This topic describes the secure CME Globex logon process and scenarios for iLink and Drop Copy including: 

CME Globex API Secure Logon

CME Globex requires secure authentication for iLink and Drop Copy sessions on Convenience Gateway (CGW) and Market Segment Gateway (MSGW).

...

• Message confidentiality and integrity - to credential the logon message, the client system sends a keyed-hash message authentication code (HMAC) generated from a combination of the logon FIX tag values. When CME Globex receives the logon message, it uses the identical inputs to calculate the HMAC value to validate against the logon request. If the values do not match, CME Globex rejects the logon.

Testing and Certification

Certification via AutoCert+ is required for the CME Globex API secure logon. An iLink and Drop Copy certification suite is currently available in AutoCert+.

Note: Customers must create secure key pairs for New Release and CERT iLink and Drop Copy Sessions in the Request Center NR/CERT. 

Click here to access the help file to learn about the Request Center NR/CERT.

...

...

iLink and Drop Copy Security Credentials

When the client system submits a secure Logon message to iLink or Drop Copy, the message will contain the security credentials required for identity and permissions verification.

...

Logon Procedure

This section describes the steps to sign a logon request to iLink and Drop Copy. These steps are:

1. Create Canonical FIX Message.
2. Create Signature using Secret Key provided by CME and Canonical FIX Message 
3. Populate Algorithm ID plus Access Key ID plus HMAC Signature in the credentials fields of the logon message

Step 1 - Create Canonical FIX Message

To sign a logon request to iLink and Drop Copy, create a string that includes the following information from the logon FIX tag values. All values used to create the signature must match exactly to the tag values in the Logon message.

FIX tag values must be assembled in this order and values concatenated into a single string delimited by the new line character (i.e. ‘\n’).

• tag 34-MsgSeqNum – sequence number sent by client system
• tag 49-SenderCompID – sender comp ID including the Fault Tolerance Indicator (right-most character)
• tag 50-SenderSubID – Operator ID
• tag 52-SendingTime – timestamp in milliseconds, UTC time format. UTC Timestamps are sent in number of nanoseconds since Unix epoch synced to a master clock to microsecond accuracy.
• tag 57-TargetSubID – recipient of message.
  • For iLink and Drop Copy sessions,
    • CGW session – ‘G’
    • MSGW session - two digit market segment ID
• tag 108-HeartBeatInterval – heartbeat interval specified in the logon message as number of seconds
• tag 142-SenderLocationID – assigned value used to identify specific message originator's location (i.e. geographic location)
• tag 369-LastMsgSeqNumProcessed – last message sequence number processed by the client system
  • This is an optional tag.
• tag 1603-ApplicationSystemName – identifies system generating the message
• tag 1604-ApplicationSystemVersion – identifies the version of the system generating the message
• tag 1605-ApplicationSystemVendor – identifies the vendor of the application system

Example of creating canonical FIX message

Step 2 - Create Signature using Secret Key and Canonical FIX Message

The signature is a Base64 URL Encoding of the Canonical Message created in Step 1 using the Secret Key provided by CME.

...

Example Signature: oHZ2Dx1ihFAp7kHOFcJPkijm27xfApJFp-ZhsSCxr3s

Example of creating Base 64 URL Encoding using HMAC SHA256

Signature calculation in Java:

...

// This exmaple is using Crypto++ library version 5.6.5 from https://www.cryptopp.com/
// g++ -I/usr/include/cryptopp hmacexample.cpp -o hmac.exe -lcryptopp -lpthread
#include <iostream>
using std::cout;
using std::cerr;
using std::endl;

#include <string>
using std::string;

#include <cstdlib>
using std::exit;

#include "cryptopp/cryptlib.h"
using CryptoPP::Exception;

#include "cryptopp/hmac.h"
using CryptoPP::HMAC;

#include "cryptopp/sha.h"
using CryptoPP::SHA256;

#include "cryptopp/base64.h"
using CryptoPP::Base64URLEncoder;
using CryptoPP::Base64URLDecoder;

#include "cryptopp/filters.h"
using CryptoPP::StringSink;
using CryptoPP::StringSource;
using CryptoPP::HashFilter;

string calculateHMAC(string &key, string &canonicalRequest)
{
 
    string decoded_key, calculatedHmac, encodedHmac;
 
    try
    {
        // Decode the key since it is base64url encoded
        StringSource(key, true,
            new Base64URLDecoder(
                new StringSink(decoded_key)
            ) // Base64URLDecoder
        ); // StringSource
 
        // Calculate HMAC
        HMAC < SHA256 > hmac((byte*)decoded_key.c_str(), decoded_key.size());       
 
        StringSource(canonicalRequest, true,
            new HashFilter(hmac,
                new StringSink(calculatedHmac)
            ) // HashFilter     
        ); // StringSource
    }
    catch(const CryptoPP::Exception& e)
    {
        cerr << e.what() << endl;
        exit(1);
    }
 
    // base64url encode the HMAC and strip padding
    StringSource(calculatedHmac, true,
        new Base64URLEncoder(
            new StringSink(encodedHmac)
        ) // Base64URLEncoder
    ); // StringSource
   
    
    return encodedHmac;
}      

Step 3 - Populate Algorithm ID plus Access Key ID plus HMAC Signature in the new credentials fields of the logon message 

• tag 354-EncodedTextLen - contains the length of AccessKeyID 
• tag 355-EncodedText - contains the AccessKeyID
• tag 1400-EncryptedPasswordMethod - contains the AlgorithmID defined as CME-1-SHA-256
• tag 1401-EncryptedPasswordLen - contains the length of the HMAC signature
• tag 1402-EncryptedPassword - contains the HMAC signature. HMAC signature must be encoded in Base 64 Encoding with URL and Filename Safe Alphabet.

If any of these tags are missing, the client systems will receive a Logout message in response. The Logout message will not include detailed rationale for the failure to help protect the security of client sessions.

Secure Logon from Client System to CME Globex

This diagram illustrates the data processing required for the client system to submit a secure Logon message to CME Globex.

When CME Globex receives the logon request, it performs the same steps as the client system did to calculate the HMAC signature as follows:

...

• • • • HMAC authentication response contains incorrect SenderCompID
        • 58=Invalid Logon. Logout Forced
      • HMAC authentication response fails because HMAC Signature does not match 
        • 58=Invalid Logon. Logout Forced
      • HMAC authentication response fails because  Access Key ID does not match
        • 58=Invalid Logon. Logout Forced

Secure Logon from CME Globex to Client System

This diagram illustrates how CME Globex validates the secure client Logon using the same inputs used by the client system to generate the HMAC signature.

Tag 52-SendingTime Validation

iLink and Drop Copy logon requests must reach CME Globex within 5 seconds to prevent a stale logon. Timestamps (tag 52-SendingTime) submitted by the client system in the Logon (tag 35-MsgTpe=A) message older than 5 seconds will be rejected. CME Globex will send a Logout (tag 35-MsgType=5) message to the client system.

Logon Scenarios

Client systems use the Logon (tag 35-MsgType=A) message for authentication with CME Globex. There are three Logon scenarios:

...

See also:  Session Layer - Fault Tolerance for a discussion of setting the Fault Tolerance Indicator (FTI) at logon and failover scenarios.

Beginning of Week Logon

The Beginning of Week Logon message must be populated with:

...

Sequence Numbers - If the client system outbound* sequence number is not reset to '1' prior to the Beginning of Week Logon, and the client system sends a Logon (tag 35-MsgType=A) message, the client is logged out. The logout message will have the following in tag 58-Text=Failed to reset sequence numbers at beginning of the week. Logout forced. The client must then reset sequence numbers and reattempt the logon.

top

Mid-Week Logon

Mid-Week Logon is used for any subsequent logon after a successful Beginning of Week Logon. The Mid-Week Logon uses a sequence number series that continues from the next sequence number where the client logged off or was disconnected.

...

 top

Mid-Week Logon and Undelivered Messages

Mid-Week Logon provides handling for undelivered messages which were sent while the client system was logged out:

...

 top

In-Session Logon

...

In-Session Logon Used to Reset Sequence Number

The following diagram illustrates a successful In-Session Logon scenario where the client system uses a iLink 2 Test Request message and resets sequence numbers to '1' due to a catastrophic failure.

...