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Possible CME Globex response messages: Logout (tag 35-MsgType=5), Resend Request (tag 35-MsgType=2) or Session Level Reject (tag 35-MsgType=3).

Excerpt

Tag

Name

FIX Type

Enumeration

Req

Description

Standard Header - Client System to CME Globex

Y

iLink 2 Standard Header - CME Globex to Client System

Y

Same as above.

35

MsgType

String(2)

5=Logout

Y

Header tag identifying message type.

58

Text

String(200)

N

Reason for logout.

789

NextExpectedMsgSeqNum

Int(9)

Y*

Next expected inbound tag 34-MsgSeqNum value expected by CME.

9553

SplitMsg

Int(1)

0 – Split message 

1 – Out-of-order message 

2 – Complete message 

N

Indicates whether a message was subject to additional processing as a result of being:

  • split among multiple packets (0)

  • out-of-order (1)

  • a previously submitted split message (2)

If absent, then the message was not subject to additional processing.

iLink 2 Standard Message Trailer

End of message.

Y: Required by FIX protocol, Y*: Required by CME Globex (not by FIX protocol), N: Not Required, C: Conditionally