iLink 2 Session Level Reject
The Session Level Reject (tag 35-MsgType=3) message is sent by CME Globex when a session level error has occurred.
Tag | Name | Enumeration | Req | Description | |
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| When any of the following mandatory tags are submitted blank by the client system to CME Globex:
the Reject message will return that tag with the string value "null". | |
35 | MsgType | Sting(2) | 3=Session Level Reject | Y | Header tag identifying message type. |
45 | RefSeqNum | Int(9) |
| Y | Tag 34-MsgSeqNum of the rejected message. |
58 | Text | String(200) |
| N | Provides the reason the order was rejected. See Session Layer Validation Conditions for more information. |
371 | RefTagID | String(23) |
| N | Contains the tag 117-QuoteID value from Mass Quote Request when the request is rejected by exceeding the Mass Quote messaging threshold limit. Sent for Mass Quote message violations only. |
373 | SessionRejectReason | Int(2) | 70 = Mass Quote message violations 71 = Mass Quote entry violations 72 = Messaging Control message violations 73 = Messaging Control cancel violations | N | Indicates reject reason for Mass Quote Governor rejects and Messaging Control rejects. |
1028 | ManualOrderIndicator | Boolean(1) | Y = manual | Y* | Indicates if order was sent manually or generated by automated trading logic. Not present on Session-level messages. |
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:
If absent, then the message was not subject to additional processing. |
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| End of message. |
Y: Required by FIX protocol, Y*: Required by CME Globex (not by FIX protocol), N: Not Required, C: Conditional
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