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

iLink 2 Standard Header - CME Globex to Client System

 

 

 

 

When any of the following mandatory tags are submitted blank by the client system to CME Globex:

  •  

    • tag 49-SenderCompID

    • tag 50-SenderSubID

    • tag 142-SenderLocationID

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
N = automated

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:

  • 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: Conditional




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