Scenario 3 - Security Definition Request - New Order Response to RFQ

In this figure, the client system sends an iLink Security Definition Request (tag 35-MsgType=c) message.

CME Globex responds with a market data MDP 3.0 - Security Definition request (tag 35-MsgType=d) message to the market and an iLink Security Definition Response (tag 35-MsgType=d) to the client system.

CME Globex automatically generates a market data MDP 3.0 - Request for Quote (tag 35-MsgType=R) message.

A market participant responds with an iLink iLink New Order - Single (tag 35-MsgType=D) message to CME Globex. CME Globex responds with a market data MDP 3.0 - Market Data Incremental Refresh (tag 35-MsgType=X) to the market.