Session Layer Validation Conditions

This table lists the text reasons that can be sent in tag 58-Text of the Session Level Reject message when an iLink message from a client system does not pass CME Globex session-level validation. 

Session Layer Validation

Tag 58-Text

Session Layer Validation

Tag 58-Text

All Messages (header)

 

Tag 8-BeginString

  • BeginString (8) tag is not present

  • BeginString (8) tag has an incorrect value, should be FIX4.2

Tag 9-BodyLength

  • BodyLength (9) tag is not present

  • BodyLength (9) tag has an incorrect value: should be ( )

Tag 35-MsgType

  • Could not extract message type.

  • UNKNOWN Message received. Message Type = ( )

Tag 34-MsgSeqNum

In session logon message must have 34=1. Logout forced.

Tag 49-SenderCompID

  • "SenderCompId (49) tag is not present"

  • "Invalid SenderCompID (49) tag. Logout forced."FTI
    Received invalid fault tolerance indicator = ( ) Logout forced.
    if LOGGED_OFF and if Msg Type is Logon (A)  and FTI is  (not U or N) or Null then

  • Invalid logon.  Logout forced.

  • Received initial logon message with Primary Indication = ( ) + Expected U or NThis message comes from backup:

  • Received invalid fault tolerance indicator = ( ). Expected Bif logged off and MsgType is non logon msg then:
    Non logon message received while not logged on.

Tag 50-SenderSubID

  • SenderSubId (50) tag is not present

  • Business Reject: Other '50 (SENDER_SUB_ID) length: 1 min: 2'

  • tag SenderSubID (50) can contain only alphanumeric values

Tag 52-SendingTime

  • SendingTime (52) tag is not present

  • SendingTime (52) tag is not formatted properly ( )

Tag 56-TargetCompID

  • TargetCompId (56) tag is not present

  • TargetCompId (56) tag has an incorrect value: ( ) should be CME

Tag 57-TargetSubID

  • TargetSubId (57) tag is not present

  • TargetSubId (57) tag has an incorrect value: ( ), should be G

Tag 142-SenderLocationID

SenderLocationId (142) tag is not present

All Messages (trailer)

 

10-CheckSum

Invalid FIX message. Checksum tag not found.

Logon (tag 35-MsgType=A)

 

If tag 43-PossDupFlag=Y (resend), then check:
tag 122-OrigSendingTime

  • Cannot have an Original Sending Time field on an initial logon. Logout forced.

  • In-session logon may not include OrigSendingTime field. Logout forced.

Tag 96-RawData

Invalid logon.  Logout forced.

Tag 141-ResetSeqNumFlag

  • Cannot have Reset Sequence Number Flag=Y during initial logon. Logout forced.

  • In session logon message must have 141=Y. Logout forced.

Tag 108-HeartBtInt

  • Error during logon. Heartbeat tag invalid.

  • Error during logon. Heartbeat value invalid. Received: ( ), expected value in range 5-999

 

All messages EXCEPT: Cross Request (tag 35-MsgType=s), Quote Request(tag 35-MsgType=R)

Tag 11-ClOrdID

  • ClOrdID (11) tag is not present

  • Last 8 characters of tag ClOrdID (11) cannot contain spaces only

New Order (tag 35-MsgType=D)

 

tag 1-Account

For Access Manager: this account is prevented from trading this physically delivered contract 150 days before the last trading day

Order Cancel Request (tag 35-MsgType 35=F)
Cancel/Replace Request (tag 35-MsgType=G)

 

Tag 37-OrderID

OrderID (37) must be present on a Cancel or Cancel Replace Request.

New Order (tag 35-MsgType=D)
Cancel/Replace Request (tag 35-MsgType=G)

 

tag 38-OrderQuantity

  • OrderQty (38) must be present on a New Order or Cancel/Replace Request.

  • For Globex Credit Controls (GC2): Credit Limit Violation: Order Quantity x exceeds Clip Size: y.

 

  • Position Limit Violation for Account: <Account>, Position Increase: <position> makes position above the BUY Position Limit: <Limit> by amount: <Amount>. Limit set by CMF for Product Code: <Product Code>

  • Position Limit Violation for Account: <Account>, Position Increase: <position> makes position above the BUY Position Limit: <Limit> by amount: <Amount>. Limit set by EF for Product Code: <Product Code>

  • Pre-Trade Registration Violation: Account: <Account> is not Registered for this Executing Firm

  • Pre-Trade Registration Violation: Account: <Account> is not Registered to Trade Product Code: <Product Code>

  • Pre-Trade Registration Violation: Account: <Account> is not Registered to Trade UDS Covereds

  • Pre-Trade Registration Violation: Account: <Account> has been Suspended from Trading by the CMF for this Executing Firm

tag 1031-CustOrderHandlingInst

  • Required Field Missing 'Missing field: 'CustOrderHandlingInst (1031)'

  • Invalid FIX Field: 1031=<null>

  • tag CustOrderHandlingInst (1031) contains invalid value:  <>

  • Invalid FIX Field: 1031=<null>

If the quantity is present in tag 210-MaxShow, then check:
tag 59-TimeInForce

Display Quantity orders may not include Fill and Kill (FAK)/ Fill or Kill(FOK)

Order Status Request (tag 35-MsgType=H)

 

 

  • Exceeded maximum number of unacknowledged OSR requests.

  • Order Status Not Found.

  • CltOrdId (11) tag is not present.

Resend Request (tag 35-MsgType=2)

 

Tag 7-BeginSeqNo & Tag 16

  • Invalid BeginSeqNum. Integer required. /Invalid EndSeqNum. Integer required.)

  • Error. Received new Resend Request while already processing a Resend Request.

  • Invalid BeginSeqNum or EndSeqNum. Cannot be greater than last seq num sent.

  • Invalid BeginSeqNum. Cannot be less than 1.

  • Invalid EndSeqNum. Cannot be less than 0.

  • Range of messages to resend is greater than maximum allowed ( )

  • "BeginSeqNo is greater than EndSeqNo."

 

tag 1031-CustOrderHandlingInst

Invalid FIX Field: 1031=<null>

Messaging Control Violations

Volume Controls initiated Reject due to exceeding Mass Quote Message limit. Current TPS: ####

Volume Controls initiated Reject. Current TPS:####

 




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