CME STP FIX - Session Layer Management
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Client systems are required to use TCP/IP over Transport Layer Security (TLS) 1.2 to initiate a socket connection to CME STP FIX Server.
Standard FIX Header and Trailer
All CME STP FIX messages to and from client systems must have FIX Standard Header and Trailer components.
Header from Client System to CME STP FIX
All applicable FIX Header tags are documented in Client Systems to CME STP FIX. The following combined SenderCompID + TargetCompID must be unique per FIX session.
Header Tag | Required | Usage |
|---|---|---|
tag 49-SenderCompID | Y | Indicates the sender of the message. Client assigned value. Could be a firm level identifier such as Trading firm name or Globex Firm ID (GFID) |
tag 56-TargetCompID | Y | Assigned value used to identify the receiving firm. Format: ‘CMESTPFIX#’ The value will be incremented for each new session at the Firm, e.g., CMESTPFIX1, CMESTPFIX2, CMESTPFIX3, etc. up to CMESTPFIX50 |
Header from CME STP to Client system
All applicable FIX Header tags are documented in CME STP FIX to Client Systems. Messages outbound from CME STP FIX will swap values between tag 49-SenderCompID and tag 56-TargetCompID from the values populated in the inbound messages.
Establishing a FIX Session
To initiate a FIX session, a client system sends a FIX Logon message (tag 35-MsgType=A) as the first message after establishing the TCP/IP connection. Client systems can create multiple FIX Session's using the same API ID on a single TCP/IP connection using a unique combination of SenderCompID and TargetCompID in the FIX Header of Logon message.
Logon Request
The following table outlines logon request fields and their usage.
Logon FIX Tag | Expected Value |
|---|---|
98-EncryptionMethod | Must be 0 (zero) |
108-HeartBInt | A negotiated Heartbeat interval between the client system and CME STP FIX. Should be a value between 30 to 60 seconds |
141-ResetSeqNumFlag | As a FIX session initiator, client systems are required to set this tag value to "Y" on Logon, to reset both inbound and outbound sequence numbers. Inbound FIX header tag 34-MsgSeqNum should be set to 1 in the Logon request. |
tag 553-Username | The CME STP FIX entitled API ID. |
tag 554-Password | The password associated with the API ID |
Example Logon request
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Logon Response
CME STP FIX will respond with a FIX Logon message (tag 35-MsgType=A) when the inbound Logon request is validated.
Example Logon response
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Logout
Client systems are required to use the Logout (tag 35-MsgType=5) message to gracefully terminate a FIX Session with CME STP. Logouts can be sent by client systems or CME STP FIX:
Client system sends Logout (tag 35-MsgType = 5) message to close the FIX session
CME STP FIX sends Logout (tag 35-MsgType = 5) message to close the client system FIX session
Example Logout Request
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Example Logout Response
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Heartbeat
The Heartbeat (tag 35-MsgType=0) message is sent at regular intervals to ensure that the connection between the client and CME Globex is in a normal state. A negotiated Heartbeat interval between the client system and CME STP FIX is required to be a value between 30 to 60.
Client systems are expected to send a FIX Heartbeat message (tag 35-MsgType = 0) at the negotiated time interval on the Logon request.
CME STP FIX will send a FIX Heartbeat message (tag 35-MsgType = 0) to the client session, at the negotiated time interval if there are no business level messages.
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