iLink 2 Business Level Reject

CME Globex sends a Business Level Reject (tag 35-MsgType=j) message when a message submitted by the client system fails business-level validation.

Tag

Name

Enumeration

Req

Description

iLink 2 Standard Header - CME Globex to Client System

 

 

 

 

 

35

MsgType

String(2)

j=Business Level Reject

Y

Header tag identifying message type.

45

RefSeqNum

SeqNum(10)

 

Y

Tag 34-MsgSeqNum of the rejected message.

372

RefMsgType

String(2)

 

Y

Tag 35-MsgType of the rejected message.

379

BusinessRejectRefID

String(32)

 

N

Identifier of the rejected message.

  • Tag 117-QuoteID if the message is a Mass Quote or Quote Cancel message.

  • Tag 320-SecurityReqID of the Security Definition Request if the message is a User Defined Instrument.

  • Tag 548-CrossID of the rejected Request for Cross (tag 35-MsgType=R) message.

380

BusinessRejectReason

Int(2)

0=Other
1=Unknown ID
2=Unknown security
3=Unsupported message type
4=Application not available
5=Conditionally required field missing
6=Not authorized
7=Delivery to firm not available at this time

Y

Code identifying reject reason.

58

Text

String(200)

 

Y*

Additional information on the reject reason.

1028

ManualOrderIndicator

Boolean(1)

Y = manual
N = automated

Y*

Indicates if order was sent manually or generated by automated trading logic.

5149

Memo

String(75)

 

N

Allows users to submit a free-form Note tag with a customer order and persists from order entry through clearing

Note: if tag 5149-Memo value on inbound messages exceeds the max length of 75 bytes, iLink will return a truncated 75 bytes from the right on the response.

1031

CustOrderHandlingInst

String(1)

W - Desk

Y - Electronic (Default)

C - Vendor-provided Platform billed by Executing Broker

G - Sponsored Access via Exchange API or FIX provided by Executing Broker

H - Premium Algorithmic Trading Provider billed by Executing Broker

D - Other, including Other-provided Screen

Y

Defines source of original order.

9553

SplitMsg

Int(1)

0 – Split message 

1 – Out-of-order message 

2 – Complete message 

N

Indicates whether a message was subject to additional processing as a result of being:

  • split among multiple packets (0)

  • out-of-order (1)

  • a previously submitted split message (2)

If absent, then the message was not subject to additional processing.

iLink 2 Standard Message Trailer

 

 

 

 

End of message

 

Y: Required by FIX protocol, Y*: Required by CME Globex (not by FIX protocol), N: Not Required, C: Conditionally




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