iLink 2 Application Message Formats

This page lists the application messages used to transact business functions on the CME Globex platform. Typically, a message sent from the client system to CME Globex will elicit a response message from CME Globex.

From Client System to CME Globex

iLink 2 New Order - submit a new order on an instrument
iLink 2 Order Cancel Request - cancel an accepted order
Order Cancel/Replace Request - cancel an accepted order and replace it with a new order
iLink 2 Order Status Request - request status of an order, e.g. filled, cancelled, etc.
iLink 2 Quote Request - solicit a quote for an instrument
iLink 2 Security Definition Request - create a User Defined Spread (UDS) instrument
iLink 2 New Order Cross - submit a two-sided order submitted by a single party/broker at the same price and quantity
iLink 2 Mass Quote - submit bid/ask pairs and generate two-sided markets for multiple instruments for CME Group options
iLink 2 Quote Cancel - cancel one or more quotes
iLink 2 Order Mass Status Request - request the status of multiple orders
iLink 2 Order Mass Action Request - cancel multiple orders.

From CME Globex to Client System

Execution Report: Order Creation Cancel or Modify - acknowledges receipt of New Order, Order Cancel Request, or Order Cancel/Replace Request from the client system
Execution Report: Order Status Request Acknowledgment - acknowledges receipt of the Order Status Request from the client system
Execution Report: Fill Notice - acknowledges that client order has been filled
Execution Report: Order Elimination - sent when client order expires or is canceled by CME Globex
Execution Report: Reject Message - sent when a New Order message is rejected
Execution Report: Trade Cancel - sent when a trade is canceled by CME Group
iLink 2 Execution Report - Trade Correction - sent when a trade is modified by CME Group
iLink 2 Order Cancel and Order Cancel-Replace Reject - sent to reject Order Cancel Request and Order Cancel-Replace Request
iLink 2 Security Definition - sent in acknowledgment of a successfully created UDS instrument
iLink 2 Quote Acknowledgment - sent in acknowledgment of accepted Mass Quotes
iLink 2 Quote Cancel Acknowledgment - sent to acknowledge cancellation of one or more quotes
iLink 2 Order Mass Action Report - sent to confirm the number of orders cancelled by an Order mass Action Request.