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CME Gateway Documentation

Trader and Firm Identification

Overview

CME uses unique user IDs and passwords for the Order and Price API connections.

Tag 50 and TT Direct Trader IDs

You can determine and set up any Group ID and Trader ID you like, however, you must use the Member ID as distributed by CME Globex. The exchange does not require members to identify each user individually.

Additionally, CME Group requires all individuals to be uniquely identified within a Clearing Firm by using iLink FIX Tag 50-SenderSubID. CME uses this tag to identify customers in the CME Group membership system and aggregate fees at the correct levels in their Exchange Fee System (EFS). Customers must check with their Clearing Firm Administrators to ensure that their FIX Tag 50 has been registered for each trader.

An Operator ID needs to be configured for each trader in TT User Setup. By default, the CME Gateway 7.15 populates FIX Tag 50 with the Operator ID:

You must complete the following fields in User Setup to map a TTORD proxy trader to a direct trader:

    • Exchange: The TT Gateway exchange-flavor (e.g., CME-A).
    • Member: A concatenation of the customer’s SessionID and FirmID, both of which the CME assigns to the customer.
    • Group: A three-digit maximum variable defined by the firm.
    • Trader: A multi-digit (11 character maximum) variable defined by the firm. For CME Gateway 7.17, the Trader ID must be configured as the Operator ID in TT User Setup.
Note

You must ensure that the Trader IDs are unique across your firm so that each trader (Direct Trader or TTORD) can be uniquely identified in the Tag 50 sent to the exchange by the CME Gateway.

TTORD Trader IDs

The following lists how CME Gateways use TTORD trader IDs.

    • CME Gateways support TTORDs.
    • You can map multiple TTORDs to one direct exchange trader.
Note

Each TTORD ID connecting to and trading on the exchange must use a unique clearing account.

FFT2 and FFT3 Fields

On CME Gateway 7.14, traders can use the FFT2 and FFT3 fields for account management; however, the CME Gateway does not require these fields. For CME Gateway 7.15 and higher, FFT2 and FFT3 values are not sent to the exchange and do not appear in any order acknowledgements or fills.

When populated, CME Gateway 7.14 forwards the content of the FFT2 field as Tag 16102 to the exchange. In addition, CME Gateway 7.14 forwards the content of the FFT3 field as Tag 16103 to the exchange. The exchange ignores the values contained in FIX Tags 16102 and 16103, but both values return to the gateway from the exchange in order acknowledgements and fills.

Support for CME Customer Order Handling Instruction (tag 1031)

To support the Futures Industry Association (FIA) Execution Code Schema initiative, CME Gateway 7.18.49 and later supports sending tag 1031 to the exchange on new or changed orders and mass quotes. CME will reject all orders without a valid value in tag 1031.

Tag 1031 is supported in the FFT6 field in X_TRADER® Customer Defaults. When configuring FFT6 in TT User Setup or X_TRADER, enter one of the following valid values:

  • W - Desk
  • Y - Electronic (Default)
  • C - Vendor-provided Platform billed by Executing Broker
  • G - Sponsored Access via Exchange API or FIX provided by Executing Broker
  • H - Premium Algorithmic Trading Provider billed by Executing Broker
  • D - Other, including Other-provided Screen

If the FFT6 field is blank in X_TRADER, the CME Gateway will send "Y" to the exchange for FFT6 by default.