iLink 3 Binary Order Entry - BrokerTec Markets
To trade BrokerTec products on the CME Globex platform customers must implement the order entry functionality described in iLink 3 Binary Order Entry, and, if applicable, the market data functionality described in MDP 3.0. Customers with this functionality in place can refer to the BrokerTec-specific functionality described in this topic.
Contents
- 1 BrokerTec Market Functionality
- 1.1 BrokerTec Markets on CME Globex
- 1.1.1 Market Access
- 1.1.2 Supported Order Types & Qualifiers
- 1.1.2.1 Order Types (tag 40-OrderType)
- 1.1.2.2 Order Qualifiers (tag 59-TimeInForce)
- 1.1.2.3 Fill And Kill (FAK)
- 1.1.2.4 Good 'till Cancelled (GTC)/Good 'till Date (GTD)
- 1.1.2.4.1 GTC/GTD Order Elimination
- 1.1.2.4.2 Only Best
- 1.1.2.4.3 Cancel on Disconnect
- 1.1.2.4.4 CME Reference Data API
- 1.1.2.4.5 Security Definition
- 1.2 BrokerTec on CME Globex Display Quantity
- 1.3 BrokerTec on CME Globex Mass Quote
- 1.1 BrokerTec Markets on CME Globex
- 2 Order Entry Messages
- 2.1 FIX Tags
- 2.2 New Repeating Group
- 2.3 New Message Type
- 3 Duplicate Order Validation
- 4 Cancel on Disconnect
BrokerTec Market Functionality
This section summarizes iLink 3 considerations specific to BrokerTec markets.
See also: BrokerTec on CME Globex Market Functionality
To access the BrokerTec Support Portal you must be an existing customer or vendor with a signed Non-Disclosure Agreement (NDA) in place with BrokerTec.
BrokerTec Markets on CME Globex
Customers developing applications to trade BrokerTec products on CME Globex must be aware of the following:
Market Access
BrokerTec markets are only available through iLink 3 Binary Order Entry
BrokerTec markets are only available through dedicated Market Segment Gateways (MSGWs)
Supported Order Types & Qualifiers
The following order types and order type qualifiers are supported:
Order Types (tag 40-OrderType)
OrderType=2 (Limit order)