iLink 3 Business Reject
The Business Message Reject message can reject an application-level message which fulfills session level rules but fails the business rules.
Bolded red text indicates support for EBS Market.
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Tag | Name | Binary Type | Binary Length | Req | Enumeration | Description |
---|---|---|---|---|---|---|
9726 | SeqNum | uInt32 | 4 | Y | Sequence number assigned to this message. The max value is 999999999 which is 1 short of 1 billion. | |
39001 | UUID | uInt64 | 8 | Y | Matches Establish.UUID used to establish the connection. | |
58 | Text | String256 | 256 | N | Reject reason details. Used only for descriptive rejects. | |
5392 | SenderID | String20 | 20 | N | For futures and options markets: represents Operator ID. For EBS and fixed income markets: represents the Entering Trader. For EBS this value must be 3 characters. This value represents the individual or team submitting the message and is subject to registration requirements and character limits as required by Rule 576 and the Advisory below: https://www.cmegroup.com/rulebook/files/cme-group-Rule-576.pdf In FirmSoft and Global Command Center queries for order status and cancellations, this value must be exact. This tag value is always uppercase, regardless of the case in the inbound message tag. Client systems are not required to submit capitalized identifier to CME Globex. | |
1505 | PartyDetailsListReqID | uInt64NULL | 8 | N | The unique identifier of the Party Details Definition Request Acknowledgment associated with this message;Â this is the value submitted on the inbound message. For pre-registered messages:
For on-demand messages:
| |
5297 | SendingTimeEpoch | uInt64 | 8 | Y | Time when the message is sent. 64-bit integer expressing the number of nanoseconds since midnight January 1, 1970. | |
379 | BusinessRejectRefID | uInt64NULL | 8 | N | Identifier of the rejected message as follows:
Required unless the ID field is absent. | |
9537 | Location | String5 | 5 | N | ISO identifier of the physical location of the individual or team head trader identified by the tag 5392 (SenderID) in the message. The first two bytes as per ISO 3166-1, identify the country (e.g., JP = Japan, CN = China). The next three bytes indicate a comma-delimited state or province code (e.g., CA = California, QC = Quebec). For valid values, refer to https://www.cmegroup.com/ftp/fix/coo/. Market Regulation requires only the submission of the two first characters of tag 9537-Location for all countries with the exception of Canada. For Canada, the 5 bytes including the province code must be submitted. This field is optional for EBS Market and eFIX Matching Service instruments. | |
45 | RefSeqNum | uInt32NULL | 4 | N | Tag 9726 - SeqNum of the rejected message. Any business reject message with the following reject code will have tag 45-RefSeqNum = NULL. 3 – Unsupported Message Type 109 – Incoming message could not be decoded Note: When the tag 45 value is NULL, this indicates CME Globex did not increment the message sequence number of the rejected business message and:
| |
371 | RefTagID | uInt16NULL | 2 | N | The tag number of the invalid FIX/FIXP field. | |
380 | BusinessRejectReason | uInt16 | 2 | Y | Code to identify reason for a Business Message Reject message. 0 – Other 1 – Unknown ID (unknown PartyDetailsListReqID being referenced in business message) 2 – Unknown Security 3 – Unsupported Message Type (for example using messages specific to cash markets for futures) 5 – Required Field Missing 6 – Not Authorized 8 – Throttle Limit Exceeded (volume controls) 100 – Value is incorrect (out of range) for this tag (for example using a value outside defined range of integer) 101 – Incorrect data format for value (for example using ASCII character outside 32-126 in string field) 102 – Rejected due to Kill Switch 103 – Rejected due to Risk Management API 104 – Rejected due to Globex Credit Controls 105 – Not Authorized to trade Deliverable Swap Futures 106 – Not Authorized to trade Interest Rate Swap Futures 107 – Rejected due to Inline Credit Controls 108 – Invalid PartyDetailsListReqID (reusing already existing PartyDetailsListReqID while creating Party Details Definition Request) 109 – Incoming message could not be decoded 110 – Same repeating group entry appears more than once 111 – Exceeded maximum number of allowable Party Details Definition Requests 112 – Technical Error in Registering Party Details 113 – Rejected due to Cross Venue Risk 114 – Order Status Not Available 115 – Enum Not Supported 116 – Order Status Not Found 117 – Mass Order Status Cannot be Completed 118 – Exceeded Maximum Number of Allowable RequestingPartyID's in Party Details List Request 119 – Duplicate Order Threshold Exceeded 120 – On-Demand Message Rejected Due to Corresponding PartyDetailsDefinitionRequest Being Rejected 121 – Message Rejected Since PartyDetailsListReqID Does Not Match with Corresponding PartyDetailsDefinitionRequest as part of On-demand Message 122 – Party Details Definition Request sent to MSGW Being Rejected Due to Corresponding Business Message Being Rejected 123 – Another Message Sent in Between Party Details Definition Request and Business Message when using On-demand administrative information 124 – Cannot Have More Than One In-Flight Mass Order Status Request in Progress 125 – Exceeded Maximum Number of In-Flight Order Status Requests 126 – Cannot Have More Than One In-Flight Party Details List Request in Progress 127 – Party Details List Request is Missing Requesting Party ID and Party ID 128 – Party Details List Request cannot contain both RequestingPartyID and PartyID 129 – Party Details Definition Request Being Rejected Since Another Message was sent in Between On-Demand Message 130 – Buy Side Firm ID Does Not Match Sell Side Firm ID in New Order Cross 131 – Message Type Not Supported on Backup Instance 132 – New Order Cross Does Not Contain Buy Side Followed by Sell Side 133 – Duplicate ClOrdID: X not allowed 134 – Value Provided Does Not Match With Original Trade (EU Bilateral Reject) 135 – Combination of Order ID & SecExecID not found (EU Bilateral Reject) 136 – Non Zero Limit Price Not Allowed for eFix Instruments 137 – Messages queued due to latency floor being rejected because of session terminate or disconnect prior to release from latency floor 138 – Message rejected due to internal technical error 139 – Max Order Size Exceeded 140 – Not Authorized to Submit GFS Orders (Only FAK/FOK Allowed) 141 - Invalid On-Behalf Information if less than 6 characters (i.e. invalid tag 9937-OrigOrderUser) 142 - Invalid On-Behalf Information if both sender comp ID's are the same value (i.e. tag 9937-OrigOrderUser cannot be same as sending session and firm) 143 - Invalid On-Behalf Information if both GFID's are different (i.e. GFID does not match between tag 9937- OrigOrderUser and PartyDetailRole=1) 144 - Quotes cannot be blocked for instrument or quote set on-behalf 145 - Quote rejected: Blocked from quoting this instrument 'cannot quote group: xx' 146 - Cancel On Behalf feature not available 147 - Not Authorized to cancel for OrigOrderUser: xxxxxx 148 - CancelOnBehalf not allowed on iLink2 order or quote | |
372 | RefMsgType | String2 | 2 | N | The MsgType of the FIX message being referenced. D – New Order Single G – Order Cancel Replace Request F – Order Cancel Request i – Mass Quote Z – Quote Cancel H – Order Status Request CA – Order Mass Action Request AF – Order Mass Status Request s – New Order Cross R – Request for Quote c – Security Definition Request CX – Party Details Definition Request CF – Party Details List Request SQ – Sequence | |
9765 | PossRetransFlag | BooleanFlag | 1 | Y |
| Flags message as possible retransmission or duplicate Indicates if message is an original transmission or duplicate in response to Retransmission Request or possible duplicate Used when original messages are interleaved with Retransmission responses Possible duplicate means the same message may have been sent again with different sequence number |
1028 | ManualOrderIndicator | ManualOrdInd | 1 | N |
| Indicates if order was sent manually. '0' indicates the message was generated by automated trading logic. iLink messages containing a value other than '0' or '1' in this tag will be rejected. This tag is subject to Rule 536.B.2 Electronic Audit Trail Requirements for Electronic Order Routing/Front-End Systems. https://www.cmegroup.com/rulebook/files/cme-group-Rule-536-B-Tag1028.pdf |
9553 | SplitMsg | SplitMsg | 1 | N |
| Indicates if a message was delayed as a result of:
If absent then the message was not delayed, split, or received out of order. |
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