Retired Formats

The contract symbol is presented in two forms: the CQG symbol and the FCM symbol. Presentation of the FCM symbol is predicated on the presence of FCM Back Office symbol mapping information. When your company signed up with CQG, it should have provided symbol information that we use to map your symbols to ours, allowing CQG to interpret your back office data files. We use that same information to translate our symbols back into your symbols for Middle Office data. The CQG symbol is provided in case the back office data map is incomplete.

The same is true for price information. Fill, order, and strike prices are presented in both the CQG and FCM format. The FCM format can be provided only if the price translation information has been mapped in our back office data.

To report symbol or price map information, please call CQG Customer Support.

Fills Message Layout Version 0

Number	Name	Description
1	RecordType	F = fill record C = corrected fill X = cancelled fill
2	CQGRecordNumber	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.
3	ExchRecordNumber	Fill, correction, or cancel record number assigned by the originator.
4	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.)
5	FCMExchangeName	Name (or number) of the exchange as it appears in the back office data map.
6	CQGSymbol	Commodity symbol in CQG form. It can be referenced in the Symbols.txt file. (Please contact the CQG FCM Support Desk for the latest version of the Symbols.txt file.)
7	FCMSymbol	Commodity symbol in back office form. If back office data has not been provided for this symbol, the FCMSymbol will be blank.
8	ContractType	F = future C = call P = put D = daily future
9	MonthYear	Contract’s expiry month in the form YYYYMM. If the ContractType = D, this field is empty.
10	CQGStrikePrice	Strike price in the CQG format.
11	FCMStrikePrice	If the ContractType = P or C, the strike price is here. If the ContractType = F or D, this field is empty. If the back office price information is mapped, the FCM-version of the strike price is presented here.
12	BuySell	b = buy s = sell
13	FillDate	Date of the fill in the form YYYYMMDD.
14	FillTime	Time of the fill in the form HHMMSS. UTC or local depending on configuration. (See Data Files)
15	CQGFillPrice	Fill price in CQG form.
16	FCMFillPrice	Fill price in FCM form according to back office data map. If the symbol price information has not been mapped then this field will be empty.
17	FillQuantity	Fill quantity.
18	AccountRep	Sales rep for the account, if provided.
19	AccountNumber	Account number of the fill.
20	CQGOrderNumber	CQG identifier for the related order.
21	ExchOrderNumber	Ticket number for the related order. Format is CQG-specific and can vary by exchange, but the value is based on exchange-reported identifier for the order.
22	CQGTraderName	CQG user name of the trader that placed the order.
23	OrderName	Front-end name assigned to the order. This is not required to be unique. It may be useful in confirming the original order placement.
24	OrderType	A code for the related order’s type that can be found in the OrderTypes.txt file. (Please contact the CQG FCM Support Desk for the latest version of the OrderTypes.txt file.)
25	CQGOrderLimitPrice	Price in the CQG format.
26	FCMOrderLimitPrice	If the related order has a limit price, this field will have the limit price, otherwise it is empty. It is also empty if the back office price information has not been mapped.
27	CQGOrderStopPrice	Price in the CQG format.
28	FCMOrderStopPrice	If the related order has a stop price this field will have the stop price, otherwise it is empty. It is also empty if the back office price information has not been mapped.
29	OrderAckDate	Date the related order was originally acknowledged by the exchange, in the form YYYYMMDD.
30	OrderAckTime	Time the related order was originally acknowledged by the exchange, in the form HHMMSS.
31	CancelCorrectDate	If this is a cancel or correction, the date the cancel or correction was made. If this is a Fill record this field is empty.
32	CancelCorrectTime	If this is a cancel or correction, the time the cancel or correction was made. If this is a Fill record this field is empty.
33	ExecutionInstructions	This is a 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.
34	TriggerQuantity	This is the quantity associated with certain types of execution instructions (i.e. QTS orders).
35	CQGTraderIsCQGICUser	This value is true (T) if the trader who placed the order has logged in using CQGIC within the last 14 days. Otherwise, it is false (F).
36	FullCQGContractName	For futures, this looks like "F.US.EP.M08". For options,"C.US.EP.M08.1100". For LME futures, "X.US.LDKZ".
37	ContractDate	Contract prompt date in YYYYMMDD format.
38	RecordCreatedDate	Date fill record was created in Gateway. UTC or local depending on configuration. (See Data Files)
39	RecordCreatedTime	Time fill record was created in Gateway. UTC or local depending on configuration. (See Data Files)

Fills Message Layout Version 0_1

Number	Name	Description
1	RecordType	F = fill record C = corrected fill X = cancelled fill
2	CQGRecordNumber	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.
3	ExchRecordNumber	Fill, correction, or cancel record number assigned by the originator.
4	CQGExchangeNumber	CQG Exchange number.
5	FCMExchangeName	Name (or number) of the exchange as it appears in the back office data map.
6	CQGSymbol	Commodity symbol in CQG form.
7	FCMSymbol	Commodity symbol in back office form. If back office data has not been provided for this symbol, the FCMSymbol is blank.
8	ContractType	F = future C = call P = put D = daily future
9	MonthYear	Contract’s expiry month in the form YYYYMM. If the ContractType = D, this field is empty.
10	CQGStrikePrice	Strike price in the CQG format.
11	FCMStrikePrice	If the ContractType = P or C, the strike price is here. If the ContractType = F or D, this field is empty. If the back office price information is mapped, the FCM-version of the strike price is presented here.
12	BuySell	b = buy s = sell
13	FillDate	Date of the fill in the form YYYYMMDD.
14	FillTime	Time of the fill in the form HHMMSS. UTC or local depending on configuration. (See Data Files)
15	CQGFillPrice	Fill price in CQG form.
16	FCMFillPrice	Fill price in FCM form according to back office data map. If the symbol price information has not been mapped then this field will be empty.
17	FillQuantity	Fill quantity.
18	AccountRep	Sales rep for the account, if provided.
19	AccountNumber	Account number of the fill.
20	CQGOrderNumber	CQG identifier for the related order.
21	ExchOrderNumber	Ticket number for the related order. Format is CQG-specific and can vary by exchange, but the value is based on exchange-reported identifier for the order.
22	CQGTraderName	CQG user name of the trader that placed the order.
23	OrderName	Front-end name assigned to the order. This is not required to be unique. It may be useful in confirming the original order placement.
24	OrderType	A code for the related order’s type.
25	CQGOrderLimitPrice	Price in the CQG format.
26	FCMOrderLimitPrice	If the related order has a limit price, this field will have the limit price, otherwise it is empty. It is also empty if the back office price information has not been mapped.
27	CQGOrderStopPrice	Price in the CQG format.
28	FCMOrderStopPrice	If the related order has a stop price this field will have the stop price, otherwise it is empty. It is also empty if the back office price information has not been mapped.
29	ClearingDateDate	Date the fill will be cleared by the exchange.
30	ClearingDateTime	This field is simply a placeholder for backward compatibility.
31	CancelCorrectDate	If this is a cancel or correction, the date the cancel or correction was made. If this is a fill record this field is empty.
32	CancelCorrectTime	If this is a cancel or correction, the time the cancel or correction was made. If this is a fill record this field is empty.
33	ExecutionInstructions	This is a multi-valued field that stores execution instruction IDs. e.g. “1/2/3” indicates: 1 = all or nothing 2 = quantity-triggered stop 3 = iceberg
34	TriggerQuantity	This is the quantity associated with certain types of execution instructions (i.e. QTS orders).
35	CQGTraderIsCQGICUser	This value is true (T) if the trader who placed the order has logged in using CQGIC within the last 14 days. Otherwise, it is false (F).
36	FullCQGContractName	For futures, this looks like "F.US.EP.M08". For options, “C.US.EP.M08.1100". For LME futures, "X.US.LDKZ".
37	ContractDate	Contract prompt date in YYYYMMDD format.
38	RecordCreatedDate	Date fill record was created in Gateway. UTC or local depending on configuration. (See Data Files)
39	RecordCreatedTime	Time fill record was created in Gateway. UTC or local depending on configuration. (See Data Files)