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iLink 3 uses Simple Binary Encoding (SBE) optimized for low latency of 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.

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iLink 3 message schema supports the Simple Binary Encoding Specification - SBE version 1.0 release candidate 4

Noteinfo

Users must be registered with FIX Protocol Organization to access the Simple Binary Encoding Documentation and will need a User ID provided by FPL to logon to the site.

The default data ranges and null indicator are listed below for each integer encoding.

Type

Min

Max

Null

uInt8

0

254

255

uInt16

0

65534

65535

uInt32

0

4294967294

4294967295

uInt64

0

9223372036854775807

18446744073709551615

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  • An overall message length including headers to support framing.
  • An identifier of the encoding used in the message payload. This supports selecting the correct decoder in the case where multiple message encodings are used on a session. It also aids tools such as protocol analyzers to identify message protocols contained in network packets.
Info

The framing standard specifies that the framing header will always be encoded in little-endian byte order.

Simple Open Framing Header (SOFH)

(4 bytes)

SBE Header

(8 bytes)

SBE Message

(Variable Length)

Message Length: 2 bytes

  • Overall message length including headers to support framing

Block Length: 2 bytes

  • The total space reserved for the root level of the Message

Customer to CME Globex Messages

Example:

  • New Order Single
  • Order Cancel Replace Request
  • Order Cancel Request
  • Mass Quote

Encoding Type: 2 bytes

  • CME SBE Version 1.0 Little-endian: 0xCAFE
  • Identifier of the encoding used in the message payload

TemplateID: 2 bytes

  • Message Template Identifier

CME Globex to Customer Messages

Example:

  • Execution Reports
  • Mass Quote Acknowledgement
  • Business Rejects

SchemaID: 2 bytes

  • Identifier of the Message Schema that contains the Template


Version: 2 bytes

  • Version of the Message Schema in which the Message is defined


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In addition to the generic User Name/Password, client systems can connect using the same credential currently used for CME SFTP site. Additional information pertaining to the CME Secure SFTP site is available in CME Clearing Advisory Notice 15-105.

Schema Versioning

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The schema.xml file is versioned each time an update is made. All elements in a message schema are of the same version. The first version of a schema is version zero, and the version number is incremented each time a schema is changed.

iLink 3 message schema is backward compatible. Customers can send messages using the preceding version of a schema, however CME Globex will only send messages using the latest version of a schema. 

Schema Header 

The following is the layout of the SBE Schema header:

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