Drop Copy Session Level Reject

CME Globex sends the Session Level Reject (tag 35-MsgType=3) message when the inbound (client sys­tem to CME Globex) message fails to pass a CME Globex session-level validation check. These messages have invalid basic data (e.g., CheckSum and BodyLength), but successfully passed de-encryption validations. The reason a message is rejected is described in tag 58-Text field.

Reasons that a Session Level Reject (35=3) message is sent include: 

• Required tag missing

• Undefined tag included

• Tag specified without a value

• Value is incorrect (out of range or invalid) for this tag

• Incorrect data format for value

• CompID problem

• SendingTime accuracy problem

• CME Globex Credit Controls credit limit violation

The following diagram illustrates an unsuccessful message transmission and Session Level Reject (35=3) scenario.

In this diagram the client system sent a FIX Resend Request message with invalid data in tag 16-EndSeqNo. As a result, CME Globex issues a Session Level Reject (35=3) with a descriptive reason in tag 58-Text (Invalid EndSeqNum. Integer required).

If a client system submits a message that cannot be parsed or fails a data integrity check, Drop Copy will not send a response message. In such a scenario, when the next valid message is processed, Drop Copy will detect a sequence gap and generate a Resend Request (tag 35-MsgType=2) message. If the client system resends the corrected message and it is valid, normal processing will continue.