In Q1 2024, CME Group will be launching launch the iLink 3 Convenience Gateway for trading futures and options on futures on CME Globex. iLink 2 and iLink 3 for CGW will run in parallel until Q4, 2024. All customers connected via the Convenience Gateway (CGW) are encouraged to migrate to iLink 3 as early as possible prior to the iLink 2 decommission.

Info
All newly created iLink 3 CGW sessions will be created with Cancel on Disconnect (COD) enabled. To disable COD, Clearing Firm Administrators must enter the change request via Firm Admin Dashboard (FADB).

Contents

Table of Contents

maxLevel	3
exclude	Contents

Revision History

Date	Description
August 27, 2024	Added Application Messaging Thresholds section.
May 13, 2024	Added iLink 3 Sample Messages section.
March 27, 2024	Updated first paragraph under iLink 3 CGW Front-End Audit Trail Requirements:The required audit trail specifications apply to all systems implementing iLink 3 CGW. All client systems must be certified for Audit Trail for iLink 3 CGW prior to using the production environment.
March 20, 2024	Updated <marketsegment id="6" label="Globex OESGW for all CGWs">. Edited Key Events description for January 31, 2025.
February 12, 2024	Updated diagrams in iLink 3 Binary Order Entry Protocol for CGW - Business Layer for "On Demand - Accepted" and "On-Demand Party Details Request Accepted, New Order Rejected"
January 17, 2024	Added note to the iLink 3 on CGW Availability section.
November 27, 2023	Added Key Event of February 15, 2024, for Certification parallel for futures and options.
September 27, 2023	Changes to Key Events and Dates for Mock trading sessions and Production parallel for futures and options.
June 21, 2023	Effective 10/31/2024 iLink 2 sessions can no longer be created. Effective 1/1/2025 CGW will be decommissioned. All newly created iLink 3 CGW sessions will be created with Cancel on Disconnect (COD) enabled.
April 19, 2023	Initial content release

...

Certification is required for all client systems on CGWs.
All customer systems must be certified for iLink 3 prior to going to the production environment.

See also:

Key Events and Dates
See: Client Application Testing and Certification
See: AutoCert+ login

Mock Trading Sessions

...

The OESGW configuration information (i.e. OESGWs and IPs) for CGWs will be added to the iLink 3 config file via an SFTP site (sftpng.cmegroup.com) and accessed via CME Globex network direct connection. This SFTP site contains the configuration files for all environments. The SFTP site is a secure site that requires a username and password for access.

...

Additional information on the new FIXP protocol is available in the Business Layer topic.

iLink 3 CGW Messaging Impacts

Order Mass Status Request (35=AF)

Client systems may submit Order Mass Status Request (35=AF) messages to obtain statuses for all working orders with a single request.

To provide a consistent customer experience, a new enum value of 7 (for all orders) will be added to MassStatusReqTyp for the MassStatusRequestType field in the Order Mass Status Request (35=AF) message.

Tag	Name	Binary Type	Binary Length	Req	Enumuration	Description
585	MassStatusReqType	MassStatusReqTyp	1	Y	MassStatusRequestType=1 (Instrument) MassStatusRequestType=3 (Product Group) *MassStatusRequestType=7 (All Orders) only available for CGW sessions.** MassStatusRequestType=100 (Market Segment)	Specifies the scope of the Order Mass Status Request within the context of working orders only. Status will be returned for all orders matching the criteria specified here for Session and Firm.

...

The following are samples messages. Sample values (e.g. SecurityID, party details, etc.) cannot be used for testing.

Table of Contents

maxLevel	4
minLevel	4

iLink 3 New Order Single

Hex Format

90,00,FE,CA,84,00,02,02,08,00,08,00,00,70,A3,2F,FE,18,00,00,05,00,00,00,88,A0,00,00,01,04,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,32,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,02,00,00,00,00,00,00,00,40,EB,F2,7C,40,F7,CE,17,FF,FF,FF,FF,FF,FF,FF,7F,55,53,2C,49,4C,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,32,00,01,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,7F,FF,FF,FF,FF,FF,FF,FF,7F

Fix Binary Format

templateid=514|35=NewOrderSingle514|44=27480.0000000000|38=5|48=41096|54=1|9726=4|5392=ABC|11=U042|1505=13005618|2422=2|5297=1715580364421000000|99=null_-9|9537=US,IL|110=null|1138=null|432=null|40=2|59=0|1028=1|18=00000000|5906=null|9373=null|6881=null|5409=null|845=null_-9|9562=9223372036.8547758070|

iLink 3 Order Cancel Replace Request

Hex Format

91,00,FE,CA,85,00,03,02,08,00,08,00,00,A6,08,F4,FD,18,00,00,0A,00,00,00,88,A0,00,00,01,04,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,33,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,AE,78,7B,53,02,00,00,00,FF,FF,FF,FF,FF,FF,FF,7F,04,00,00,00,00,00,00,00,80,9C,66,C4,67,FB,CE,17,55,53,2C,49,4C,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,32,00,01,01,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,7F

Fix Binary Format

templateid=515|35=OrderCancelReplaceRequest515|44=27479.0000000000|38=10|48=41096|54=1|9726=4|5392=ABC|11=U043|1505=13005618|37=9990535342|99=null_-9|2422=4|5297=1715584931170000000|9537=US,IL|110=null|1138=null|432=null|40=2|59=0|1028=1|9768=1|18=00000000|5906=null|9373=null|6881=null|5409=null|845=null_-9|

iLink 3 Order Cancel Request

Hex Format	6C,00,FE,CA,60,00,04,02,08,00,08,00,BE,78,7B,53,02,00,00,00,32,73,C6,00,00,00,00,00,01,06,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,35,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,06,00,00,00,00,00,00,00,40,68,28,C5,9B,FB,CE,17,55,53,2C,49,4C,88,A0,00,00,01,FF,00,00,00,00,00,00,00,00
Fix Binary Format	templateid=516\|35=OrderCancelRequest516\|37=9990535358\|1505=13005618\|1028=1\|9726=6\|5392=ABC\|11=U045\|2422=6\|5297=1715585154521000000\|9537=US,IL\|48=41096\|54=1\|9373=null\|9937=\|

iLink 3 Mass Quote

Hex Format

D6,00,FE,CA,7B,00,05,02,08,00,08,00,32,73,C6,00,00,00,00,00,80,49,83,E8,DD,FB,CE,17,01,07,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,53,47,00,00,00,07,00,00,00,01,00,FF,FF,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,FF,26,00,02,00,94,35,77,00,00,00,00,00,5E,D0,B2,00,00,00,00,57,04,00,00,96,1B,0B,00,64,00,00,00,64,00,00,00,FF,FF,FF,7F,0B,00,00,94,35,77,00,00,00,00,00,5E,D0,B2,00,00,00,00,AE,08,00,00,DE,76,06,00,64,00,00,00,64,00,00,00,FF,FF,FF,7F,16,00

Fix Binary Format

templateid=517|35=MassQuote517|1505=13005618|5297=1715585438582000000|1028=1|9726=7|5392=ABC|131=null|9537=SG|117=7|304=1|9773=0|9373=null|5409=null|5187=|5239=|9182=null|295=2|132=2.0000000000|133=3.0000000000|299=1111|48=727958|134=100|135=100|309=null|302=11|132=2.0000000000|133=3.0000000000|299=2222|48=423646|134=100|135=100|309=null|302=22|

iLink 3 Party Details Definition Request

Hex Format

E7,00,FE,CA,93,00,06,02,08,00,08,00,03,71,C6,00,00,00,00,00,80,BE,55,CB,6D,F6,CE,17,41,01,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,00,04,00,00,FF,FF,59,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,16,00,03,30,30,34,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,01,00,41,43,43,4F,55,4E,54,00,00,00,00,00,00,00,00,00,00,00,00,00,18,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,76,00,02,00,00

Fix Binary Format

templateid=518|35=PartyDetailsDefinitionRequest518|1505=13005059|5297=1715579459498000000|1324=A|9726=1|5149=|1731=|2362=null|9708=null|582=4|1816=0|8000=null|819=null|1598=null|1031=Y|5290=null|36023=null|1676=1|1671=3|1691=004|1692=C|1693=1|1691=ACCOUNT|1692=C|1693=24|1691=ABC|1692=C|1693=118|

iLink 3 Party Details Definition Request Acknowledgment

Hex Format

F3,00,FE,CA,9F,00,07,02,08,00,08,00,01,00,00,00,BB,11,81,70,8F,01,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,03,71,C6,00,00,00,00,00,84,F4,4E,CC,6D,F6,CE,17,FF,FF,FF,FF,FF,FF,FF,FF,00,04,00,00,FF,FF,00,59,41,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,00,FF,16,00,03,30,30,34,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,01,00,41,43,43,4F,55,4E,54,00,00,00,00,00,00,00,00,00,00,00,00,00,18,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,76,00,02,00,00

Fix Binary Format

templateid=519|35=PartyDetailsDefinitionRequestAck519|9726=1|39001=1715579457979|5149=|1731=|1505=13005059|5297=1715579459514332292|2362=null|1878=0|582=4|1816=0|8000=null|819=null|1598=null|9708=null|1031=Y|1676=1|1324=A|1879=0|5290=null|36023=null|9765=0|9553=null|1671=3|1691=004|1692=C|1693=1|1691=ACCOUNT|1692=C|1693=24|1691=ABC|1692=C|1693=118|

iLink 3 Business Reject

Hex Format

56,01,FE,CA,4A,01,09,02,08,00,08,00,02,00,00,00,8C,49,8E,70,8F,01,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,5B,EE,74,F1,3A,F7,CE,17,FF,FF,FF,FF,FF,FF,FF,FF,00,00,00,00,00,FF,FF,FF,FF,FF,FF,6D,00,00,00,00,FF,FF

Fix Binary Format

templateid=521|35=BusinessReject521|9726=2|39001=1715580324236|58=|5392=|1505=null|5297=1715580340605873755|379=null|9537=|45=null|371=null|380=109|372=|9765=0|1028=null|9553=null|

iLink 3 Execution Report New

Hex Format

EE,00,FE,CA,E2,00,0A,02,08,00,08,00,03,00,00,00,E1,CF,D3,70,8F,01,00,00,39,39,39,31,34,3A,31,36,35,30,33,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,33,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,AE,78,7B,53,02,00,00,00,00,70,A3,2F,FE,18,00,00,FF,FF,FF,FF,FF,FF,FF,7F,53,33,36,2D,66,FB,CE,17,BD,33,8B,2D,66,FB,CE,17,03,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,55,53,2C,49,4C,88,A0,00,00,0A,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,90,4D,FF,FF,32,01,00,01,00,FF,FF,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,7F,FF,FF,FF,FF,FF,FF,FF,7F,FF

Fix Binary Format

templateid=522|35=ExecutionReportNew522|9726=3|39001=1715584880609|17=99914:16503|5392=ABC|11=U043|1505=13005618|37=9990535342|44=27480.0000000000|99=null_-9|60=1715584924338500435|5297=1715584924344071101|2422=3|548=null|961=null|9537=US,IL|48=41096|38=10|110=null|1138=null|432=19856|5904=null|39=0|150=0|40=2|54=1|59=0|1028=1|9765=0|9553=null|549=null|18=00000000|5906=null|9373=null|6881=null|5409=null|7552=null|845=null_-9|9562=9223372036.8547758070|638=255|

iLink 3 Execution Report Reject

Hex Format

[EF,01,FE,CA,E3,01,0B,02,08,00,08,00,01,00,00,00,8C,49,8E,70,8F,01,00,00,4F,72,64,65,72,73,20,6D,61,79,20,6E,6F,74,20,62,65,20,65,6E,74,65,72,65,64,20,77,68,69,6C,65,20,74,68,65,20,6D,61,72,6B,65,74,20,69,73,20,66,6F,72,62,69,64,64,65,6E,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,39,39,39,31,34,3A,31,36,31,37,35,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,31,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,2C,78,7B,53,02,00,00,00,00,70,A3,2F,FE,18,00,00,FF,FF,FF,FF,FF,FF,FF,7F,B9,ED,26,6F,3A,F7,CE,17,56,E8,E9,6F,3A,F7,CE,17,01,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,55,53,2C,49,4C,88,A0,00,00,05,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,75,1B,90,4D,FF,FF,32,01,00,01,00,FF,FF,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,7F,FF,FF,FF,FF,FF,FF,FF,7F

Fix Binary Format

templateid=523|35=ExecutionReportReject523|9726=1|39001=1715580324236|58=Orders may not be entered while the market is forbidden|17=99914:16175|5392=ABC|11=U041|1505=13005618|37=9990535212|44=27480.0000000000|99=null_-9|60=1715580338419723705|5297=1715580338432501846|2422=1|548=null|961=null|9537=US,IL|48=41096|38=5|110=null|1138=null|103=7029|432=19856|5904=null|39=8|150=8|40=2|54=1|59=0|1028=1|9765=0|9553=null|549=null|18=00000000|5906=null|9373=null|6881=null|5409=null|7552=null|845=null_-9|9562=9223372036.8547758070|

iLink 3 Execution Report Elimination

Hex Format

E7,00,FE,CA,DB,00,0C,02,08,00,08,00,D2,00,00,00,E1,CF,D3,70,8F,01,00,00,39,39,39,31,34,3A,31,36,36,35,34,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,31,32,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,CB,78,7B,53,02,00,00,00,00,70,A3,2F,FE,18,00,00,FF,FF,FF,FF,FF,FF,FF,7F,F9,3F,A9,62,39,FC,CE,17,3B,47,1A,64,39,FC,CE,17,0C,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,55,53,2C,49,4C,88,A0,00,00,00,00,00,00,05,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,90,4D,32,01,00,01,00,FF,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,7F,FF,FF,FF,FF,FF,FF,FF,7F,FF

Fix Binary Format

templateid=524|35=ExecutionReportElimination524|9726=210|39001=1715584880609|17=99914:16654|5392=ABC|11=U0412|1505=13005618|37=9990535371|44=27480.0000000000|99=null_-9|60=1715585831473332217|5297=1715585831497516859|2422=12|548=null|961=null|9537=US,IL|48=41096|14=0|38=5|110=null|1138=null|39=C|150=C|432=19856|40=2|54=1|59=0|1028=1|9765=0|549=null|18=00000000|5906=null|9373=null|6881=null|5409=null|845=null_-9|9562=9223372036.8547758070|638=255|

iLink 3 Execution Report Trade Outright

Hex Format

46,01,FE,CA,25,01,0D,02,08,00,08,00,04,00,00,00,8C,49,8E,70,8F,01,00,00,39,39,39,31,34,3A,4D,3A,33,36,54,4E,30,30,30,30,30,30,31,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,32,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,00,70,A3,2F,FE,18,00,00,2D,78,7B,53,02,00,00,00,00,70,A3,2F,FE,18,00,00,FF,FF,FF,FF,FF,FF,FF,7F,B3,8D,98,35,41,F7,CE,17,27,9B,2D,36,41,F7,CE,17,02,00,00,00,00,00,00,00,01,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,55,53,2C,49,4C,88,A0,00,00,05,00,00,00,05,00,00,00,05,00,00,00,77,00,00,00,01,00,00,00,FF,FF,FF,FF,00,00,00,00,90,4D,90,4D,02,32,01,00,01,00,00,FF,00,00,FF,FF,FF,09,FF,FF,FF,FF,FF,FF,FF,7F,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,7F,7F,FF,FF,FF,FF,FF,FF,FF,7F,7F,FF,FF,FF,FF,FF,FF,FF,7F,FF,FF,FF,FF,FF,FF,FF,7F,FF,FF,FF,FF,FF,FF,FF,FF,7F,0F,00,01,00,70,A3,2F,FE,18,00,00,05,00,00,00,59,31,04,29,00,00

Fix Binary Format

templateid=525|35=ExecutionReportTradeOutright525|9726=4|39001=1715580324236|17=99914:M:36TN0000001|5392=ABC|11=U042|1505=13005618|31=27480.0000000000|37=9990535213|44=27480.0000000000|99=null_-9|60=1715580367518862771|5297=1715580367528631079|2422=2|527=1|548=null|961=null|9537=US,IL|48=41096|38=5|32=5|14=5|37711=119|1506=1|820=null|151=0|75=19856|432=19856|39=2|150=F|40=2|54=1|59=0|1028=1|9765=0|1057=0|549=null|18=00000000|5906=null|9373=null|6881=null|5409=null|7191=9|845=null_-9|828=null|378=null|64=null|541=null|1056=null_null|381=null_null|6262=null_-9|9562=9223372036.8547758070|638=255|9264=9223372036.8547758070|1362=1|1364=27480.0000000000|1365=5|1363=Y1|1622=4|

iLink 3 Execution Report Trade Spread

Hex Format

0A,01,FE,CA,E6,00,0E,02,08,00,08,00,30,01,00,00,E1,CF,D3,70,8F,01,00,00,39,39,39,31,34,3A,4D,3A,31,31,34,54,4E,30,30,30,30,30,30,35,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,31,35,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,00,4D,44,66,17,00,00,00,DD,78,7B,53,02,00,00,00,00,4D,44,66,17,00,00,00,FF,FF,FF,FF,FF,FF,FF,7F,ED,9C,F2,01,FC,FC,CE,17,D9,04,9E,02,FC,FC,CE,17,0F,00,00,00,00,00,00,00,05,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,55,53,2C,49,4C,3A,3A,00,00,01,00,00,00,01,00,00,00,01,00,00,00,90,00,00,00,05,00,00,00,00,00,00,00,90,4D,90,4D,02,32,01,00,01,00,01,FF,02,00,00,FF,FF,0F,00,01,00,4D,44,66,17,00,00,00,01,00,00,00,59,31,0B,1D,00,00,17,00,00

Fix Binary Format

templateid=526|35=ExecutionReportTradeSpread526|9726=304|39001=1715584880609|17=99914:M:114TN0000005|5392=ABC|11=U0415|1505=13005618|31=100.5000000000|37=9990535389|44=100.5000000000|99=null_-9|60=1715586667369372909|5297=1715586667380606169|2422=15|527=5|548=null|961=null|9537=US,IL|48=14906|38=1|32=1|14=1|37711=144|1506=5|151=0|75=19856|432=19856|39=2|150=F|40=2|54=1|59=0|1028=1|9765=0|1057=1|549=null|393=2|18=00000000|5906=null|9373=null|5409=null|1362=1|1364=100.5000000000|1365=1|1363=Y1|1622=11|

iLink 3 Execution Report Trade Spread Leg

Hex Format

FC,00,FE,CA,DB,00,0F,02,08,00,08,00,31,01,00,00,E1,CF,D3,70,8F,01,00,00,39,39,39,31,34,3A,4D,3A,31,31,35,54,4E,30,30,30,30,30,31,31,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,31,35,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,7F,7F,32,73,C6,00,00,00,00,00,00,70,A3,2F,FE,18,00,00,DD,78,7B,53,02,00,00,00,FF,FF,FF,FF,FF,FF,FF,7F,ED,9C,F2,01,FC,FC,CE,17,9D,03,9F,02,FC,FC,CE,17,05,00,00,00,00,00,00,00,55,53,2C,49,4C,FF,FF,FF,7F,7F,FF,FF,FF,7F,7F,FF,FF,FF,7F,7F,88,A0,00,00,01,00,00,00,01,00,00,00,0B,00,00,00,90,4D,02,32,01,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,7F,7F,FF,FF,FF,FF,FF,FF,FF,7F,7F,0F,00,01,00,70,A3,2F,FE,18,00,00,01,00,00,00,59,31,0E,17,00,00

Fix Binary Format

templateid=527|35=ExecutionReportTradeSpreadLeg527|9726=305|39001=1715584880609|17=99914:M:115TN0000011|5392=ABC|11=U0415|1188=null_null|1505=13005618|31=27480.0000000000|37=9990535389|810=null_-9|60=1715586667369372909|5297=1715586667380671389|527=5|9537=US,IL|811=null_null|1189=null_null|1190=null_null|48=41096|32=1|14=1|1506=11|75=19856|39=2|150=F|40=2|54=1|9765=0|64=null|1056=null_null|381=null_null|1362=1|1364=27480.0000000000|1365=1|1363=Y1|1622=14|

iLink 3 Quote Cancel

Hex Format	56,00,FE,CA,3D,00,10,02,08,00,08,00,32,73,C6,00,00,00,00,00,80,88,5B,1B,DF,FB,CE,17,01,08,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,53,2C,49,4C,08,00,00,00,04,FF,00,00,00,00,00,00,00,00,FF,0A,00,01,5B,4E,2F,41,5D,00,FF,FF,FF,7F
Fix Binary Format	templateid=528\|35=QuoteCancel528\|1505=13005618\|5297=1715585443730000000\|1028=1\|9726=8\|5392=ABC\|9537=US,IL\|117=8\|298=4\|9373=null\|9937=\|9182=null\|295=1\|1151=[N/A]\|48=null\|

iLink 3 Order Mass Action Request

Hex Format	5B,00,FE,CA,4F,00,11,02,08,00,08,00,32,73,C6,00,00,00,00,00,39,30,00,00,00,00,00,00,01,16,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,40,8F,8D,67,10,FE,CE,17,00,00,00,00,00,00,53,47,00,00,00,61,24,00,00,09,63,FF,FF,00,FF,FF,00,00,00,00,00,00,00,00
Fix Binary Format	templateid=529\|35=OrderMassActionRequest529\|1505=13005618\|2422=12345\|1028=1\|9726=22\|5392=ABC\|1373=3\|5297=1715587854485000000\|1151=\|9537=SG\|48=9313\|1374=9\|1300=99\|6115=null\|54=null\|40=null\|59=null\|9373=null\|9937=\|

iLink 3 Order Mass Status Request

Hex Format	50,00,FE,CA,44,00,12,02,08,00,08,00,32,73,C6,00,00,00,00,00,40,E2,01,00,00,00,00,00,01,18,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,16,9C,BE,40,FE,CE,17,00,00,00,00,00,00,55,53,2C,49,4C,FF,FF,FF,7F,64,64,FF,63
Fix Binary Format	templateid=530\|35=OrderMassStatusRequest530\|1505=13005618\|584=123456\|1028=1\|9726=24\|5392=ABC\|5297=1715588062104000000\|1151=\|9537=US,IL\|48=null\|585=100\|5000=100\|59=null\|1300=99\|

iLink 3 Execution Report Modify

Hex Format

EE,00,FE,CA,E2,00,13,02,08,00,08,00,04,00,00,00,E1,CF,D3,70,8F,01,00,00,39,39,39,31,34,3A,31,36,35,30,34,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,33,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,AE,78,7B,53,02,00,00,00,00,A6,08,F4,FD,18,00,00,FF,FF,FF,FF,FF,FF,FF,7F,AD,5F,19,C6,67,FB,CE,17,73,B8,8D,C6,67,FB,CE,17,04,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,55,53,2C,49,4C,88,A0,00,00,0A,00,00,00,00,00,00,00,0A,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,90,4D,FF,FF,32,01,00,01,00,FF,FF,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,7F,FF

Fix Binary Format

templateid=531|35=ExecutionReportModify531|9726=4|39001=1715584880609|17=99914:16504|5392=ABC|11=U043|1505=13005618|37=9990535342|44=27479.0000000000|99=null_-9|60=1715584931198492589|5297=1715584931206117491|2422=4|548=null|961=null|9537=US,IL|48=41096|38=10|14=0|151=10|110=null|1138=null|432=19856|5904=null|39=5|150=5|40=2|54=1|59=0|1028=1|9765=0|9553=null|549=null|18=00000000|5906=null|9373=null|6881=null|5409=null|7552=null|845=null_-9|638=255|

iLink 3 Execution Report Status

Hex Format

0D,02,FE,CA,01,02,14,02,08,00,08,00,3E,01,00,00,E1,CF,D3,70,8F,01,00,00,4E,41,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,30,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,32,33,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,09,79,7B,53,02,00,00,00,00,2A,A3,25,F7,01,00,00,FF,FF,FF,FF,FF,FF,FF,7F,00,1B,6B,0E,40,FE,CE,17,4A,74,A7,D8,40,FE,CE,17,17,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,40,E2,01,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,55,53,2C,49,4C,50,C4,06,00,0A,00,00,00,00,00,00,00,0A,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,30,32,01,00,01,00,01,FF,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,7F,FF,FF,FF,FF,FF,FF,FF,7F,FF,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00

Fix Binary Format

templateid=532|35=ExecutionReportStatus532|9726=318|39001=1715584880609|58=NA|17=0|5392=ABC|11=U0423|1505=13005618|37=9990535433|44=2161.0000000000|99=null_-9|60=1715588059148000000|5297=1715588062540952650|2422=23|790=null|584=123456|548=null|961=null|9537=US,IL|48=443472|38=10|14=0|151=10|110=0|1138=null|432=null|39=0|150=I|40=2|54=1|59=0|1028=1|9765=0|912=1|549=null|18=00000000|5906=null|9373=null|6881=null|5409=null|845=null_-9|9562=9223372036.8547758070|638=255|9937=|2807=|

iLink 3 OrderStatusRequest533

Hex Format	4A,00,FE,CA,3E,00,15,02,08,00,08,00,32,73,C6,00,00,00,00,00,40,E2,01,00,00,00,00,00,01,1A,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,35,79,7B,53,02,00,00,00,C0,05,A3,F7,F0,FE,CE,17,55,53,2C,49,4C
Fix Binary Format	templateid=533\|35=OrderStatusRequest533\|1505=13005618\|790=123456\|1028=1\|9726=26\|5392=ABC\|37=9990535477\|5297=1715588818975000000\|9537=US,IL\|

iLink 3 Execution Report Cancel

Hex Format

03,01,FE,CA,F7,00,16,02,08,00,08,00,06,00,00,00,E1,CF,D3,70,8F,01,00,00,39,39,39,31,34,3A,31,36,35,32,31,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,35,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,BE,78,7B,53,02,00,00,00,00,70,A3,2F,FE,18,00,00,FF,FF,FF,FF,FF,FF,FF,7F,45,DD,90,C6,9B,FB,CE,17,FE,B3,E3,C6,9B,FB,CE,17,06,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,55,53,2C,49,4C,88,A0,00,00,0A,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,90,4D,FF,FF,32,01,00,01,00,FF,FF,FF,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,7F,FF,FF,FF,FF,FF,FF,FF,7F,FF,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00

Fix Binary Format

templateid=534|35=ExecutionReportCancel534|9726=6|39001=1715584880609|17=99914:16521|5392=ABC|11=U045|1505=13005618|37=9990535358|44=27480.0000000000|99=null_-9|60=1715585154544622917|5297=1715585154550051838|2422=6|548=null|961=null|9537=US,IL|48=41096|38=10|14=0|110=null|1138=null|432=19856|5904=null|39=4|150=4|40=2|54=1|59=0|1028=1|9765=0|9553=null|378=null|549=null|18=00000000|5906=null|9373=null|6881=null|5409=null|7552=null|845=null_-9|9562=9223372036.8547758070|638=255|9937=|2807=|

iLink 3 Order Cancel Reject

Hex Format

A5,01,FE,CA,99,01,17,02,08,00,08,00,05,00,00,00,8C,49,8E,70,8F,01,00,00,54,68,69,73,20,6F,72,64,65,72,20,69,73,20,6E,6F,74,20,69,6E,20,74,68,65,20,62,6F,6F,6B,20,27,4F,72,64,65,72,3A,20,31,20,53,65,6E,64,65,72,43,6F,6D,70,49,44,3A,20,55,30,34,30,30,34,27,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,39,39,39,31,34,3A,31,36,32,31,37,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,33,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,01,00,00,00,00,00,00,00,C5,71,78,AC,41,F7,CE,17,28,81,2F,AD,41,F7,CE,17,03,00,00,00,00,00,00,00,55,53,2C,49,4C,FD,07,FF,FF,01,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF

Fix Binary Format

templateid=535|35=OrderCancelReject535|9726=5|39001=1715580324236|58=This order is not in the book 'Order: 1 SenderCompID: U04004'|17=99914:16217|5392=ABC|11=U043|1505=13005618|39=U|434=1|37=1|60=1715580369513247173|5297=1715580369525244200|2422=3|9537=US,IL|102=2045|5904=null|1028=1|9765=0|9553=null|9373=null|7552=null|

iLink 3 Order Cancel Replace Reject

Hex Format

A5,01,FE,CA,99,01,18,02,08,00,08,00,09,00,00,00,8C,49,8E,70,8F,01,00,00,54,68,69,73,20,6F,72,64,65,72,20,69,73,20,6E,6F,74,20,69,6E,20,74,68,65,20,62,6F,6F,6B,20,27,4F,72,64,65,72,3A,20,32,20,53,65,6E,64,65,72,43,6F,6D,70,49,44,3A,20,55,30,34,30,30,34,27,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,39,39,39,31,34,3A,31,36,32,32,30,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,35,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,02,00,00,00,00,00,00,00,37,DA,87,57,45,F7,CE,17,C3,88,E5,57,45,F7,CE,17,05,00,00,00,00,00,00,00,55,53,2C,49,4C,FD,07,FF,FF,01,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF

Fix Binary Format

templateid=536|35=OrderCancelReplaceReject536|9726=9|39001=1715580324236|58=This order is not in the book 'Order: 2 SenderCompID: U04004'|17=99914:16220|5392=ABC|11=U045|1505=13005618|37=2|60=1715580385268062775|5297=1715580385274202307|2422=5|9537=US,IL|102=2045|5904=null|39=U|434=2|1028=1|9765=0|9553=null|9373=null|7552=null|

iLink 3 Party Details List Request

Hex Format	31,00,FE,CA,14,00,19,02,08,00,08,00,39,30,00,00,00,00,00,00,00,45,BE,3D,B9,F6,CE,17,03,00,00,00,07,00,00,0B,00,01,32,73,C6,00,00,00,00,00,43,E8,03
Fix Binary Format	templateid=537\|35=PartyDetailsListRequest537\|1505=12345\|5297=1715579783540000000\|9726=3\|453=1\|448=13005618\|447=C\|452=1000\|

iLink 3 Party Details List Report

Hex Format

B1,00,FE,CA,5D,00,1A,02,08,00,08,00,04,00,00,00,BB,11,81,70,8F,01,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,39,30,00,00,00,00,00,00,13,3B,74,3E,B9,F6,CE,17,FF,FF,FF,FF,FF,FF,FF,FF,01,00,00,01,04,00,00,FF,FF,00,59,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,00,FF,16,00,03,30,30,34,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,01,00,41,43,43,4F,55,4E,54,00,00,00,00,00,00,00,00,00,00,00,00,00,18,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,76,00,02,00,00

Fix Binary Format

templateid=538|35=PartyDetailsListReport538|9726=4|39001=1715579457979|1731=|1505=13005618|1510=12345|5297=1715579783551925011|2362=null|1512=1|1511=0|893=1|582=4|1816=0|8000=null|819=null|1598=null|9708=null|1031=Y|5290=null|36023=null|9765=0|9553=null|1671=3|1691=004|1692=C|1693=1|1691=ACCOUNT|1692=C|1693=24|1691=ABC|1692=C|1693=118|

iLink 3 Request For Quote

Hex Format	4F,00,FE,CA,37,00,1F,02,08,00,08,00,E5,DF,C6,00,00,00,00,00,01,00,00,00,00,00,00,00,01,02,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,D0,21,47,81,FF,CE,17,55,53,2C,49,4C,01,09,00,01,D4,7E,00,00,FF,FF,FF,FF,FF
Fix Binary Format	templateid=543\|35=RequestForQuote543\|1505=13033445\|131=1\|1028=1\|9726=2\|5392=ABC\|5297=1715589438784000000\|9537=US,IL\|537=1\|146=1\|48=32468\|38=null\|54=null\|

iLink 3 New Order Cross

Hex Format

9D,00,FE,CA,4A,00,20,02,08,00,08,00,64,12,85,92,B8,2C,F8,00,1C,00,00,00,00,00,00,00,01,1C,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,CA,9A,3B,00,00,00,00,00,00,15,BE,D2,FF,CE,17,00,00,15,BE,D2,FF,CE,17,53,47,00,00,00,EB,B4,02,00,22,00,02,4B,45,4E,43,52,4F,53,53,31,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,64,00,00,00,01,00,4B,45,4E,43,52,4F,53,53,32,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,64,00,00,00,02,00

Fix Binary Format

templateid=544|35=NewOrderCross544|548=69854965468041828|2422=28|1028=1|9726=28|5392=ABC|40=2|549=3|550=0|44=1.0000000000|483=1715589788672000000|5297=1715589788672000000|9537=SG|48=177387|552=2|11=KENCROSS1|1505=13005618|38=100|54=1|962=0|11=KENCROSS2|1505=13005618|38=100|54=2|962=0|

iLink 3 Mass Quote Acknowledgment

Hex Format

6E,01,FE,CA,5F,01,21,02,08,00,08,00,07,00,00,00,E1,CF,D3,70,8F,01,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,C7,CC,A9,F1,DD,FB,CE,17,51,7A,28,F3,DD,FB,CE,17,FF,FF,FF,FF,FF,FF,FF,FF,53,47,00,00,00,07,00,00,00,FF,FF,FF,FF,00,01,02,00,FF,FF,FF,FF,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,0B,00,00

Fix Binary Format

templateid=545|35=MassQuoteAck545|9726=7|39001=1715584880609|58=|5392=ABC|1505=13005618|5979=1715585438735518919|5297=1715585438760598097|131=null|9537=SG|117=7|300=null|5904=null|297=0|1028=1|9772=2|9773=0|9553=null|9373=null|5409=null|304=null|9765=0|7552=null|9182=null|

iLink 3 Request For Quote Acknowledgment

Hex Format

72,01,FE,CA,66,01,22,02,08,00,08,00,02,00,00,00,47,56,17,71,8F,01,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,37,30,32,00,00,00,00,00,00,00,00,00,00,00,00,00,00,E5,DF,C6,00,00,00,00,00,75,36,29,48,81,FF,CE,17,97,67,87,48,81,FF,CE,17,01,00,00,00,00,00,00,00,55,53,2C,49,4C,FF,FF,FF,FF,00,01,FF,00,FF,FF,FF,FF,FF,FF,FF,FF

Fix Binary Format

templateid=546|35=RequestForQuoteAck546|9726=2|39001=1715589305927|58=|5392=ABC|9770=702|1505=13033445|5979=1715589438801262197|5297=1715589438807435159|131=1|9537=US,IL|300=null|5904=null|297=0|1028=1|9553=null|9765=0|7552=null|

iLink 3 Execution Report Trade Addendum Outright

Hex Format

FF,00,FE,CA,DE,00,24,02,08,00,08,00,CE,00,00,00,E1,CF,D3,70,8F,01,00,00,39,39,39,31,34,3A,4D,3A,37,38,54,4E,30,30,30,30,30,30,36,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,31,31,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,00,69,A6,C4,FE,18,00,00,CA,78,7B,53,02,00,00,00,61,FE,DA,B1,35,FC,CE,17,22,52,BB,B8,35,FC,CE,17,06,00,00,00,00,00,00,00,05,00,00,00,00,00,00,00,55,53,2C,49,4C,88,A0,00,00,01,00,00,00,06,00,00,00,05,00,00,00,90,4D,47,47,01,01,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,7F,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,7F,7F,FF,FF,FF,FF,FF,FF,FF,7F,7F,FF,FF,FF,FF,FF,FF,FF,7F,0F,00,01,00,69,A6,C4,FE,18,00,00,01,00,00,00,59,31,0B,2D,00,00

Fix Binary Format

templateid=548|35=ExecutionReportTradeAddendumOutright548|9726=206|39001=1715584880609|17=99914:M:78TN0000006|5392=ABC|11=U0411|1505=13005618|31=27482.5000000000|37=9990535370|60=1715585815622123105|5297=1715585815737487906|527=6|9703=5|9537=US,IL|48=41096|32=1|1506=6|1507=5|75=19856|39=G|150=G|54=1|1028=1|9765=0|18=00000000|5906=null|9373=null|6881=null|5409=null|845=null_-9|828=null|378=null|64=null|541=null|1056=null_null|381=null_null|6262=null_-9|1362=1|1364=27482.5000000000|1365=1|1363=Y1|1622=11|

iLink 3 Execution Report Trade Addendum Spread

Hex Format

DF,00,FE,CA,BB,00,25,02,08,00,08,00,33,01,00,00,E1,CF,D3,70,8F,01,00,00,39,39,39,31,34,3A,4D,3A,31,32,36,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,31,35,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,00,4D,44,66,17,00,00,00,DD,78,7B,53,02,00,00,00,91,1C,3E,4B,FC,FC,CE,17,86,F7,17,50,FC,FC,CE,17,05,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,55,53,2C,49,4C,3A,3A,00,00,90,00,00,00,01,00,00,00,05,00,00,00,FF,FF,FF,FF,90,4D,48,48,00,01,01,00,02,00,00,FF,FF,FF,0F,00,01,00,4D,44,66,17,00,00,00,01,00,00,00,59,31,0B,29,00,00,1B,00,00

Fix Binary Format

templateid=549|35=ExecutionReportTradeAddendumSpread549|9726=307|39001=1715584880609|17=99914:M:126|5392=ABC|11=U0415|1505=13005618|31=100.5000000000|37=9990535389|60=1715586668599057553|5297=1715586668680443782|527=5|9703=null|9537=US,IL|48=14906|37711=144|32=1|1506=5|1507=null|75=19856|39=H|150=H|40=null|54=1|1028=1|9765=0|393=2|18=00000000|5906=null|9373=null|6881=null|5409=null|1362=1|1364=100.5000000000|1365=1|1363=Y1|1622=11|

iLink 3 Execution Report Trade Addendum Spread Leg

Hex Format

E5,00,FE,CA,C4,00,26,02,08,00,08,00,34,01,00,00,E1,CF,D3,70,8F,01,00,00,39,39,39,31,34,3A,4D,3A,31,32,32,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,31,35,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,00,70,A3,2F,FE,18,00,00,DD,78,7B,53,02,00,00,00,91,1C,3E,4B,FC,FC,CE,17,0A,A2,27,50,FC,FC,CE,17,05,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,55,53,2C,49,4C,88,A0,00,00,01,00,00,00,0B,00,00,00,FF,FF,FF,FF,90,4D,48,48,01,00,01,FF,FF,FF,FF,FF,FF,FF,FF,FF,7F,7F,FF,FF,FF,FF,FF,FF,FF,7F,7F,0F,00,01,00,70,A3,2F,FE,18,00,00,01,00,00,00,59,31,0E,1B,00,00

Fix Binary Format

templateid=550|35=ExecutionReportTradeAddendumSpreadLeg550|9726=308|39001=1715584880609|17=99914:M:122|5392=ABC|11=U0415|1505=13005618|31=27480.0000000000|37=9990535389|60=1715586668599057553|5297=1715586668681470474|527=5|9703=null|9537=US,IL|48=41096|32=1|1506=11|1507=null|75=19856|39=H|150=H|1028=1|9765=0|54=1|64=null|1056=null_null|381=null_null|1362=1|1364=27480.0000000000|1365=1|1363=Y1|1622=14|

iLink 3 Security Definition Request

Hex Format	7D,00,FE,CA,48,00,30,02,08,00,08,00,32,73,C6,00,00,00,00,00,01,00,00,00,00,00,00,00,01,1D,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,40,BB,C2,DE,17,00,CF,17,43,4F,4D,42,4F,00,00,00,55,53,2C,49,4C,01,00,01,00,01,01,00,00,00,FF,13,00,02,FF,FF,FF,FF,FF,FF,FF,7F,53,09,83,02,FF,FF,FF,7F,00,01,01,FF,FF,FF,FF,FF,FF,FF,7F,55,09,83,02,FF,FF,FF,7F,00,02,01
Fix Binary Format	templateid=560\|35=SecurityDefinitionRequest560\|1505=13005618\|320=1\|1028=1\|9726=29\|5392=ABC\|321=1\|5297=1715590085573000000\|762=COMBO\|9537=US,IL\|916=1\|917=1\|37715=1\|5677=1\|6651=255\|555=2\|603=8\|566=null_-9\|602=42142035\|1017=null_0\|624=1\|623=1\|603=8\|566=null_-9\|602=42142037\|1017=null_0\|624=2\|623=1\|

iLink 3 Security Definition Response

Hex Format

E6,01,FE,CA,AE,01,31,02,08,00,08,00,4A,01,00,00,E1,CF,D3,70,8F,01,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,01,00,00,00,00,00,00,00,99,71,36,BE,5B,83,39,03,D1,6B,D5,F0,17,00,CF,17,39,39,00,00,00,00,4F,50,54,00,00,00,55,53,2C,49,4C,74,AC,C5,02,00,00,00,E8,07,06,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,7F,00,00,00,00,00,00,00,00,02,02,01,FF,01,00,FF,13,00,02,FF,FF,FF,FF,FF,FF,FF,7F,FF,FF,FF,7F,7F,53,09,83,02,01,01,FF,FF,FF,FF,FF,FF,FF,7F,FF,FF,FF,7F,7F,55,09,83,02,02,01,10,00,00

Fix Binary Format

templateid=561|35=SecurityDefinitionResponse561|9726=330|39001=1715584880609|58=|2714=|5392=ABC|55=|1505=13005618|320=1|322=232361285842792857|5297=1715590085876214737|1151=99|167=OPT|9537=US,IL|48=46509172|15=|22=8|200=2024_6_null_null|5904=null|916=null|917=null|37715=null|5677=null|788=|323=2|9779=Y|827=2|1028=1|9553=null|9776=1|9765=0|6651=255|555=2|566=null_-9|1017=null_null|603=8|602=42142035|624=1|623=1|566=null_-9|1017=null_null|603=8|602=42142037|624=2|623=1|

iLink 3 Order Mass Action Report

Hex Format

B1,00,FE,CA,82,00,32,02,08,00,08,00,3C,01,00,00,E1,CF,D3,70,8F,01,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,80,10,48,69,10,FE,CE,17,6E,6D,AA,69,10,FE,CE,17,39,30,00,00,00,00,00,00,30,93,F4,05,00,00,00,00,00,00,00,00,00,00,53,47,00,00,00,FF,FF,FF,7F,FF,FF,01,01,09,01,00,00,00,01,FF,63,FF,FF,00,FF,FF,FF,00,FF,FF,FF,FF,FF,FF,FF,FF,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,20,00,01,55,30,34,32,31,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,FE,78,7B,53,02,00,00,00,0A,00,00,00

Fix Binary Format

templateid=562|35=OrderMassActionReport562|9726=316|39001=1715584880609|5392=ABC|1505=13005618|60=1715587854514000000|5297=1715587854520446318|2422=12345|1369=99914544|1373=3|1151=|9537=SG|48=null|5904=null|1375=1|1028=1|1374=9|533=1|893=1|1376=null|1300=99|6115=null|54=null|40=null|59=null|9553=null|9373=null|9765=0|7552=null|9937=|2807=|534=1|41=U0421|535=9990535422|84=10|

iLink 3 Quote Cancel Acknowledgment

Hex Format

82,01,FE,CA,70,01,33,02,08,00,08,00,08,00,00,00,E1,CF,D3,70,8F,01,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,DD,45,EE,1C,DF,FB,CE,17,E8,E6,48,1D,DF,FB,CE,17,24,33,00,00,00,00,55,53,2C,49,4C,08,00,00,00,FF,FF,FF,FF,01,04,00,00,00,00,00,30,FF,FF,FF,00,FF,FF,FF,FF,FF,FF,FF,FF,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,FF,09,00,00,04,00,00

Fix Binary Format

templateid=563|35=QuoteCancelAck563|9726=8|39001=1715584880609|58=|5392=ABC|1505=13005618|5979=1715585443756393949|5297=1715585443762333416|9774=$3|9537=US,IL|117=8|300=null|5904=null|1028=1|297=4|9772=0|9773=0|9775=0|9553=null|304=null|9373=null|9765=0|7552=null|9937=|2807=|9182=null|

...

Application Messaging Controls

Module

Messaging Controls

Common

New Order (

35=

D)

Order

Cancel-Replace

Request

(

35=

G)

Order

Status Request (

35=

H)

Security Definition

Request

(

35=

c)

Order

Mass Status Request (

35=

AF)

Quote Request

for Quote

(

35=

R)

New Order Cross (

35=

s)

Party Details Definition Request (

35=

CX)

Party Details List Request (

35=

CF)

Cancel

Order Cancel Request (35=F)Order

Mass Action Request Cancel (35=CA)

Mass Quote

Mass Quote Quote (35=i)

Mass Quote Cancel (35=Z)

Application Messaging Thresholds

...

Messaging Thresholds

...

Action Type

...

Message Type

...

Error Code

...

Exceeding Reject Threshold

...

Reject subsequent messages until the TPS rate falls below the threshold.

...

Business Reject (tag 35-MsgType=j)

Messages submitted by the client system on an iLink 3 session are monitored by the number of messages sent over a pre-defined time interval. The time interval begins with the first message processed. At the end of the interval, if no violation has occurred, the message count and interval reset pending the next message processed.
If an iLink 3 session exceeds one or more of the Reject thresholds, subsequent messages are rejected via a BusinessLevel Reject (tag 35-MsgType=j) message until the messages per second (MPS) rate falls below the threshold. Exceeding the larger Terminate threshold will result in a Termination of the offending iLink session.
Message Types Enforcement Schedule Reject Threshold Terminate Threshold Interval
Cancel Request (tag 35-MsgType=F)
Order Mass Action Request (tag 35-MsgType=CA)
Continuous 1000 1500 Three-second window
New Order (tag 35-MsgType=D)
Order Cancel/Replace (tag 35-MsgType=G)
Order Status Request (tag 35-MsgType=H)
Quote Request (tag 35-MsgType=R)
New Order Cross (tag 35-MsgType=s)
Security Definition Request (tag 35-MsgType=c)
Order Mass Status Request (tag 35-MsgType=AF)
Application messages that fail business validation
All other hours 500 750

Messaging Thresholds and Action Types

Messaging Thresholds	Action Type	Message Type	Error Code
Exceeding Reject Threshold	Reject subsequent messages until the TPS rate falls below the threshold.	Business Reject (tag 35-MsgType=j)	Tag 380-BusinessRejectReason=8
Exceeding Terminate Threshold	Terminate the offending iLink 3 session.	Terminate (35=Terminate)	Tag 39012-ErrorCodes=9

Party Details Messages

...

The required audit trail specifications apply to all systems implementing iLink 3 CGW. All client systems must be certified for Audit Trail for iLink 3 CGW prior to using the production environment.

For additional information, please review the Market Regulation Advisory Notice on order routing and front-end audit trail regulatory requirements.

Contact Information

For technical development support, contact Certification Support for Electronic Trading (CSET).

...

Page Comparison

Versions Compared

Old Version 8

New Version 9

Key

Revision History

Mock Trading Sessions

iLink 3 CGW Messaging Impacts

Order Mass Status Request (35=AF)

iLink 3 New Order Single

iLink 3 Order Cancel Replace Request

iLink 3 Order Cancel Request

iLink 3 Mass Quote

iLink 3 Party Details Definition Request

iLink 3 Party Details Definition Request Acknowledgment

iLink 3 Business Reject

iLink 3 Execution Report New

iLink 3 Execution Report Reject

iLink 3 Execution Report Elimination

iLink 3 Execution Report Trade Outright

iLink 3 Execution Report Trade Spread

iLink 3 Execution Report Trade Spread Leg

iLink 3 Quote Cancel

iLink 3 Order Mass Action Request

iLink 3 Order Mass Status Request

iLink 3 Execution Report Modify

iLink 3 Execution Report Status

iLink 3 OrderStatusRequest533

iLink 3 Execution Report Cancel

iLink 3 Order Cancel Reject

iLink 3 Order Cancel Replace Reject

iLink 3 Party Details List Request

iLink 3 Party Details List Report

iLink 3 Request For Quote

iLink 3 New Order Cross

iLink 3 Mass Quote Acknowledgment

iLink 3 Request For Quote Acknowledgment

iLink 3 Execution Report Trade Addendum Outright

iLink 3 Execution Report Trade Addendum Spread

iLink 3 Execution Report Trade Addendum Spread Leg

iLink 3 Security Definition Request

iLink 3 Security Definition Response

iLink 3 Order Mass Action Report

iLink 3 Quote Cancel Acknowledgment

Application Messaging Controls

Application Messaging Thresholds

Messaging Thresholds and Action Types

Party Details Messages

Contact Information