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The order entry iLink Security Definition (tag 35-MsgType=d) message and the market data Security Definition (tag 35-MsgType=d) message are distinctly different. CME Group recommends using the TCP order entry iLink Security Definition (tag 35-MsgType=d) as an acknowledgment and the market data Security Definition (tag 35-MsgType=d) REPLAY message as the instrument definition. |
UDS Security Definition Request
CME Group customers use the iLink Security Definition Request (tag 35-MsgType=c) message to create a spread on the CME Globex platform. The iLink Security Definition Request message requires a repeating group of user-populated tags for instruments included in the spread.
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If an iLink Security Definition Request (tag 35-MsgType=c) is rejected as "Contract is invalid" due to an existing, identical spread instrument definition sent in tag 107-SecurityDesc. It is strongly recommended that the client system reload all market data Security Definition (tag 35-MsgType=d) messages from the Replay channel. |
UDS Security Definition
CME Globex sends the order entry iLink message in an acknowledgment response to a iLink message.
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