Establishment Reject

39011

Reason

String48

48

N

Reject reason details.

Only used for descriptive rejects.

39001

UUID

uInt64

8

Y

Matches Establish.UUID value.

39002

RequestTimestamp

uInt64

8

Y

Matches Establish.RequestTimestamp value.

39013

NextSeqNo

uInt32

4

Y

Next expected message sequence number.

On primary connection, the expected message sequence number of the next business message from CME to customer.

• At the beginning of the week this should be set to 1

• Should be set to last known message sequence number + 1 for Establish message sent midweek using same UUID as previous Establish message

• Should be set to 1 for Establish message sent midweek using different UUID from previous Establish message

On backup connection, this will be set to 0.

39012

ErrorCodes

uInt16

2

Y

Rejection codes:

0 - HMACNotAuthenticated: failed authentication because identity is not recognized

1 - HMACNotAvailable: HMAC component is not responding (5sec)

3 - InvalidTimestamp: Timestamp is not greater than the one last used or value sent by the client is out of acceptable range (MIN, MAX)

4 - RequiredHMACSignatureMissing: empty bytes in HMACSignature field

5 - RequiredAccessKeyIDMissing: empty bytes in AccessKeyID field

6 - RequiredSessionMissing: empty bytes in Session field

7 - RequiredFirmMissing: empty bytes in Firm field

9 - RequiredRequestTimestampMissing: null value in RequestTimestamp field

10 - SessionBlocked: session and firm are not authorized for this port

11 - InvalidKeepAliveInterval: value is out of acceptable range (MIN, MAX)

12 – InvalidAccessKeyID: contains non-printable ASCII character

13 – InvalidSession: contains non-printable ASCII character

14 – InvalidFirm: contains non-printable ASCII character

15 - Volume Controls - exceeding TPS limit as defined for volume controls (reject action)

16 - SplitMessageRejected - Messages queued due to split message penalty being rejected because of logout or disconnect

17 - SplitMessageQueue - Reached threshold of messages queued due to split message penalty

18 - RequiredTradingSystemNameMissing: empty bytes in TradingSystemName

19 - RequiredTradingSystemVersionMissing: empty bytes in TradingSystemVersion

20 - RequiredTradingSystemVendorMissing: empty bytes in TradingSystemVendor

21 - RequiredKeepAliveIntervalMissing: null value in KeepAliveInterval field

23 - InvalidTradingSystemName: contains non-prinatable ASCII character

24 - InvalidTradingSystemVersion: contains non-prinatable ASCII character

25 - InvalidTradingSystemVendor: contains non-prinatable ASCII character

27 - DesignatedBackup - Using Designated backup before designated primary not allowed

39010

FaultToleranceIndicator

FTI

1

Y

0 – Backup

1 – Primary

Indicates whether the connection is the primary or backup.

9553

SplitMsg

uInt8NULL Enum

1

N

0=Split Msg Delayed

1=Out of Order Msg Delayed

2=Complete Msg Delayed

Indicates one of the following:

• 0 = a message was delayed as a result of being split among multiple packets (0)

• 1 = a message was delayed as a result of TCP re-transmission (1)

• 2 = a complete message was delayed due to a previously submitted split or out of order message (2).

If absent then the message was not delayed and was neither split nor received out of order.