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CME Globex allows firms to submit orders on behalf of clients or other clearing member firms for whom the submitting firm is authorized to transact. 

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iLink 3 sessions can cancel resting orders or mass quotes on behalf of a single SenderCompID without the Fault Tolerance Indicator (e.g. ABC123; the left-most 3 characters represent the Session ID and the next 3 characters are the GFID) under the same GFID. In response, CME Globex sends Cancel Acknowledgement  Cancel Acknowledgment messages to both the original and on-behalf sessions

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Customers who opt to leverage COB functionality by registering via CME Request Center will submit Cancel Request messages with tag 9937-OrigOrderUser which represents the original SenderCompID for whom orders and quotes should be cancelled. In response, CME Globex sends Cancel Acknowledgement Acknowledgment messages with tag 9937–OrigOrderUser and tag 2807-CancelText representing the on-behalf SenderCompID which initiated the cancellation of orders or quotes on behalf of the original SenderCompID.

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  • Tag 9182-QuoteEntryOpen will be ignored if only used for cancelling a SenderCompID's own quotes, and the Quote Cancel Acknowledgment will not return tag 9182-QuoteEntryOpen.
  • The blocked quotes on behalf of another session will not persist in the following cases. The original session would be able to send mass quotes.
    • across calendar weeks from one trading week to the next
    • If there is a market halt midweek
  • When unsolicited Quote Cancel Acknowledgment messages are published because of a group state change, these messages will not contain tag 9182-QuoteEntryOpen to indicate whether quotes are still blocked or not.
  • Tag 9182-QuoteEntryOpen is only present in the Quote Cancel Acknowledgment published in response to the Quote Cancel on behalf which is sent to both the original session as well as the initiating session.

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Mass Quote - Tag 9182-QuoteEntryOpenMass QuotesResult
1Blocked

Unblock Quotes and the Mass Quote Acknowledgment message will include tag 9182 =1.

1Not blockedTag 9182 will be ignored and the Mass Quote Acknowledgment message will not include tag 9182.
0Blocked

Quotes remain blocked and the Business Reject message will include a new error code: tag 380 = 145 - Quote rejected: Blocked from quoting this instrument 'cannot quote group: xx'.

0Not blockedTag 9182 will be ignored and the Mass Quote Acknowledgment message will not include tag 9182.
null Blocked

Quotes remain blocked and the Business Reject message will include a new error code: tag 380 = 145 - Quote rejected: Blocked from quoting this instrument 'cannot quote group: xx'.

null Not blockedTag 9182 will be ignored and the Mass Quote Acknowledgment message will not include tag 9182.

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