In Q1 2024, CME Group will 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.
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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
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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.
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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 |
| 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. |
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| Module | Messaging Controls |
|---|---|
| Common | New Order (D) Cancel-Replace (G) Status Request (H) Security Definition (c) Mass Status Request (AF) Quote Request (R) New Order Cross (s) Party Details Definition Request (CX) Party Details List Request (CF) |
| Cancel | Cancel (F) Mass Cancel (CA) |
| Mass Quote | Mass Quote (i) Mass Quote Cancel (Z) |
Application Messaging Thresholds
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| 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) Request for 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 |
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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).
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