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  • identify iLink messages not sent completely in a single network packet or received out-of-order
  • add processing time of at least 3 microseconds on the responsible iLink session
  • notify client the reason for the additional processing and the duration.
Noteinfo

This functionality is available only on MSGW sessions.

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Additional incomplete messages received during the processing window will cause the window to extend.

Noteinfo

As a result of safeguard processing: 

IF session AAA sends an incomplete message,

THEN session BBB sends a complete message,

THEN session BBB’s message may reach the match engine before that of session AAA.

Example 1

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– Single Split Message

Assume the additional processing duration is 3 microseconds.

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  • all resting orders are cancelled for all Cancel-on-Disconnect–registered MSGW sessions on a best-effort basis
  • all resting quotes are cancelled on behalf of Mass Quote customers
  • all in-flight messages will be rejected as follows:
    • CME Globex will send the Logout (tag 35-MsgType=5) message to notify client system of rejected orders, and terminate the session
      • the reason for logout will be in tag 58-Text="MSGW safeguard exceeded: no. of messages" (i.e. the total number of rejected messages at the time the safeguard process reached the logout threshold).
      • the sequence number from client system to CME Globex will not be incremented
      • tag 369-LastMsgSeqNumProcessed will have the last client system’s sequence number processed by CME Globex prior to the safeguard process
      • tag 789-NextExpecedMsgSeqNum will have the correct sequence number for the next message that the client system sends to CME Globex
Noteinfo

CME Group reserves the right to change the additional processing duration and/or logout threshold.

Noteinfo

Automated Port Closure can be triggered for sessions logged out as a result of exceeding the logout threshold if a customer continues to send iLink messages when the session has not been successfully logged back in.

Example 5 – Session Logout

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