[exim] at what point does exim generate a message ID?

At what point does exim generate a ID for a mail?

If I do log_message in the HELO checking, the log file doens't show the
message ID, which makes it harder to track down why mail might be being
rejected. Other then moving the HELO checking to be called from
check_message ACL, is there a way I can get exim to generate an ID on
connect ?

Kind Regards,

Ian P. Christian ~ http://pookey.co.uk