In Q1 2024, CME Group will be launching launch the iLink 3 Convenience Gateway for trading futures and options on futures on CME Globex. iLink 2 and iLink 3 for CGW will run in parallel until Q4, 2024. All customers connected via the Convenience Gateway (CGW) are encouraged to migrate to iLink 3 as early as possible prior to the iLink 2 decommission.
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All newly created iLink 3 CGW sessions will be created with Cancel on Disconnect (COD) enabled. To disable COD, Clearing Firm Administrators must enter the change request via Firm Admin Dashboard (FADB). |
Contents
Table of Contents maxLevel 3 exclude Contents
Revision History
Date | Description |
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August 27, 2024 | Added Application Messaging Thresholds section. |
May 13, 2024 | Added iLink 3 Sample Messages section. |
March 27, 2024 | Updated first paragraph under iLink 3 CGW Front-End Audit Trail Requirements:The required audit trail specifications apply to all systems implementing iLink 3 CGW. All client systems must be certified for Audit Trail for iLink 3 CGW prior to using the production environment. |
March 20, 2024 | Updated <marketsegment id="6" label="Globex OESGW for all CGWs">. Edited Key Events description for January 31, 2025. |
February 12, 2024 | Updated diagrams in iLink 3 Binary Order Entry Protocol for CGW - Business Layer for "On Demand - Accepted" and "On-Demand Party Details Request Accepted, New Order Rejected" |
January 17, 2024 | Added note to the iLink 3 on CGW Availability section. |
November 27, 2023 | Added Key Event of February 15, 2024, for Certification parallel for futures and options. |
September 27, 2023 | Changes to Key Events and Dates for Mock trading sessions and Production parallel for futures and options. |
June 21, 2023 | Effective 10/31/2024 iLink 2 sessions can no longer be created. Effective 1/1/2025 CGW will be decommissioned. All newly created iLink 3 CGW sessions will be created with Cancel on Disconnect (COD) enabled. |
April 19, 2023 | Initial content release |
Key Events and Dates
Date | Milestone |
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May 8, 2023 | Phase 1 New Release for futures and options
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September 25, 2023 | Phase 2 New Release for futures and option
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October 23, 2023 | Production CME Request Center for self-service session creation |
January 20, 2024 January 27, 2024 | |
January 28, 2024 | Production parallel for futures and options |
February 15, 2024 | Certification parallel for futures and options |
October 31, 2024 | iLink 2 sessions can no longer be created |
December 31, 2024 | Deadline for customer migration |
January 31, 2025 |
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Session Management
CME Group requires customers to obtain new iLink 3 CGW sessions. Customers will not be able to migrate their existing iLink sessions from iLink 2 to 3. Customers can create their new iLink 3 CGW sessions through CME Request Centerfollowing standard sessions creation practice. New session IP address and port details will be presented to the user in CME Request Center at the time of creation.
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New Release customers will have the ability to obtain new iLink 3 CGW sessions or migrate their existing iLink sessions from iLink 2 to 3 within CME Request Center NR/CERT.
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Testing and Certification
A new iLink certification suite will be available in AutoCert+.
- Certification is required for all client systems on CGWs.
- All customer systems must be certified for iLink 3 prior to going to the production environment.
See also:
Mock Trading Sessions
CME Group will offer customer mock trading sessions to support the customer experience with the iLink 3 on CGW in the CME Globex production environment. Customers are required to register in advance in order to participate in mock trading sessions. Further information on the mock trading sessions will be published in future CME Globex Notices.
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- See: Key Events and Dates
iLink 3 on CGW Availability
Convenience Gateway (CGW) and Drop Copy Gateway (DCGW) customers must take the following into consideration for this launch:
CGW | DCGW | |
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iLink 3 | iLink 3 and iLink 2 CGW sessions will be available in parallel until the date specified in the Key Events and Dates table. |
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The The creation of new iLink 3 CGW source sessions may generate additional Drop Copy target sessions. This is an automated process based on load balancing and therefore cannot be changed. Please check target session and corresponding connectivity details in Request Center, as per the current process. |
If an iLink 2 message is received on an iLink 3 session, that given session will be terminated immediately.
iLink 2 on CGW Decommission
iLink 2 on CGW will be decommissioned and all CGW sessions will support iLink 3 only. Following the decommission, client systems will not be able to make a TCP connection to iLink 2 CGWs.
- See: Key Events and Dates
Order Entry Service Gateway (OESGW) - SFTP Site Information
There will be a new Order Entry Service Gateway (OESGW) for customers to register administrative information. Customers will be able to use the same CGW session to connect to the Service Gateway using FIXP protocol and submit Party Details Definition Request messages and Party Details List Request messages. The Service Gateway supports FIXP Party Detail Request messages only; any other messages will be rejected.
The OESGW configuration information (i.e. OESGWs and IPs) for CGWs will be added to the iLink 3 config file via an SFTP site (sftpng.cmegroup.com) and accessed via CME Globex network direct connection. This SFTP site contains the configuration files for all environments. The SFTP site is a secure site that requires a username and password for access.
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<marketsegment id="6" label="Globex OESGW for all CGWs">
System Architecture
The following diagrams provide an overview of the system architecture in support of the iLink 3 on CGW launch:
Current State
This diagram depicts the current state of iLink CGW architecture.
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Gliffy displayName current architecture Copy name current architecture Copy pagePin 1
Parallel State
This diagram shows the production parallel state of iLink CGW architecture supporting both iLink 2 and iLink 3 on CGW messaging protocols.
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Final State
This diagram shows the final state of iLink 3 on CGW architecture following the complete migration to the iLink 3 messaging protocol.
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Developing from iLink 2 to iLink 3
The following table summarizes the impacts for client systems developing to iLink 3 and outlines the changes from iLink 2 to iLink 3.
Layer | Feature | iLink 2 | iLink 3 |
---|---|---|---|
Presentation | Message encoding | Tag value ASCII encoding | Simple Binary Encoding |
Session | Authentication, Recovery | FIX Transport (FIXT) | FIX Performance Session Layer (FIXP) |
Application | Business logic | FIX semantics | Improved FIX semantics |
Transport | End-to-end delivery | TCP | TCP |
Network | Virtual Circuits, Routing | IP | IP |
Simple Binary Encoding
iLink 3 uses Simple Binary Encoding (SBE) optimized for low latency encoding and decoding while keeping bandwidth utilization reasonably small. All FIX semantics are supported. This encoding standard describes the wire protocol for iLink 3 messages and is complimentary to other FIX standards for session protocol and application-level behavior.
iLink 3 on CGW will be launched in production using the schema version 8.
iLink 3 CGW Session Layer
iLink 3 uses the FIX Performance (FIXP) protocol to establish and manage bi-directional sessions. Per the FIXP protocol, a FIX session is defined as a bi-directional stream of ordered messages between two parties within a continuous sequence number series. With this release, the iLink 3 Convenience Gateways (CGW) will support weekly client FIX sessions and also mid-week initialization.
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Additional information on the new FIXP protocol is available in the Session Layer topic.
iLink 3 CGW Business Layer
iLink 3 allows customers to optimize business message construction by pre-registering administrative information or by submitting administrative information per message (on-demand) as follows.
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Additional information on the new FIXP protocol is available in the Business Layer topic.
iLink 3 CGW Messaging Impacts
Order Mass Status Request (35=AF)
Client systems may submit submit Order Mass Status Request (35=AF) messages to obtain statuses for all working orders with a single request.
To provide a consistent customer experience, a new enum value of 7 (for all orders) will be added to MassStatusReqTyp for the MassStatusRequestType field in the Order Mass Status Request (35=AF) message.
Tag | Name | Binary Type | Binary Length | Req | Enumuration | Description |
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585 | MassStatusReqType | MassStatusReqTyp | 1 | Y |
| Specifies the scope of the Order Mass Status Request within the context of working orders only. Status will be returned for all orders matching the criteria specified here for Session and Firm. |
Order Cancel and Cancel-Replace Requests by ClOrdID
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All iLink 3 sessions are enabled for Order Cancel and Cancel/Replace by ClOrdID functionality.
Rejects for ClOrdID (tag 11) Uniqueness
To support order cancellation and order modification by tag 11-CIOrdID, this value must be unique per SenderComp (Session ID + Firm ID) for all working orders on a single market segment.
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- the prior order has been completely filled, or
- the prior order has been cancelled, or
- the prior order has been eliminated.
Processing for ClOrdID and OrderID Values
With this release, tag 37-OrderID is an optional tag in iLink 3 Order Cancel Request and iLink 3 Order Cancel/Replace Request messages for CME Group Futures and Options on Futures markets.
- If an Order Cancel Request or Order Cancel Replace Request contains both CIOrdID and OrderID, then the OrderID will be used to look up the original order.
- If a ClOrdID in an Order Cancel Request or Order Cancel/Replace Request is changed from what was in the original order:
- the client should send an Order Cancel Request or Order Cancel/Replace Request with the latest CIOrdID accepted by CME Globex.
- the client sending an Order Cancel Request or Order Cancel/Replace Request with the previous CIOrdID must provide an OrderID as well; otherwise, the Order Cancel/Replace Request will be rejected as order not found.
- An Execution Report - Cancel and Execution Report - Modify message will return both ClOrdID and OrderID values.
- An Order Cancel Reject and Order Cancel Replace Reject message will return both ClOrdID and OrderID values.
Cancel on Behalf (COB)
Currently, Cancel on Behalf (COB) functionality is not available for iLink Convenience Gateway (CGW) sessions. Beginning with this release, COB functionality on CME Globex will allow iLink CGW sessions to cancel resting orders and mass quotes from different iLink 3 sessions under the same CME Globex Firm ID (GFID). This functionality is enabled for all CME Group futures and options on futures on CME Globex.
- See: Cancel on Behalf
iLink 3 Sample Messages
The following are samples messages. Sample values (e.g. SecurityID, party details, etc.) cannot be used for testing.
Table of Contents maxLevel 4 minLevel 4
iLink 3 New Order Single
Hex Format | 90,00,FE,CA,84,00,02,02,08,00,08,00,00,70,A3,2F,FE,18,00,00,05,00,00,00,88,A0,00,00,01,04,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,32,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,02,00,00,00,00,00,00,00,40,EB,F2,7C,40,F7,CE,17,FF,FF,FF,FF,FF,FF,FF,7F,55,53,2C,49,4C,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,32,00,01,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,7F,FF,FF,FF,FF,FF,FF,FF,7F |
Fix Binary Format | templateid=514|35=NewOrderSingle514|44=27480.0000000000|38=5|48=41096|54=1|9726=4|5392=ABC|11=U042|1505=13005618|2422=2|5297=1715580364421000000|99=null_-9|9537=US,IL|110=null|1138=null|432=null|40=2|59=0|1028=1|18=00000000|5906=null|9373=null|6881=null|5409=null|845=null_-9|9562=9223372036.8547758070| |
iLink 3 Order Cancel Replace Request
Hex Format | 91,00,FE,CA,85,00,03,02,08,00,08,00,00,A6,08,F4,FD,18,00,00,0A,00,00,00,88,A0,00,00,01,04,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,33,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,AE,78,7B,53,02,00,00,00,FF,FF,FF,FF,FF,FF,FF,7F,04,00,00,00,00,00,00,00,80,9C,66,C4,67,FB,CE,17,55,53,2C,49,4C,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,32,00,01,01,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,7F |
Fix Binary Format | templateid=515|35=OrderCancelReplaceRequest515|44=27479.0000000000|38=10|48=41096|54=1|9726=4|5392=ABC|11=U043|1505=13005618|37=9990535342|99=null_-9|2422=4|5297=1715584931170000000|9537=US,IL|110=null|1138=null|432=null|40=2|59=0|1028=1|9768=1|18=00000000|5906=null|9373=null|6881=null|5409=null|845=null_-9| |
iLink 3 Order Cancel Request
Hex Format | 6C,00,FE,CA,60,00,04,02,08,00,08,00,BE,78,7B,53,02,00,00,00,32,73,C6,00,00,00,00,00,01,06,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,35,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,06,00,00,00,00,00,00,00,40,68,28,C5,9B,FB,CE,17,55,53,2C,49,4C,88,A0,00,00,01,FF,00,00,00,00,00,00,00,00 |
Fix Binary Format | templateid=516|35=OrderCancelRequest516|37=9990535358|1505=13005618|1028=1|9726=6|5392=ABC|11=U045|2422=6|5297=1715585154521000000|9537=US,IL|48=41096|54=1|9373=null|9937=| |
iLink 3 Mass Quote
Hex Format | D6,00,FE,CA,7B,00,05,02,08,00,08,00,32,73,C6,00,00,00,00,00,80,49,83,E8,DD,FB,CE,17,01,07,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,53,47,00,00,00,07,00,00,00,01,00,FF,FF,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,FF,26,00,02,00,94,35,77,00,00,00,00,00,5E,D0,B2,00,00,00,00,57,04,00,00,96,1B,0B,00,64,00,00,00,64,00,00,00,FF,FF,FF,7F,0B,00,00,94,35,77,00,00,00,00,00,5E,D0,B2,00,00,00,00,AE,08,00,00,DE,76,06,00,64,00,00,00,64,00,00,00,FF,FF,FF,7F,16,00 |
Fix Binary Format | templateid=517|35=MassQuote517|1505=13005618|5297=1715585438582000000|1028=1|9726=7|5392=ABC|131=null|9537=SG|117=7|304=1|9773=0|9373=null|5409=null|5187=|5239=|9182=null|295=2|132=2.0000000000|133=3.0000000000|299=1111|48=727958|134=100|135=100|309=null|302=11|132=2.0000000000|133=3.0000000000|299=2222|48=423646|134=100|135=100|309=null|302=22| |
iLink 3 Party Details Definition Request
Hex Format | E7,00,FE,CA,93,00,06,02,08,00,08,00,03,71,C6,00,00,00,00,00,80,BE,55,CB,6D,F6,CE,17,41,01,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,00,04,00,00,FF,FF,59,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,16,00,03,30,30,34,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,01,00,41,43,43,4F,55,4E,54,00,00,00,00,00,00,00,00,00,00,00,00,00,18,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,76,00,02,00,00 |
Fix Binary Format | templateid=518|35=PartyDetailsDefinitionRequest518|1505=13005059|5297=1715579459498000000|1324=A|9726=1|5149=|1731=|2362=null|9708=null|582=4|1816=0|8000=null|819=null|1598=null|1031=Y|5290=null|36023=null|1676=1|1671=3|1691=004|1692=C|1693=1|1691=ACCOUNT|1692=C|1693=24|1691=ABC|1692=C|1693=118| |
iLink 3 Party Details Definition Request Acknowledgment
Hex Format | F3,00,FE,CA,9F,00,07,02,08,00,08,00,01,00,00,00,BB,11,81,70,8F,01,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,03,71,C6,00,00,00,00,00,84,F4,4E,CC,6D,F6,CE,17,FF,FF,FF,FF,FF,FF,FF,FF,00,04,00,00,FF,FF,00,59,41,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,00,FF,16,00,03,30,30,34,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,01,00,41,43,43,4F,55,4E,54,00,00,00,00,00,00,00,00,00,00,00,00,00,18,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,76,00,02,00,00 |
Fix Binary Format | templateid=519|35=PartyDetailsDefinitionRequestAck519|9726=1|39001=1715579457979|5149=|1731=|1505=13005059|5297=1715579459514332292|2362=null|1878=0|582=4|1816=0|8000=null|819=null|1598=null|9708=null|1031=Y|1676=1|1324=A|1879=0|5290=null|36023=null|9765=0|9553=null|1671=3|1691=004|1692=C|1693=1|1691=ACCOUNT|1692=C|1693=24|1691=ABC|1692=C|1693=118| |
iLink 3 Business Reject
Hex Format | 56,01,FE,CA,4A,01,09,02,08,00,08,00,02,00,00,00,8C,49,8E,70,8F,01,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,5B,EE,74,F1,3A,F7,CE,17,FF,FF,FF,FF,FF,FF,FF,FF,00,00,00,00,00,FF,FF,FF,FF,FF,FF,6D,00,00,00,00,FF,FF |
Fix Binary Format | templateid=521|35=BusinessReject521|9726=2|39001=1715580324236|58=|5392=|1505=null|5297=1715580340605873755|379=null|9537=|45=null|371=null|380=109|372=|9765=0|1028=null|9553=null| |
iLink 3 Execution Report New
Hex Format | EE,00,FE,CA,E2,00,0A,02,08,00,08,00,03,00,00,00,E1,CF,D3,70,8F,01,00,00,39,39,39,31,34,3A,31,36,35,30,33,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,33,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,AE,78,7B,53,02,00,00,00,00,70,A3,2F,FE,18,00,00,FF,FF,FF,FF,FF,FF,FF,7F,53,33,36,2D,66,FB,CE,17,BD,33,8B,2D,66,FB,CE,17,03,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,55,53,2C,49,4C,88,A0,00,00,0A,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,90,4D,FF,FF,32,01,00,01,00,FF,FF,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,7F,FF,FF,FF,FF,FF,FF,FF,7F,FF |
Fix Binary Format | templateid=522|35=ExecutionReportNew522|9726=3|39001=1715584880609|17=99914:16503|5392=ABC|11=U043|1505=13005618|37=9990535342|44=27480.0000000000|99=null_-9|60=1715584924338500435|5297=1715584924344071101|2422=3|548=null|961=null|9537=US,IL|48=41096|38=10|110=null|1138=null|432=19856|5904=null|39=0|150=0|40=2|54=1|59=0|1028=1|9765=0|9553=null|549=null|18=00000000|5906=null|9373=null|6881=null|5409=null|7552=null|845=null_-9|9562=9223372036.8547758070|638=255| |
iLink 3 Execution Report Reject
Hex Format | [EF,01,FE,CA,E3,01,0B,02,08,00,08,00,01,00,00,00,8C,49,8E,70,8F,01,00,00,4F,72,64,65,72,73,20,6D,61,79,20,6E,6F,74,20,62,65,20,65,6E,74,65,72,65,64,20,77,68,69,6C,65,20,74,68,65,20,6D,61,72,6B,65,74,20,69,73,20,66,6F,72,62,69,64,64,65,6E,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,39,39,39,31,34,3A,31,36,31,37,35,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,31,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,2C,78,7B,53,02,00,00,00,00,70,A3,2F,FE,18,00,00,FF,FF,FF,FF,FF,FF,FF,7F,B9,ED,26,6F,3A,F7,CE,17,56,E8,E9,6F,3A,F7,CE,17,01,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,55,53,2C,49,4C,88,A0,00,00,05,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,75,1B,90,4D,FF,FF,32,01,00,01,00,FF,FF,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,7F,FF,FF,FF,FF,FF,FF,FF,7F |
Fix Binary Format | templateid=523|35=ExecutionReportReject523|9726=1|39001=1715580324236|58=Orders may not be entered while the market is forbidden|17=99914:16175|5392=ABC|11=U041|1505=13005618|37=9990535212|44=27480.0000000000|99=null_-9|60=1715580338419723705|5297=1715580338432501846|2422=1|548=null|961=null|9537=US,IL|48=41096|38=5|110=null|1138=null|103=7029|432=19856|5904=null|39=8|150=8|40=2|54=1|59=0|1028=1|9765=0|9553=null|549=null|18=00000000|5906=null|9373=null|6881=null|5409=null|7552=null|845=null_-9|9562=9223372036.8547758070| |
iLink 3 Execution Report Elimination
Hex Format | E7,00,FE,CA,DB,00,0C,02,08,00,08,00,D2,00,00,00,E1,CF,D3,70,8F,01,00,00,39,39,39,31,34,3A,31,36,36,35,34,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,31,32,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,CB,78,7B,53,02,00,00,00,00,70,A3,2F,FE,18,00,00,FF,FF,FF,FF,FF,FF,FF,7F,F9,3F,A9,62,39,FC,CE,17,3B,47,1A,64,39,FC,CE,17,0C,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,55,53,2C,49,4C,88,A0,00,00,00,00,00,00,05,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,90,4D,32,01,00,01,00,FF,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,7F,FF,FF,FF,FF,FF,FF,FF,7F,FF |
Fix Binary Format | templateid=524|35=ExecutionReportElimination524|9726=210|39001=1715584880609|17=99914:16654|5392=ABC|11=U0412|1505=13005618|37=9990535371|44=27480.0000000000|99=null_-9|60=1715585831473332217|5297=1715585831497516859|2422=12|548=null|961=null|9537=US,IL|48=41096|14=0|38=5|110=null|1138=null|39=C|150=C|432=19856|40=2|54=1|59=0|1028=1|9765=0|549=null|18=00000000|5906=null|9373=null|6881=null|5409=null|845=null_-9|9562=9223372036.8547758070|638=255| |
iLink 3 Execution Report Trade Outright
Hex Format | 46,01,FE,CA,25,01,0D,02,08,00,08,00,04,00,00,00,8C,49,8E,70,8F,01,00,00,39,39,39,31,34,3A,4D,3A,33,36,54,4E,30,30,30,30,30,30,31,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,32,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,00,70,A3,2F,FE,18,00,00,2D,78,7B,53,02,00,00,00,00,70,A3,2F,FE,18,00,00,FF,FF,FF,FF,FF,FF,FF,7F,B3,8D,98,35,41,F7,CE,17,27,9B,2D,36,41,F7,CE,17,02,00,00,00,00,00,00,00,01,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,55,53,2C,49,4C,88,A0,00,00,05,00,00,00,05,00,00,00,05,00,00,00,77,00,00,00,01,00,00,00,FF,FF,FF,FF,00,00,00,00,90,4D,90,4D,02,32,01,00,01,00,00,FF,00,00,FF,FF,FF,09,FF,FF,FF,FF,FF,FF,FF,7F,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,7F,7F,FF,FF,FF,FF,FF,FF,FF,7F,7F,FF,FF,FF,FF,FF,FF,FF,7F,FF,FF,FF,FF,FF,FF,FF,7F,FF,FF,FF,FF,FF,FF,FF,FF,7F,0F,00,01,00,70,A3,2F,FE,18,00,00,05,00,00,00,59,31,04,29,00,00 |
Fix Binary Format | templateid=525|35=ExecutionReportTradeOutright525|9726=4|39001=1715580324236|17=99914:M:36TN0000001|5392=ABC|11=U042|1505=13005618|31=27480.0000000000|37=9990535213|44=27480.0000000000|99=null_-9|60=1715580367518862771|5297=1715580367528631079|2422=2|527=1|548=null|961=null|9537=US,IL|48=41096|38=5|32=5|14=5|37711=119|1506=1|820=null|151=0|75=19856|432=19856|39=2|150=F|40=2|54=1|59=0|1028=1|9765=0|1057=0|549=null|18=00000000|5906=null|9373=null|6881=null|5409=null|7191=9|845=null_-9|828=null|378=null|64=null|541=null|1056=null_null|381=null_null|6262=null_-9|9562=9223372036.8547758070|638=255|9264=9223372036.8547758070|1362=1|1364=27480.0000000000|1365=5|1363=Y1|1622=4| |
iLink 3 Execution Report Trade Spread
Hex Format | 0A,01,FE,CA,E6,00,0E,02,08,00,08,00,30,01,00,00,E1,CF,D3,70,8F,01,00,00,39,39,39,31,34,3A,4D,3A,31,31,34,54,4E,30,30,30,30,30,30,35,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,31,35,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,00,4D,44,66,17,00,00,00,DD,78,7B,53,02,00,00,00,00,4D,44,66,17,00,00,00,FF,FF,FF,FF,FF,FF,FF,7F,ED,9C,F2,01,FC,FC,CE,17,D9,04,9E,02,FC,FC,CE,17,0F,00,00,00,00,00,00,00,05,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,55,53,2C,49,4C,3A,3A,00,00,01,00,00,00,01,00,00,00,01,00,00,00,90,00,00,00,05,00,00,00,00,00,00,00,90,4D,90,4D,02,32,01,00,01,00,01,FF,02,00,00,FF,FF,0F,00,01,00,4D,44,66,17,00,00,00,01,00,00,00,59,31,0B,1D,00,00,17,00,00 |
Fix Binary Format | templateid=526|35=ExecutionReportTradeSpread526|9726=304|39001=1715584880609|17=99914:M:114TN0000005|5392=ABC|11=U0415|1505=13005618|31=100.5000000000|37=9990535389|44=100.5000000000|99=null_-9|60=1715586667369372909|5297=1715586667380606169|2422=15|527=5|548=null|961=null|9537=US,IL|48=14906|38=1|32=1|14=1|37711=144|1506=5|151=0|75=19856|432=19856|39=2|150=F|40=2|54=1|59=0|1028=1|9765=0|1057=1|549=null|393=2|18=00000000|5906=null|9373=null|5409=null|1362=1|1364=100.5000000000|1365=1|1363=Y1|1622=11| |
iLink 3 Execution Report Trade Spread Leg
Hex Format | FC,00,FE,CA,DB,00,0F,02,08,00,08,00,31,01,00,00,E1,CF,D3,70,8F,01,00,00,39,39,39,31,34,3A,4D,3A,31,31,35,54,4E,30,30,30,30,30,31,31,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,31,35,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,7F,7F,32,73,C6,00,00,00,00,00,00,70,A3,2F,FE,18,00,00,DD,78,7B,53,02,00,00,00,FF,FF,FF,FF,FF,FF,FF,7F,ED,9C,F2,01,FC,FC,CE,17,9D,03,9F,02,FC,FC,CE,17,05,00,00,00,00,00,00,00,55,53,2C,49,4C,FF,FF,FF,7F,7F,FF,FF,FF,7F,7F,FF,FF,FF,7F,7F,88,A0,00,00,01,00,00,00,01,00,00,00,0B,00,00,00,90,4D,02,32,01,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,7F,7F,FF,FF,FF,FF,FF,FF,FF,7F,7F,0F,00,01,00,70,A3,2F,FE,18,00,00,01,00,00,00,59,31,0E,17,00,00 |
Fix Binary Format | templateid=527|35=ExecutionReportTradeSpreadLeg527|9726=305|39001=1715584880609|17=99914:M:115TN0000011|5392=ABC|11=U0415|1188=null_null|1505=13005618|31=27480.0000000000|37=9990535389|810=null_-9|60=1715586667369372909|5297=1715586667380671389|527=5|9537=US,IL|811=null_null|1189=null_null|1190=null_null|48=41096|32=1|14=1|1506=11|75=19856|39=2|150=F|40=2|54=1|9765=0|64=null|1056=null_null|381=null_null|1362=1|1364=27480.0000000000|1365=1|1363=Y1|1622=14| |
iLink 3 Quote Cancel
Hex Format | 56,00,FE,CA,3D,00,10,02,08,00,08,00,32,73,C6,00,00,00,00,00,80,88,5B,1B,DF,FB,CE,17,01,08,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,53,2C,49,4C,08,00,00,00,04,FF,00,00,00,00,00,00,00,00,FF,0A,00,01,5B,4E,2F,41,5D,00,FF,FF,FF,7F |
Fix Binary Format | templateid=528|35=QuoteCancel528|1505=13005618|5297=1715585443730000000|1028=1|9726=8|5392=ABC|9537=US,IL|117=8|298=4|9373=null|9937=|9182=null|295=1|1151=[N/A]|48=null| |
iLink 3 Order Mass Action Request
Hex Format | 5B,00,FE,CA,4F,00,11,02,08,00,08,00,32,73,C6,00,00,00,00,00,39,30,00,00,00,00,00,00,01,16,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,40,8F,8D,67,10,FE,CE,17,00,00,00,00,00,00,53,47,00,00,00,61,24,00,00,09,63,FF,FF,00,FF,FF,00,00,00,00,00,00,00,00 |
Fix Binary Format | templateid=529|35=OrderMassActionRequest529|1505=13005618|2422=12345|1028=1|9726=22|5392=ABC|1373=3|5297=1715587854485000000|1151=|9537=SG|48=9313|1374=9|1300=99|6115=null|54=null|40=null|59=null|9373=null|9937=| |
iLink 3 Order Mass Status Request
Hex Format | 50,00,FE,CA,44,00,12,02,08,00,08,00,32,73,C6,00,00,00,00,00,40,E2,01,00,00,00,00,00,01,18,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,16,9C,BE,40,FE,CE,17,00,00,00,00,00,00,55,53,2C,49,4C,FF,FF,FF,7F,64,64,FF,63 |
Fix Binary Format | templateid=530|35=OrderMassStatusRequest530|1505=13005618|584=123456|1028=1|9726=24|5392=ABC|5297=1715588062104000000|1151=|9537=US,IL|48=null|585=100|5000=100|59=null|1300=99| |
iLink 3 Execution Report Modify
Hex Format | EE,00,FE,CA,E2,00,13,02,08,00,08,00,04,00,00,00,E1,CF,D3,70,8F,01,00,00,39,39,39,31,34,3A,31,36,35,30,34,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,33,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,AE,78,7B,53,02,00,00,00,00,A6,08,F4,FD,18,00,00,FF,FF,FF,FF,FF,FF,FF,7F,AD,5F,19,C6,67,FB,CE,17,73,B8,8D,C6,67,FB,CE,17,04,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,55,53,2C,49,4C,88,A0,00,00,0A,00,00,00,00,00,00,00,0A,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,90,4D,FF,FF,32,01,00,01,00,FF,FF,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,7F,FF |
Fix Binary Format | templateid=531|35=ExecutionReportModify531|9726=4|39001=1715584880609|17=99914:16504|5392=ABC|11=U043|1505=13005618|37=9990535342|44=27479.0000000000|99=null_-9|60=1715584931198492589|5297=1715584931206117491|2422=4|548=null|961=null|9537=US,IL|48=41096|38=10|14=0|151=10|110=null|1138=null|432=19856|5904=null|39=5|150=5|40=2|54=1|59=0|1028=1|9765=0|9553=null|549=null|18=00000000|5906=null|9373=null|6881=null|5409=null|7552=null|845=null_-9|638=255| |
iLink 3 Execution Report Status
Hex Format | 0D,02,FE,CA,01,02,14,02,08,00,08,00,3E,01,00,00,E1,CF,D3,70,8F,01,00,00,4E,41,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,30,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,32,33,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,09,79,7B,53,02,00,00,00,00,2A,A3,25,F7,01,00,00,FF,FF,FF,FF,FF,FF,FF,7F,00,1B,6B,0E,40,FE,CE,17,4A,74,A7,D8,40,FE,CE,17,17,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,40,E2,01,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,55,53,2C,49,4C,50,C4,06,00,0A,00,00,00,00,00,00,00,0A,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,30,32,01,00,01,00,01,FF,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,7F,FF,FF,FF,FF,FF,FF,FF,7F,FF,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00 |
Fix Binary Format | templateid=532|35=ExecutionReportStatus532|9726=318|39001=1715584880609|58=NA|17=0|5392=ABC|11=U0423|1505=13005618|37=9990535433|44=2161.0000000000|99=null_-9|60=1715588059148000000|5297=1715588062540952650|2422=23|790=null|584=123456|548=null|961=null|9537=US,IL|48=443472|38=10|14=0|151=10|110=0|1138=null|432=null|39=0|150=I|40=2|54=1|59=0|1028=1|9765=0|912=1|549=null|18=00000000|5906=null|9373=null|6881=null|5409=null|845=null_-9|9562=9223372036.8547758070|638=255|9937=|2807=| |
iLink 3 OrderStatusRequest533
Hex Format | 4A,00,FE,CA,3E,00,15,02,08,00,08,00,32,73,C6,00,00,00,00,00,40,E2,01,00,00,00,00,00,01,1A,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,35,79,7B,53,02,00,00,00,C0,05,A3,F7,F0,FE,CE,17,55,53,2C,49,4C |
Fix Binary Format | templateid=533|35=OrderStatusRequest533|1505=13005618|790=123456|1028=1|9726=26|5392=ABC|37=9990535477|5297=1715588818975000000|9537=US,IL| |
iLink 3 Execution Report Cancel
Hex Format | 03,01,FE,CA,F7,00,16,02,08,00,08,00,06,00,00,00,E1,CF,D3,70,8F,01,00,00,39,39,39,31,34,3A,31,36,35,32,31,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,35,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,BE,78,7B,53,02,00,00,00,00,70,A3,2F,FE,18,00,00,FF,FF,FF,FF,FF,FF,FF,7F,45,DD,90,C6,9B,FB,CE,17,FE,B3,E3,C6,9B,FB,CE,17,06,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,55,53,2C,49,4C,88,A0,00,00,0A,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,90,4D,FF,FF,32,01,00,01,00,FF,FF,FF,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,7F,FF,FF,FF,FF,FF,FF,FF,7F,FF,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00 |
Fix Binary Format | templateid=534|35=ExecutionReportCancel534|9726=6|39001=1715584880609|17=99914:16521|5392=ABC|11=U045|1505=13005618|37=9990535358|44=27480.0000000000|99=null_-9|60=1715585154544622917|5297=1715585154550051838|2422=6|548=null|961=null|9537=US,IL|48=41096|38=10|14=0|110=null|1138=null|432=19856|5904=null|39=4|150=4|40=2|54=1|59=0|1028=1|9765=0|9553=null|378=null|549=null|18=00000000|5906=null|9373=null|6881=null|5409=null|7552=null|845=null_-9|9562=9223372036.8547758070|638=255|9937=|2807=| |
iLink 3 Order Cancel Reject
Hex Format | A5,01,FE,CA,99,01,17,02,08,00,08,00,05,00,00,00,8C,49,8E,70,8F,01,00,00,54,68,69,73,20,6F,72,64,65,72,20,69,73,20,6E,6F,74,20,69,6E,20,74,68,65,20,62,6F,6F,6B,20,27,4F,72,64,65,72,3A,20,31,20,53,65,6E,64,65,72,43,6F,6D,70,49,44,3A,20,55,30,34,30,30,34,27,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,39,39,39,31,34,3A,31,36,32,31,37,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,33,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,01,00,00,00,00,00,00,00,C5,71,78,AC,41,F7,CE,17,28,81,2F,AD,41,F7,CE,17,03,00,00,00,00,00,00,00,55,53,2C,49,4C,FD,07,FF,FF,01,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF |
Fix Binary Format | templateid=535|35=OrderCancelReject535|9726=5|39001=1715580324236|58=This order is not in the book 'Order: 1 SenderCompID: U04004'|17=99914:16217|5392=ABC|11=U043|1505=13005618|39=U|434=1|37=1|60=1715580369513247173|5297=1715580369525244200|2422=3|9537=US,IL|102=2045|5904=null|1028=1|9765=0|9553=null|9373=null|7552=null| |
iLink 3 Order Cancel Replace Reject
Hex Format | A5,01,FE,CA,99,01,18,02,08,00,08,00,09,00,00,00,8C,49,8E,70,8F,01,00,00,54,68,69,73,20,6F,72,64,65,72,20,69,73,20,6E,6F,74,20,69,6E,20,74,68,65,20,62,6F,6F,6B,20,27,4F,72,64,65,72,3A,20,32,20,53,65,6E,64,65,72,43,6F,6D,70,49,44,3A,20,55,30,34,30,30,34,27,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,39,39,39,31,34,3A,31,36,32,32,30,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,35,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,02,00,00,00,00,00,00,00,37,DA,87,57,45,F7,CE,17,C3,88,E5,57,45,F7,CE,17,05,00,00,00,00,00,00,00,55,53,2C,49,4C,FD,07,FF,FF,01,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF |
Fix Binary Format | templateid=536|35=OrderCancelReplaceReject536|9726=9|39001=1715580324236|58=This order is not in the book 'Order: 2 SenderCompID: U04004'|17=99914:16220|5392=ABC|11=U045|1505=13005618|37=2|60=1715580385268062775|5297=1715580385274202307|2422=5|9537=US,IL|102=2045|5904=null|39=U|434=2|1028=1|9765=0|9553=null|9373=null|7552=null| |
iLink 3 Party Details List Request
Hex Format | 31,00,FE,CA,14,00,19,02,08,00,08,00,39,30,00,00,00,00,00,00,00,45,BE,3D,B9,F6,CE,17,03,00,00,00,07,00,00,0B,00,01,32,73,C6,00,00,00,00,00,43,E8,03 |
Fix Binary Format | templateid=537|35=PartyDetailsListRequest537|1505=12345|5297=1715579783540000000|9726=3|453=1|448=13005618|447=C|452=1000| |
iLink 3 Party Details List Report
Hex Format | B1,00,FE,CA,5D,00,1A,02,08,00,08,00,04,00,00,00,BB,11,81,70,8F,01,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,39,30,00,00,00,00,00,00,13,3B,74,3E,B9,F6,CE,17,FF,FF,FF,FF,FF,FF,FF,FF,01,00,00,01,04,00,00,FF,FF,00,59,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,00,FF,16,00,03,30,30,34,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,01,00,41,43,43,4F,55,4E,54,00,00,00,00,00,00,00,00,00,00,00,00,00,18,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,76,00,02,00,00 |
Fix Binary Format | templateid=538|35=PartyDetailsListReport538|9726=4|39001=1715579457979|1731=|1505=13005618|1510=12345|5297=1715579783551925011|2362=null|1512=1|1511=0|893=1|582=4|1816=0|8000=null|819=null|1598=null|9708=null|1031=Y|5290=null|36023=null|9765=0|9553=null|1671=3|1691=004|1692=C|1693=1|1691=ACCOUNT|1692=C|1693=24|1691=ABC|1692=C|1693=118| |
iLink 3 Request For Quote
Hex Format | 4F,00,FE,CA,37,00,1F,02,08,00,08,00,E5,DF,C6,00,00,00,00,00,01,00,00,00,00,00,00,00,01,02,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,D0,21,47,81,FF,CE,17,55,53,2C,49,4C,01,09,00,01,D4,7E,00,00,FF,FF,FF,FF,FF |
Fix Binary Format | templateid=543|35=RequestForQuote543|1505=13033445|131=1|1028=1|9726=2|5392=ABC|5297=1715589438784000000|9537=US,IL|537=1|146=1|48=32468|38=null|54=null| |
iLink 3 New Order Cross
Hex Format | 9D,00,FE,CA,4A,00,20,02,08,00,08,00,64,12,85,92,B8,2C,F8,00,1C,00,00,00,00,00,00,00,01,1C,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,CA,9A,3B,00,00,00,00,00,00,15,BE,D2,FF,CE,17,00,00,15,BE,D2,FF,CE,17,53,47,00,00,00,EB,B4,02,00,22,00,02,4B,45,4E,43,52,4F,53,53,31,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,64,00,00,00,01,00,4B,45,4E,43,52,4F,53,53,32,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,64,00,00,00,02,00 |
Fix Binary Format | templateid=544|35=NewOrderCross544|548=69854965468041828|2422=28|1028=1|9726=28|5392=ABC|40=2|549=3|550=0|44=1.0000000000|483=1715589788672000000|5297=1715589788672000000|9537=SG|48=177387|552=2|11=KENCROSS1|1505=13005618|38=100|54=1|962=0|11=KENCROSS2|1505=13005618|38=100|54=2|962=0| |
iLink 3 Mass Quote Acknowledgment
Hex Format | 6E,01,FE,CA,5F,01,21,02,08,00,08,00,07,00,00,00,E1,CF,D3,70,8F,01,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,C7,CC,A9,F1,DD,FB,CE,17,51,7A,28,F3,DD,FB,CE,17,FF,FF,FF,FF,FF,FF,FF,FF,53,47,00,00,00,07,00,00,00,FF,FF,FF,FF,00,01,02,00,FF,FF,FF,FF,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,0B,00,00 |
Fix Binary Format | templateid=545|35=MassQuoteAck545|9726=7|39001=1715584880609|58=|5392=ABC|1505=13005618|5979=1715585438735518919|5297=1715585438760598097|131=null|9537=SG|117=7|300=null|5904=null|297=0|1028=1|9772=2|9773=0|9553=null|9373=null|5409=null|304=null|9765=0|7552=null|9182=null| |
iLink 3 Request For Quote Acknowledgment
Hex Format | 72,01,FE,CA,66,01,22,02,08,00,08,00,02,00,00,00,47,56,17,71,8F,01,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,37,30,32,00,00,00,00,00,00,00,00,00,00,00,00,00,00,E5,DF,C6,00,00,00,00,00,75,36,29,48,81,FF,CE,17,97,67,87,48,81,FF,CE,17,01,00,00,00,00,00,00,00,55,53,2C,49,4C,FF,FF,FF,FF,00,01,FF,00,FF,FF,FF,FF,FF,FF,FF,FF |
Fix Binary Format | templateid=546|35=RequestForQuoteAck546|9726=2|39001=1715589305927|58=|5392=ABC|9770=702|1505=13033445|5979=1715589438801262197|5297=1715589438807435159|131=1|9537=US,IL|300=null|5904=null|297=0|1028=1|9553=null|9765=0|7552=null| |
iLink 3 Execution Report Trade Addendum Outright
Hex Format | FF,00,FE,CA,DE,00,24,02,08,00,08,00,CE,00,00,00,E1,CF,D3,70,8F,01,00,00,39,39,39,31,34,3A,4D,3A,37,38,54,4E,30,30,30,30,30,30,36,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,31,31,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,00,69,A6,C4,FE,18,00,00,CA,78,7B,53,02,00,00,00,61,FE,DA,B1,35,FC,CE,17,22,52,BB,B8,35,FC,CE,17,06,00,00,00,00,00,00,00,05,00,00,00,00,00,00,00,55,53,2C,49,4C,88,A0,00,00,01,00,00,00,06,00,00,00,05,00,00,00,90,4D,47,47,01,01,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,7F,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,7F,7F,FF,FF,FF,FF,FF,FF,FF,7F,7F,FF,FF,FF,FF,FF,FF,FF,7F,0F,00,01,00,69,A6,C4,FE,18,00,00,01,00,00,00,59,31,0B,2D,00,00 |
Fix Binary Format | templateid=548|35=ExecutionReportTradeAddendumOutright548|9726=206|39001=1715584880609|17=99914:M:78TN0000006|5392=ABC|11=U0411|1505=13005618|31=27482.5000000000|37=9990535370|60=1715585815622123105|5297=1715585815737487906|527=6|9703=5|9537=US,IL|48=41096|32=1|1506=6|1507=5|75=19856|39=G|150=G|54=1|1028=1|9765=0|18=00000000|5906=null|9373=null|6881=null|5409=null|845=null_-9|828=null|378=null|64=null|541=null|1056=null_null|381=null_null|6262=null_-9|1362=1|1364=27482.5000000000|1365=1|1363=Y1|1622=11| |
iLink 3 Execution Report Trade Addendum Spread
Hex Format | DF,00,FE,CA,BB,00,25,02,08,00,08,00,33,01,00,00,E1,CF,D3,70,8F,01,00,00,39,39,39,31,34,3A,4D,3A,31,32,36,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,31,35,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,00,4D,44,66,17,00,00,00,DD,78,7B,53,02,00,00,00,91,1C,3E,4B,FC,FC,CE,17,86,F7,17,50,FC,FC,CE,17,05,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,55,53,2C,49,4C,3A,3A,00,00,90,00,00,00,01,00,00,00,05,00,00,00,FF,FF,FF,FF,90,4D,48,48,00,01,01,00,02,00,00,FF,FF,FF,0F,00,01,00,4D,44,66,17,00,00,00,01,00,00,00,59,31,0B,29,00,00,1B,00,00 |
Fix Binary Format | templateid=549|35=ExecutionReportTradeAddendumSpread549|9726=307|39001=1715584880609|17=99914:M:126|5392=ABC|11=U0415|1505=13005618|31=100.5000000000|37=9990535389|60=1715586668599057553|5297=1715586668680443782|527=5|9703=null|9537=US,IL|48=14906|37711=144|32=1|1506=5|1507=null|75=19856|39=H|150=H|40=null|54=1|1028=1|9765=0|393=2|18=00000000|5906=null|9373=null|6881=null|5409=null|1362=1|1364=100.5000000000|1365=1|1363=Y1|1622=11| |
iLink 3 Execution Report Trade Addendum Spread Leg
Hex Format | E5,00,FE,CA,C4,00,26,02,08,00,08,00,34,01,00,00,E1,CF,D3,70,8F,01,00,00,39,39,39,31,34,3A,4D,3A,31,32,32,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,31,35,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,00,70,A3,2F,FE,18,00,00,DD,78,7B,53,02,00,00,00,91,1C,3E,4B,FC,FC,CE,17,0A,A2,27,50,FC,FC,CE,17,05,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,55,53,2C,49,4C,88,A0,00,00,01,00,00,00,0B,00,00,00,FF,FF,FF,FF,90,4D,48,48,01,00,01,FF,FF,FF,FF,FF,FF,FF,FF,FF,7F,7F,FF,FF,FF,FF,FF,FF,FF,7F,7F,0F,00,01,00,70,A3,2F,FE,18,00,00,01,00,00,00,59,31,0E,1B,00,00 |
Fix Binary Format | templateid=550|35=ExecutionReportTradeAddendumSpreadLeg550|9726=308|39001=1715584880609|17=99914:M:122|5392=ABC|11=U0415|1505=13005618|31=27480.0000000000|37=9990535389|60=1715586668599057553|5297=1715586668681470474|527=5|9703=null|9537=US,IL|48=41096|32=1|1506=11|1507=null|75=19856|39=H|150=H|1028=1|9765=0|54=1|64=null|1056=null_null|381=null_null|1362=1|1364=27480.0000000000|1365=1|1363=Y1|1622=14| |
iLink 3 Security Definition Request
Hex Format | 7D,00,FE,CA,48,00,30,02,08,00,08,00,32,73,C6,00,00,00,00,00,01,00,00,00,00,00,00,00,01,1D,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,40,BB,C2,DE,17,00,CF,17,43,4F,4D,42,4F,00,00,00,55,53,2C,49,4C,01,00,01,00,01,01,00,00,00,FF,13,00,02,FF,FF,FF,FF,FF,FF,FF,7F,53,09,83,02,FF,FF,FF,7F,00,01,01,FF,FF,FF,FF,FF,FF,FF,7F,55,09,83,02,FF,FF,FF,7F,00,02,01 |
Fix Binary Format | templateid=560|35=SecurityDefinitionRequest560|1505=13005618|320=1|1028=1|9726=29|5392=ABC|321=1|5297=1715590085573000000|762=COMBO|9537=US,IL|916=1|917=1|37715=1|5677=1|6651=255|555=2|603=8|566=null_-9|602=42142035|1017=null_0|624=1|623=1|603=8|566=null_-9|602=42142037|1017=null_0|624=2|623=1| |
iLink 3 Security Definition Response
Hex Format | E6,01,FE,CA,AE,01,31,02,08,00,08,00,4A,01,00,00,E1,CF,D3,70,8F,01,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,01,00,00,00,00,00,00,00,99,71,36,BE,5B,83,39,03,D1,6B,D5,F0,17,00,CF,17,39,39,00,00,00,00,4F,50,54,00,00,00,55,53,2C,49,4C,74,AC,C5,02,00,00,00,E8,07,06,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,7F,00,00,00,00,00,00,00,00,02,02,01,FF,01,00,FF,13,00,02,FF,FF,FF,FF,FF,FF,FF,7F,FF,FF,FF,7F,7F,53,09,83,02,01,01,FF,FF,FF,FF,FF,FF,FF,7F,FF,FF,FF,7F,7F,55,09,83,02,02,01,10,00,00 |
Fix Binary Format | templateid=561|35=SecurityDefinitionResponse561|9726=330|39001=1715584880609|58=|2714=|5392=ABC|55=|1505=13005618|320=1|322=232361285842792857|5297=1715590085876214737|1151=99|167=OPT|9537=US,IL|48=46509172|15=|22=8|200=2024_6_null_null|5904=null|916=null|917=null|37715=null|5677=null|788=|323=2|9779=Y|827=2|1028=1|9553=null|9776=1|9765=0|6651=255|555=2|566=null_-9|1017=null_null|603=8|602=42142035|624=1|623=1|566=null_-9|1017=null_null|603=8|602=42142037|624=2|623=1| |
iLink 3 Order Mass Action Report
Hex Format | B1,00,FE,CA,82,00,32,02,08,00,08,00,3C,01,00,00,E1,CF,D3,70,8F,01,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,80,10,48,69,10,FE,CE,17,6E,6D,AA,69,10,FE,CE,17,39,30,00,00,00,00,00,00,30,93,F4,05,00,00,00,00,00,00,00,00,00,00,53,47,00,00,00,FF,FF,FF,7F,FF,FF,01,01,09,01,00,00,00,01,FF,63,FF,FF,00,FF,FF,FF,00,FF,FF,FF,FF,FF,FF,FF,FF,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,20,00,01,55,30,34,32,31,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,FE,78,7B,53,02,00,00,00,0A,00,00,00 |
Fix Binary Format | templateid=562|35=OrderMassActionReport562|9726=316|39001=1715584880609|5392=ABC|1505=13005618|60=1715587854514000000|5297=1715587854520446318|2422=12345|1369=99914544|1373=3|1151=|9537=SG|48=null|5904=null|1375=1|1028=1|1374=9|533=1|893=1|1376=null|1300=99|6115=null|54=null|40=null|59=null|9553=null|9373=null|9765=0|7552=null|9937=|2807=|534=1|41=U0421|535=9990535422|84=10| |
iLink 3 Quote Cancel Acknowledgment
Hex Format | 82,01,FE,CA,70,01,33,02,08,00,08,00,08,00,00,00,E1,CF,D3,70,8F,01,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,DD,45,EE,1C,DF,FB,CE,17,E8,E6,48,1D,DF,FB,CE,17,24,33,00,00,00,00,55,53,2C,49,4C,08,00,00,00,FF,FF,FF,FF,01,04,00,00,00,00,00,30,FF,FF,FF,00,FF,FF,FF,FF,FF,FF,FF,FF,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,FF,09,00,00,04,00,00 |
Fix Binary Format | templateid=563|35=QuoteCancelAck563|9726=8|39001=1715584880609|58=|5392=ABC|1505=13005618|5979=1715585443756393949|5297=1715585443762333416|9774=$3|9537=US,IL|117=8|300=null|5904=null|1028=1|297=4|9772=0|9773=0|9775=0|9553=null|304=null|9373=null|9765=0|7552=null|9937=|2807=|9182=null| |
Good Till Cancel (GTC) and Good Till Date (GTD) orders
Customers should manage cancellation of GTC and GTD orders on iLink 2 sessions and resubmission of GTC and GTD orders on new iLink 3 sessions.
Market Integrity Controls
Messaging Controls
Messaging Controls prevent violation of the maximum Transactions per Second (TPS) rule. Messaging Controls measure Transactions per Second (TPS) and are enforced at the iLink session level.
iLink 3 for Convenience Gateways will have the same messaging controls as iLink 2 except for the changes described below.
Session Layer Messaging Controls
The thresholds are in place for the following Session Layer message types:
- Negotiate
- Establish
- Terminate
- Sequence
- Retransmit Request
Application Messaging Controls
Module | Messaging Controls |
---|---|
Common | New Order ( 35=D) OrderCancel-Replace Request( 35=G) OrderStatus Request ( 35=H) Security Definition Request( 35=c) OrderMass Status Request ( 35=AF) Quote Request for Quote( 35=R) New Order Cross ( 35=s) Party Details Definition Request ( 35=CX) Party Details List Request ( 35=CF) |
Cancel | Order Cancel Request (35=F)Order Mass Action Request Cancel (35=CA) |
Mass Quote | Mass Quote Quote (35=i) Mass Quote Cancel (35=Z) |
Application Messaging Thresholds
...
Messaging Thresholds
...
Action Type
...
Message Type
...
Error Code
...
Exceeding Reject Threshold
...
Reject subsequent messages until the TPS rate falls below the threshold.
...
Business Reject (tag 35-MsgType=j)
Messages submitted by the client system on an iLink 3 session are monitored by the number of messages sent over a pre-defined time interval. The time interval begins with the first message processed. At the end of the interval, if no violation has occurred, the message count and interval reset pending the next message processed.
If an iLink 3 session exceeds one or more of the Reject thresholds, subsequent messages are rejected via a BusinessLevel Reject (tag 35-MsgType=j) message until the messages per second (MPS) rate falls below the threshold. Exceeding the larger Terminate threshold will result in a Termination of the offending iLink session.
Message Types | Enforcement Schedule | Reject Threshold | Terminate Threshold | Interval |
---|---|---|---|---|
Cancel Request (tag 35-MsgType=F) Order Mass Action Request (tag 35-MsgType=CA) | Continuous | 1000 | 1500 | Three-second window |
New Order (tag 35-MsgType=D) Order Cancel/Replace (tag 35-MsgType=G) Order Status Request (tag 35-MsgType=H) Request for Quote (tag 35-MsgType=R) New Order Cross (tag 35-MsgType=s) Security Definition Request (tag 35-MsgType=c) Order Mass Status Request (tag 35-MsgType=AF) Application messages that fail business validation | All other hours | 500 | 750 |
Messaging Thresholds and Action Types
Messaging Thresholds | Action Type | Message Type | Error Code |
---|---|---|---|
Exceeding Reject Threshold | Reject subsequent messages until the TPS rate falls below the threshold. | Business Reject (tag 35-MsgType=j) | Tag 380-BusinessRejectReason=8 |
Exceeding Terminate Threshold | Terminate the offending iLink 3 session. | Terminate (35=Terminate) | Tag 39012-ErrorCodes=9 |
Party Details Messages
Party Details messages can be counted in session layer or application layer messaging controls depending on whether the messages are sent to CGWs or OESGWs:
Messages | MSGWs | OESGW |
---|---|---|
PartyDetailsDefinitionRequest messages with PartyDetailsListRequestID≠0 | Administrative Message Controls | Common Module |
PartyDetailsDefinitionRequest messages with PartyDetailsListRequestID=0 | Common Module *Regardless of whether the PartyDetailsDefinitionRequest message is sent on-demand directly preceding each New Order-Single, Order Cancel Replace Request, Order Cancel Request, etc. | Administrative Message Controls |
PartyDetailsListRequest | Administrative Message Controls | Common Module |
Automated Port Closure
CME Globex will automatically terminate and close both the primary and backup ports for any iLink 3 session on the 5th invalid negotiate and establish attempts in 60 seconds.
...
Primary and secondary clearing firm administrators must contact the Global Command Center directly to have a port re-opened.
iLink 3 CGW Message Specifications
See the following topics for message specifications:
iLink 3 CGW Front-End Audit Trail Requirements
The required audit trail specifications apply to all systems implementing iLink 3 CGW. All client systems must be certified for Audit Trail for iLink 3 CGW prior to using the production environment.
For additional information, please review the Market Regulation Advisory Notice on order routing and front-end audit trail regulatory requirements.
Contact Information
For technical development support, contact Certification Support for Electronic Trading (CSET).
For production requests, please contact the Global Command Center (GCC).
For all other inquiries, please contact Global Account Management (GAM).