmoreinformation.
44PricePrice(20)NPriceperunitofquantity.
48SecurityIDInt(12)Y*SecurityID.
54SideChar(1)1=Buy2=SellYSideoforder.
55SymbolString(6)YThistagcontainstheinstrumentGroupCode.
58TextString(200)NFreeformattextstring.
Seeformoreinformation.
iLinkRejectCodes59TimeInForceChar(1)0=Day1=GoodTillCancel(GTC)3=FillandKill6=GoodTillDate(GTD)Y*Specifieshowlongtheorderremainsineffect.
Ifnotpresent,DAYorderisthedefault.
ForGTD,ExpireDateisrequired.
ForFAK,MinQtycanalsobespecified.
SeeandforOrderTypesforFuturesandOptionsOrderManagementmoreinformation.
60TransactTimeUTCTimestamp(21)NUTCformatYYYYMMDD-HH:MM:SS.
ssse.
g.
20091216-19:21:41.
109278NoAllocsChar(1)1NReturnedonExecutionReportifsentoninboundmessage.
79AllocAccountString(11)NReturnedonExecutionReportifsentoninboundmessage.
Note:Thistagvalueisalwaysuppercase,regardlessofthecaseintheinboundmessagetag.
ClientsystemsarenotrequiredtosubmitcapitalizedaccountvaluestoCMEGlobex.
99StopPxPrice(20)NDesignatesstoptriggerpricespecifiedbytheindividualenteringtheorderorcancel/replace.
103OrdRejReasonInt(6)NDesignatesthe.
orderrejectreason107SecuritydescString(20)Y*Instrumentidentifier.
FutureExample:GEZ8OptionExample:GEZ9C9375150ExecTypeChar(1)8=RejectAckYIndicatestypeofexecutionreport.
151LeavesQtyInt(9)0YAmountofcontractunitsopenforfurtherexecution.
Always=0forthereject.
167SecurityTypeString(6)FUT=FutureOPT=OptionIRS=InterestRateSwapFXSPOT=FXSpotNIndicatesinstrumentisfutureoroption.
Note:foroptionsstrategyincludingUDSCOMBOorCOVERED,sendOPT.
ForUDSFutures,sendFUT.
432ExpireDateLocalMktDate(8)CRequiredonlyiftag59-TimeInForce=GoodTillDate(GTD).
CMEGlobexdoesnotsupporttag126-ExpireTime.
Onlytheexpirationdatecanbeset.
Ordersexpireattheendofthetradingsessionofthespecifieddate.
1028ManualOrderIndicatorBoolean(1)Y=manualN=automatedY*Valuesentoninboundmessagefromclientsystemindicatingtheorderassentmanuallyorgeneratedbyautomatedtradinglogic.
1031CustOrderHandlingInstString(1)W-DeskY-Electronic(Default)C-Vendor-providedPlatformbilledbyExecutingBrokerG-SponsoredAccessviaExchangeAPIorFIXprovidedbyExecutingBrokerH-PremiumAlgorithmicTradingProviderbilledbyExecutingBrokerD-Other,includingOther-providedScreenYDefinessourceoforiginalorder.
1731AvgPxGroupIDString(20)NUsedtoidentifyaccountnumbersorordersforgroupingtradestogetherforaveragepricecalculations.
Ifincomingvalueisgreaterthanmaxlength,iLinkwillreturntheright-mosttwentybytes.
1598ClearingTradePriceTypeString(1)0–TradeClearingatExecutionPrice1–TradeClearingatAlternateClearingPriceNIndicateswhetherspreaddifferentialtradeisclearingatexecutionprice(tag31-LastPx)oralternateclearingprice(i.
e.
previousday'ssettlementprice).
819AvgPXIndicatorString(3)0–NoAveragePricing(Default)1–TradeispartofanAveragePriceGroupIdentifiedbytheAvgPxGroupID3-NotionalValueAveragePricingwithAveragePriceGroupIdentifiedbytheAvgPxGroupIDNIndicatesiftheresultingtradeistobeaveragepriced.
Thistagisalsousedtoindicatetypeofaveragepricegrouping.
5149MemoString(75)NAllowsuserstosubmitafree-formNotetagwithacustomerorderandpersistsfromorderentrythroughclearingNote:iftag5149-Memovalueoninboundmessagesexceedsthemaxlengthof75bytes,iLinkwillreturnatruncated75bytesfromtherightontheresponse.
35904DelayDurationIntNIndicatestheamountoftimeinnanosecondsthatamessagewassubjecttoadditionalprocessingasaresultofbeing:splitamongmultiplepackets(tag9553=0)out-of-order(tag9553=1)apreviouslysubmittedsplitmessage(tag9553=2)Subtractingthisnumberfromtag5979-willrepresentRequestTimeoriginalreceivedtimeofin-flightmessage9553SplitMsgInt(1)0–Splitmessage1–Out-of-ordermessage2–CompletemessageNIndicateswhetheramessagewassubjecttoadditionalprocessingasresultofbeing:asplitamongmultiplepackets(0)out-of-order(1)apreviouslysubmittedsplitmessage(2)Ifabsent,thenthemessagewasnot.
subjecttoadditionalprocessingStandardMessageTrailerEndofmessage.
Y:RequiredbyFIXprotocol,Y*:RequiredbyCMEGlobex(notbyFIXprotocol),N:NotRequired,C:ConditionallyStandardHeader-CMEGlobextoClientSystem