Page History

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Warning

title	UAT Maintenance Window

Scheduled CME UAT maintenance window - every Wednesday 5am-12noon CST. Please refrain from testing during this time as environment may be unstable.

Supported Instruments

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Expand

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Table Filter

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Limit

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IOC

FOK

GTC

GFA

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GFA

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M1, M2, M3,

EOM0, EOM1^*

Limit

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IOC

FOK

GTC

totalrow	,,,,,,,,,,,,
hidelabels	false
sparkName	Sparkline
hidePane	true
sparkline	false
default	ebs_market_ilink3_sbe,ExecutionVenue&&client_role&&MDBookType (SessionType == Pricing)&&MDEntryType (SessionType == Pricing)&&target_platform&&MDBookType&&MDEntryType
isFirstTimeEnter	false
cell-width	250,250
hideColumns	true
disabled	false
enabledInEditor	false
globalFilter	false
id	1687963229265_149249992
order	0,1
hideControls	false
inverse	false,false
column	Venue
disableSave	false
separator	Point (.)
labels	Venue‚Hide columns
ddOperator	OR
datepattern	dd M yy
updateSelectOptions	false
worklog	365\|5\|8\|y w d h m\|y w d h m
isOR	AND

Table Excerpt Include

name	SupportedInstruments
merge-tables	true
page	Supported Instruments
type	page

Please refer to Supported Instruments to view across all venues.

PartyIDs

Expand

Table Filter

hideControls	true
inverse	false
sparkName	Sparkline
hidePane	true
isNew	false
separator	Point (.)
ddSeparators	true
default	ebs_market_ilink3_sbe
isFirstTimeEnter	false
userfilter	Venue
datepattern	dd M yy
id	1644230436139_-1349241601
worklog	5\|8\|w d h m\|w d h m
isOR	AND
order	0

Table Excerpt Include

copytable	true
name	PartyIDs
page	PartyIDs
type	page

Please refer to PartyIDs to view across all venues.

Regulatory Fields

Expand

Table Filter

hideControls	true
inverse	false
sparkName	Sparkline
hidePane	true
isNew	false
separator	Point (.)
ddSeparators	true
default	ebs_market_ilink3_sbe
isFirstTimeEnter	false
userfilter	Venue
datepattern	dd M yy
id	1644230436141_-895241232
worklog	5\|8\|w d h m\|w d h m
isOR	AND
order	0

Table Excerpt Include

copytable	true
name	RegulatoryFields
page	Regulatory Fields
type	page

Please refer to Regulatory Fields to view across all venues.

Passthru Fields

Expand

Table Filter

hideControls	true
inverse	false
sparkName	Sparkline
hidePane	true
isNew	false
separator	Point (.)
ddSeparators	true
default	ebs_market_ilink3_sbe
isFirstTimeEnter	false
userfilter	Venue
datepattern	dd M yy
id	1644230436143_-1347953915
worklog	5\|8\|w d h m\|w d h m
isOR	AND
order	0

Table Excerpt Include

copytable	true
name	PassthruFields
page	Passthru Fields
type	page

Please refer to Passthru Fields to view across all venues.

Details

PartyID OrderOriginationFirmLocation

This is the ISO identifier of the physical location of the individual or team head trader:

The first two bytes as per ISO 3166-1, identify the country (e.g., JP = Japan, CN = China).
The next three bytes indicate a comma-delimited state or province code (e.g., CA = California, QC = Quebec).
Market Regulation requires only the submission of the two first characters of tag 9537-Location for all countries with the exception of Canada. For Canada, the 5 bytes including the province code must be submitted.

The full list of country codes, country state codes are available below:

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SecurityGroup

The SecurityGroup field is used to discriminate eFix and Precious Metals instruments.

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Metal	Symbol	SecurityGroup	Comment
Silver	XAG/USD	Unpopulated	Standard
Small Silver	XAG/USD	XAG/USD SM	Used to be traded as SAG/USD prior to EBS migration.
Gold (EUR)	XAU/EUR	Unpopulated	*Does not exist!*
Small Gold (EUR)	XAU/EUR	XAU/EUR SM	Used to be traded as SAU/EUR prior to EBS migration.
Gold	XAU/USD	Unpopulated	*Does not exist!*
Small Gold	XAU/USD	XAU/USD SM	Used to be traded as SAU/USD prior to EBS migration.
Palladium (Zurich)	XPD/USD	Unpopulated	Settles via loco Zurich.
Palladium (London)	XPD/USD	XPD/USD LN	Settles via loco London. Used to be traded as LPD/USD prior to EBS migration.
Platinum (Zurich)	XPT/USD	Unpopulated	Settles via loco Zurich.
Platinum (London)	XPT/USD	XPT/USD LN	Settles via loco London. Used to be traded as LPT/USD prior to EBS migration.

iLink Order Cancel-Replace and In-Flight Mitigation

Warning

In-flight mitigation (IFM) is an optional feature on CME Globex that allows client systems submitting cancel/replace messages to prevent overfilling in the event that the original order is filled while the cancel/replace message is "in-flight" during processing.

https://www.cmegroup.com/confluence/display/EPICSANDBOX/iLink+Order+Cancel-Replace+and+In-Flight+Mitigation

This feature is currently disabled by default via Whisperer. If clients wish to utilise this feature, they should ensure that their MultilegOrderCancelReplaceRequest message includes:

BodyPassthruKey = "OFMOverride"
BodyPassthruValue = "Y"

Refer to Passthru Fields below for details.

PartyIDs

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Table Filter

hideControls	true
inverse	false
sparkName	Sparkline
hidePane	true
isNew	false
separator	Point (.)
ddSeparators	true
default	ebs_market_ilink3_sbe
isFirstTimeEnter	false
userfilter	Venue
datepattern	dd M yy
id	1644230436139_-1349241601
worklog	5\|8\|w d h m\|w d h m
isOR	AND
order	0

Table Excerpt Include

copytable	true
name	PartyIDs
page	PartyIDs
type	page

Please refer to Whisperer Enterprise - PartyIDs for the full Enterprise table across all venues.

OrderOriginationFirmLocation

This is the ISO identifier of the physical location of the individual or team head trader:

The first two bytes as per ISO 3166-1, identify the country (e.g., JP = Japan, CN = China).
The next three bytes indicate a comma-delimited state or province code (e.g., CA = California, QC = Quebec).
Market Regulation requires only the submission of the two first characters of tag 9537-Location for all countries with the exception of Canada. For Canada, the 5 bytes including the province code must be submitted.

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FAK/FOK Credit Enhancements

Note

title	EBS ilink3 FAK/FOK Credit Enhancements

Effective Sunday, August 13 (trade date Monday, August 14), CME Group will implement enhancements to iLink 3 EBS Fill and Kill (FAK) and Fill or Kill (FOK) order behavior where credit is insufficient. With this change, if an FAK/FOK order cannot match due to insufficient bilateral credit, it will be accepted and then cancelled.

If an FAK/FOK order cannot match due to insufficient bilateral credit, Whisperer clients will receive ExecutionReport with OrdStatus = New and subsequently ExecutionReport with OrdStatus = Cancelled.

Currently, if an FAK/FOK order cannot match due to insufficient bilateral credit, the order is accepted and eliminated

Regulatory Fields

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Table Filter

hideControls	true
inverse	false
sparkName	Sparkline
hidePane	true
isNew	false
separator	Point (.)
ddSeparators	true
default	ebs_market_ilink3_sbe
isFirstTimeEnter	false
userfilter	Venue
datepattern	dd M yy
id	1644230436141_-895241232
worklog	5\|8\|w d h m\|w d h m
isOR	AND
order	0

Table Excerpt Include

copytable	true
name	RegulatoryFields
page	Regulatory Fields
type	page

Please refer to or Regulatory Fields for the full Enterprise table across all venues.

Passthru Fields

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Table Filter

hideControls	true
inverse	false
sparkName	Sparkline
hidePane	true
isNew	false
separator	Point (.)
ddSeparators	true
default	ebs_market_ilink3_sbe
isFirstTimeEnter	false
userfilter	Venue
datepattern	dd M yy
id	1644230436143_-1347953915
worklog	5\|8\|w d h m\|w d h m
isOR	AND
order	0

Table Excerpt Include

copytable	true
name	PassthruFields
page	Passthru Fields
type	page

...

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Versions Compared

Old Version 10

New Version 11

Key

Supported Instruments

PartyIDs

Regulatory Fields

Passthru Fields

Details

PartyID OrderOriginationFirmLocation

SecurityGroup

iLink Order Cancel-Replace and In-Flight Mitigation

PartyIDs

OrderOriginationFirmLocation

FAK/FOK Credit Enhancements

Regulatory Fields

Passthru Fields