This topic includes CME STP FIX session management use cases and FIX Client subscription and request use cases.
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The FIX Client should reset incoming and outgoing sequence numbers every time a CME STP FIX session is established.
| Note | title | Warning
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| Info |
This includes scenarios where connectivity has been lost. These sessions should not be reestablished. |
- FIX Client sends Logon (tag 35-MsgType = A) message from FIX Client to contain tag 34-MsgSeqNum = 1 and tag 141-ResetSeqNumFlag = Y.
- CME STP FIX responds with Logon (tag 35-MsgType = A) message.
- CME STP FIX session between FIX Client and CME STP FIX is established.
- CME STP FIX waits for a Trade Capture Report Request (tag 35-MsgType = AD) message from CME STP FIX Client.
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On rare occasions, the CME STP FIX gateway may be available to clients but upstream systems are unavailable. In these scenarios, CME STP FIX clients would experience the following messaging flows.
| Noteinfo |
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In all scenarios, CME Group strongly recommends client systems resend messages no more frequently than one message every 30 seconds. |
Internal Errors – Client Logon
If CME STP FIX does not have access to upstream CME Group systems—
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- FIX Client sends Resend Request (tag 35-MsgType = 2) with the following tags:
- tag 7-BeginSeqNo = # (Valid sequence number for session)
- tag 16-EndSeqNo =0,1 (0=Up to 2500 messages, when available. 1 - 2500=Up to specified number of messages, when available)
- CME STP FIX resends all requested CME Group trades (Trade Capture Report (tag 35-MsgType = AE) message(s)) received from CME STP back to FIX Client.
- CME STP FIX waits for new message from FIX Client.
FIX Client Requests Snapshot of CME Group Trades
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