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The Drop Copy 4.0 service allows customers to receive real-time copies of CME Globex Execution Report and Acknowledgment messages as they are sent over iLink order entry system sessions. Drop Copy aggregates iLink messages, enabling customers to aggregate positions and monitor orders for sessions guaranteed by one or more clearing firms upon approval of the clearing firms. 

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Info
In addition to the generic User Name/security credentials, client systems can connect using the same credentials used for CME SFTP site.
Info

To download files from the SFTP site, use an SFTP client to connect to sftpng.cmegroup.com.

Tag 57-TargetSubID

Customers may connect directly to all Market Segment Gateways using the same Session ID. Customers can use tag 1300-MarketSegmentID from the market data Security Definition (tag 35-MsgType=d) message to specify the market segment for the products they want to trade on CME Globex.

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Drop Copy 4.0 Behavior

Missing Tag


tag 98-EncryptMethod

Acknowledgment

tag 108-HearbtInt

Session Logout

tag 34-MsgSeqNum

Session Logout

Tag Value Null


tag 96-RawData

tag 98-EncryptMethod

tag 108-HearbtInt

Session Logout

Invalid Tag Value


tag 98-EncryptMethod

AcknowledgementAcknowledgment

tag 141-ResetSeqNumFlag

AcknowledgementAcknowledgment

Info
  • For the in-session Logon, customers will not be able to retrieve messages from the previous day's trading session using the Fix Resend Request (35=2).
  • Customers should leverage tag 789-NextExpectedMsgSeqNum to determine the valid logon sequence number when recovering from multiple unsuccessful logons attempts.

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Drop Copy 4.0 messages to target sessions will now be encapsulated within XML non-FIX message (35=n) as follows:

8=FIX.4.2|9=424|35=n|34=45227|369=20|52=20150528-18:44:47.058|49=CME|50=G|56=D2M200N|57=DUMMY|143=US,IL|212=333|213=<RTRF>8=FIX.4.2|9=297|35=8|34=11191|369=5908|52=20150528-18:44:47.054|49=CME|50=G|56=YWB652N|57=DUMMY|143=Brio|1=TEST_ACCOUNT|6=0|11=YWB5908|14=0|17=90101:166|20=0|37=908234392|38=20|39=C|40=2|41=0|44=5011|48=314182|54=2|55=ZS|59=3|60=20150528-18:44:47.045|107=ZLK3|150=C|151=0|167=FUT|432=20150528|1028=N|9717=YWB5908|10=241|</RTRF>|10=005|

XML Non-FIX (tag 35-MsgType=n) Message Layout

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Info
  • For administrative messages, tag 143-TargetLocationID will contain the value of tag 142-SenderLocationID from the inbound message, except for resend responses.

  • For application messages (tag 35-MsgType=n) and resend responses, tag 143-TargetLocationID will have the value sent by the client system in tag 142-SenderLocationID at logon.

Payload

The Drop Copy 4.0 service is available for iLink messages on orders submitted to the CME Globex platform via iLink or CME Direct. Customers can choose to receive messages over Drop Copy configured to the following three levels:

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