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