1

RecordType

F = Fill record

C = Corrected fill

X = Cancelled fill

Y

String(1)

2

CQGFillRecordNumber

Fill record number at CQG. For a cancel or correction, this is the number of the original record being cancelled or corrected.

For both cancels and corrections, the original record should be deleted.

If the record is a correction, then a new fill record will contain corrected fill information and the correction record indicates which fill is being replaced.

Y

Big Integer

3

CQGOrderNumber

CQG identifier for the related order.

Y

Integer

4

ExchRecordNumber

Fill, correction, or cancel record number assigned by the originator.

N

String(128)

5

CQGExchangeNumber

CQG Exchange number. It can be referenced in the Exchanges.txt file. (Please contact the CQG FCM Support Desk for the latest version of the Exchanges.txt file.)

N

Integer

6

FullCQGContractName

Full CQG contract name. For futures this will look like "F.US.EP.M08". For option - "C.US.EP.M08.1100".  For LME futures it will look like "X.US.LDKZ"

Y

String(32)

7

BuySell

b = buy

s = sell

Y

String(1)

8

FillQuantity

Fill quantity.

Y

Integer

9

TimeInForce

Time-in-force identifier for the order

Y

String(5)

10

CQGOrderType

May be a CQG synthetic order type and can differ from the native order type (i.e. the exchange order type).

Y

String(8)

11

NativeOrderType

The native order type, as recognized by the exchange.

N

String(8)

12

ExecutionInstructions

Multi-valued field that stores execution instruction IDs.

e.g. “1/2/3” indicates:

1 = all or nothing

2 = quantity-triggered stop

3 = iceberg

It can be referenced in the ExecInstructions.txt file.

N

String(32)

13

TriggerQuantity

Quantity associated with certain types of execution instructions (e.g. QTS orders).

N

Integer

14

CurrencyCode

3-letter currency code associated with the contract.

N

String(3)

15

LimitPrice

Order limit price in CQG format.

N

Float

16

StopPrice

Order stop price in CQG format.

N

Float

17

FillPrice

Fill price in CQG format.

Y

Float

18

<unused>

Unused, empty string

Y

String(0)

19

<unused>

Unused, empty string

Y

String(0)

20

CQGTraderName

CQG user name of the trader that placed the order.

N

String(32)

21

OrderName

Front-end name assigned to the order. Not required to be unique. It may be useful in confirming the original order placement.

N

String(48)

22

FillDate

Date of the fill.

Y

Date

23

FillTime

Time of the fill.

Y

Time

24

<unused>

Unused, empty string.

Y

String(0)

25

<unused>

Unused, empty string.

Y

String(0)

26

<unused>

Unused, empty string.

Y

String(0)

27

<unused>

Unused, empty string.

Y

String(0)

28

<unused>

Unused, empty string.

Y

String(0)

29

CQGRouteName

CQG route name of execution system (route) used for the order.

1+

Y

String(128)

30

CQGSymbolPrefix

Commodity prefix in CQG form. Can be referenced in the Symbols.txt file. (Please contact the CQG FCM Support Desk for the latest version of the Symbols.txt file.)

It is possible to have several commodities with different prefixes but the same CQGSymbol code, e.g. US.xx and AU.xx.

2+

Y

String(2)

31

OmnibusAccountNumber

Omnibus account number. Empty unless order was executed via omnibus account.

3+

N

String(12)

32

OmnibusFCMName

Omnibus account FCM. Empty unless order was executed via omnibus account.

3+

N

String(32)