To create a UDS, a client systems must be able to process the following iLink 2 message types:
Message | Description |
|---|---|
Submitted to CME Globex by customer system to request | |
Sent to customer system by CME Globex upon acceptance or rejection | |
Sent by CME Globex to reject messages at the FIX session level |
| Info |
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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
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CME Globex validates all required tags; the message is rejected if a required tag:
is not included
is empty
contains spaces
exceeds the character limit
| Info |
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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. |
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