911

TotNumReports

Int (9)

Total number of reports returned in response to a request. The value has a sum of reports for each individual feed if security definitions for multiple feed requested consecutively.

864

NoEvents

NumInGroup (5)

Number of repeating EventType entries.

Repeating Group

➔865

EventType

Int (1)

7 = Last Eligible Trade Date (UTC)

17 = First Intent Date (UTC)

Code to represent the type of event.

➔866

EventDate

UTCDateOnly (8)

Date of event in YYYYMMDD format (UTCTimestamp).

➔1145

EventTime

UTCTimeOnly (12)

Time of event.

Note – This value needs to be zero-padded from the left until there are a full 9 digits.  The value will be a random time between generic close and next day open

55

Symbol

String (23)

Instrument group code.

This field logically groups instruments, so that each group can receive market status notifications. Each group can have any number of instruments in it.

For example: all future contracts for Light Sweet Crude Oil on feed X will be grouped under “CLC67” symbol.

1151

SecurityGroup

String (23)

Product Code.

It represents the instrument name, excluding the expiration suffix for futures and options.

1180

ApplID

String (50)

FeedID as defined FIX-FAST Direct Data Sources table.

107

SecurityDesc

String (32)

Instrument Name.

For futures it has the following format:

<product code><expiration suffix>

Where:

<product code> - string of any length

<expiration suffix> - string in MY or MYY format, where M is the expiration month of the future in standard convention. Y or YY are the last digit(s) of the expiration year, depending on particular instrument.

For example:

In “CLK1” product code is “CL”, “K1” is expiration suffix, which means May 2011.

In “ZC E1U1” product code is “ZC E1” and “U1” is expiration suffix.

In "ZQ  E19Z15" product code is "ZQ  E19", "Z15" is an expiration suffix, which means December 2015.

For options it has the following format:

<product code><expiration suffix><space><P|C><strike price>

Where:

<product code> - string of any length

<expiration suffix> - string in MY format, where M is the expiration month for the option in future months naming convention. Y or YY are the last digit(s) of the expiration year of the option, depending on particular instrument.

<space> - a single space symbol (0x20).

<P|C> - one character, which is either “P” for puts or “C” for calls.

<strike price> - the strike price of the option.

48

SecurityID

uInt (32)

Unique instrument ID as qualified by the exchange per tag 22-SecurityIDSource.

22

SecurityIDSource

uInt (32)

100 = CQG

Identifies CQG as the source of tag 48-SecurityID value.

20007

CQGSecurityName

String (50)

An instrument‘s CQG symbol that is being used in CQG Integrated Client. CQG symbols can be found in Symbol Search panel in CQG IC.

20008

SecurityName

String (256)

Textual description of a financial instrument.

20009

MostActiveFlag

Boolean (1)

Y = Most Active Contract

This tag indicates the commodity contract with the greatest volume for the previous day.

461

CFICode

String (6)

6 bytes populated as follows:

Future: FXXXXX

Option Put: OPXXXX

Option Call: OCXXXX

Index: MRIXXX

Equity: EXXXXX

Bond: DXXXXX

Cash: XXXXXC

CashVol: XXXXCV OptionStrategy: OMXXXS

Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. ISO 10962 is maintained by ANNA (Association of National Numbering Agencies) acting as Registration Authority.

202

StrikePrice

Price (20)

Strike Price for an Option.

947

StrikeCurrency

Currency (3)

Currency in which the StrikePrice is denominated.

15

Currency

Currency (3)

Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible.

120

SettlCurrency

Currency (3)

Identifies currency used for settlement price.

1141

NoMdFeedTypes

NumInGroup (1)

Number of repeating FeedType entries.

Repeating Group

➔1022

MDFeedType

String (4)

1022 = CQGC: combined

1022 = CQGI: implied

Specifies the type of market data feed.

➔ 264

MarketDepth

Int (1)

264 = 0: unlimited DOM

264 = 1: top level only

Specifies the depth of the book.

870

NoInstrAttrib

NumInGroup (5)

Number of repeating InstrAttribType entries.

Repeating Group

➔ 871

InstrAttribType

Int (2)

For 871=25: Price Denominator for Main Fraction

For 871=26: Price Denominator for Sub Fraction

Represents the type of instrument attribute.

➔ 872

InstAttribValue

String (4)

When the preceding tag 871 = ‘25’ this tag will contain the price denominator for main fraction.

When the preceding tag 871 = ‘26’ this tag will contain the price denominator for sub fraction.

200

MaturityMonthYear

Month-year (8)

This field provides the actual calendar date for contract maturity - month and year (used for standardized futures and options). Format: YYYYMM (i.e. 200712).

For strategies (i.e. spreads), this field will contain the earliest leg maturity.

969

MinPriceIncrement

Float (20)

Minimum fluctuation for instrument price.

1146

MinPriceIncrementAmount

Amt (20)

Under development.

9787

DisplayFactor

Float (20)

For informational purposes only.

20001

NoConnections

NumInGroup (1)

Number of connections for given Feed ID.

Repeating Group – NOTE: These are the same for all securities that have the same Feed ID (ApplID).

➔ 20002

ConnectionType

Int (1)

1: incremental

2: snapshot

3: replay

Connection type: incremental refresh channel, snapshots channel, replay channel.

➔ 20003

ConnectionIPAddress

String (15)

IP address of the connection.

➔ 20004

ConnectionPortNumber

Int (5)

Port number of the connection.

386

NoTradingSessions

NumInGroup (2)

Number of trading sessions for this security.

Repeating Group

➔ 75

TradeDate

UTCDateOnly (8)

Trade date in YYYYMMDD format (UTCTimestamp).

➔ 341

TradSesStartTime

UTCDateTime (17)

Trading session start time in YYYYMMDDHHMMSS format (UTCTimestamp).

➔ 342

TradSesOpenTime

UTCDateTime (17)

Trading session open time in YYYYMMDDHHMMSS format (UTCTimestamp).

➔ 344

TradSesCloseTime

UTCDateTime (17)

Trading session close time in YYYYMMDDHHMMSS format (UTCTimestamp).

➔ 345

TradSesEndTime

UTCDateTime (17)

Trading session end time in YYYYMMDDHHMMSS format (UTCTimestamp).

711

NoUnderlyings

NumInGroup (1)

Number of underlying instruments for this security.

Repeating Group

➔ 309

UnderlyingSecurityID

String (20)

Tag 48-SecurityID of an underlying instrument.

➔ 305

UnderlyingSecurityIDSource

String (3)

100 = CQG

Identifies CQG as the source of tag 309-UnderlyingSecurityID value.

762

SecuritySubType

String (5)

Sub-type qualification/identification of the SecurityType.

555

NoLegs

NumInGroup (2)

Number of InstrumentLeg repeating group instances.

Repeating Group

➔ 600

LegSymbol

String (6)

Multileg instrument's individual security's Symbol.

➔ 620

LegSecurityDesc

String (32)

Instrument Name.

For futures it has the following format:

<product code><2-symbols expiration suffix>

Where:

<product code> - string of any length

<2-symbols expiration suffix> - string in MY format, where M is the expiration month of the future in standard convention. Y is the last digit of the expiration year.

For example:

In “CLK1” product code is “CL”, “K1” is expiration suffix which means May 2011.

In “ZC E1U1” product code is “ZC E1” and “U1” is expiration suffix.

For options it has the following format:

<product code><2-symbols expiration suffix><space><P|C><strike price>

Where:

<product code> - string of any length

<2-symbols expiration suffix> - string in MY format, where M is the expiration month for the option in future months naming convention. Y is the last digit of the expiration year of the option.

<space> - a single space symbol (0x20).

<P|C> - one character, which is either “P” for puts or “C” for calls.

<strike price> - the strike price of the option.

➔ 623

LegRatioQty

Int (2)

The ratio of quantity for this individual leg relative to the entire multileg security.

➔ 602

LegSecurityID

uInt (32)

Unique instrument ID as qualified by the exchange per tag 22-SecurityIDSource.

➔ 603

LegSecurityIDSource

uInt (32)

Identifies CQG as the source of tag 48-SecurityID value.

➔ 624

LegSide

Char (1)

1 = Buy

2 = Sell

The side of this individual leg (multileg security).

➔ 5795

LegSecurityGroup

String (23)

Product Code.

It represents the instrument name, excluding the expiration suffix for

futures and options.

➔ 608

LegCFICode

String (6)

6 bytes populated as follows:

Future: FXXXXX

Option Put: OPXXXX

Option Call: OCXXXX

Index: MRIXXX

Equity: EXXXXX

Bond: DXXXXX

Cash: XXXXXC

CashVol: XXXXCV OptionStrategy: OMXXXS

Indicates the type of security using ISO 10962 standard, Classification

of Financial Instruments (CFI code) values. ISO 10962 is maintained

by ANNA (Association of National Numbering Agencies) acting as

Registration Authority.

➔ 556

LegCurrency

Currency (3)

Currency associated with a particular Leg's quantity

➔ 610

LegMaturityMonthYear

Month-year (8)

This field provides the actual calendar date for contract maturity -month and year (used for standardized futures and options). Format:

YYYYMM (i.e. 200712).

For strategies (i.e. spreads), this field will contain the earliest leg

maturity.

➔ 612

LegStrikePrice

Price (20)

Multileg instrument's individual security's StrikePrice.