In Q1 2024, CME Group will be launching iLink 3 Convenience Gateway for trading futures and options on futures on CME Globex. iLink 2 and iLink 3 for CGW will run in parallel until Q4, 2024. All customers connected via Convenience Gateway (CGW) are encouraged to migrate to iLink 3 as early as possible prior to the iLink 2 decommission.
The iLink 3 order entry protocol on CME Globex provides:
- Simple Binary Encoding (SBE) for faster message encoding and decoding
- A simple, lightweight, point-to-point session layer protocol using FIX Performance (FIXP)
- More efficient iLink FIX messaging
- Standard message size, fixed positions, and fixed-length fields
- A consistent encoding method for order entry and market data
- XML schema and templates for order entry as with MDP 3
- Lean messages move administrative information out of order entry business message
All newly created iLink 3 CGW sessions will be created with Cancel on Disconnect (COD) enabled. To disable COD, Clearing Firm Administrators must enter the change request via Firm Admin Dashboard (FADB).
Contents
Revision History
Date | Description |
---|---|
May 13, 2024 | Added iLink 3 Sample Messages section. |
March 27, 2024 | Updated first paragraph under iLink 3 CGW Front-End Audit Trail Requirements: The required audit trail specifications apply to all systems implementing iLink 3 CGW. All client systems must be certified for Audit Trail for iLink 3 CGW prior to using the production environment. |
March 20, 2024 | Updated <marketsegment id="6" label="Globex OESGW for all CGWs">. Edited Key Events description for January 31, 2025. |
February 12, 2024 | Updated diagrams in iLink 3 Binary Order Entry Protocol for CGW - Business Layer for "On Demand - Accepted" and "On-Demand Party Details Request Accepted, New Order Rejected" |
January 17, 2024 | Added note to the iLink 3 on CGW Availability section. |
November 27, 2023 | Added Key Event of February 15, 2024, for Certification parallel for futures and options. |
September 27, 2023 | Changes to Key Events and Dates for Mock trading sessions and Production parallel for futures and options. |
June 21, 2023 | Effective 10/31/2024 iLink 2 sessions can no longer be created. Effective 1/1/2025 CGW will be decommissioned. All newly created iLink 3 CGW sessions will be created with Cancel on Disconnect (COD) enabled. |
April 19, 2023 | Initial content release |
Key Events and Dates
Date | Milestone |
---|---|
May 8, 2023 | Phase 1 New Release for futures and options
|
September 25, 2023 | Phase 2 New Release for futures and option
|
October 23, 2023 | Production CME Request Center for self-service session creation |
January 20, 2024 January 27, 2024 | |
January 28, 2024 | Production parallel for futures and options |
February 15, 2024 | Certification parallel for futures and options |
October 31, 2024 | iLink 2 sessions can no longer be created |
December 31, 2024 | Deadline for customer migration |
January 31, 2025 |
|
Session Management
CME Group requires customers to obtain new iLink 3 CGW sessions. Customers will not be able to migrate their existing iLink sessions from iLink 2 to 3. Customers can create their new iLink 3 CGW sessions through CME Request Center following standard sessions creation practice. New session IP address and port details will be presented to the user in CME Request Center at the time of creation.
- During the parallel period, any CGW sessions configured for iLink 3 must send iLink 3 messages.
- iLink 3 sessions sending iLink 2 messages will be terminated immediately.
- All CGW sessions must be migrated to iLink 3 by the end of the parallel period.
See iLink 3 for CGW Session Guidelines for more information.
New Release customers will have the ability to obtain new iLink 3 CGW sessions or migrate their existing iLink sessions from iLink 2 to 3 within CME Request Center NR/CERT.
- Existing iLink 2 CGW sessions will be converted to iLink 3 over the proceeding weekend to be ready for the next business week.
- New iLink 3 CGW sessions will be created daily at 4am CT.
Testing and Certification
A new iLink certification suite will be available in AutoCert+.
- Certification is required for all client systems on CGWs.
- All customer systems must be certified for iLink 3 prior to going to the production environment.
Mock Trading Sessions
CME Group will offer customer mock trading sessions to support the customer experience with the iLink 3 on CGW in the CME Globex production environment. Customers are required to register in advance in order to participate in mock trading sessions. Further information on the mock trading sessions will be published in future CME Globex Notices.
Client systems must be certified for iLink 3 CGW tests via AutoCert+ prior to participating in the iLink 3 CGW mock trading sessions.
- See: Key Events and Dates
iLink 3 on CGW Availability
Convenience Gateway (CGW) and Drop Copy Gateway (DCGW) customers must take the following into consideration for this launch:
CGW | DCGW | |
---|---|---|
iLink 3 | iLink 3 and iLink 2 CGW sessions will be available in parallel until the date specified in the Key Events and Dates table. |
|
Note
The creation of new iLink 3 CGW source sessions may generate additional Drop Copy target sessions. This is an automated process based on load balancing and therefore cannot be changed. Please check target session and corresponding connectivity details in Request Center, as per the current process.
If an iLink 2 message is received on an iLink 3 session, that given session will be terminated immediately.
iLink 2 on CGW Decommission
iLink 2 on CGW will be decommissioned and all CGW sessions will support iLink 3 only. Following the decommission, client systems will not be able to make a TCP connection to iLink 2 CGWs.
- See: Key Events and Dates
Order Entry Service Gateway (OESGW) - SFTP Site Information
There will be a new Order Entry Service Gateway (OESGW) for customers to register administrative information. Customers will be able to use the same CGW session to connect to the Service Gateway using FIXP protocol and submit Party Details Definition Request messages and Party Details List Request messages. The Service Gateway supports FIXP Party Detail Request messages only; any other messages will be rejected.
The OESGW configuration information (i.e. OESGWs and IPs) for CGWs will be added to the iLink 3 config file via an SFTP site (sftpng.cmegroup.com) and accessed via CME Globex network direct connection. This SFTP site contains the configuration files for all environments. The SFTP site is a secure site that requires a username and password for access.
A new market segment will be defined for OESGW:
<marketsegment id="6" label="Globex OESGW for all CGWs">
System Architecture
The following diagrams provide an overview of the system architecture in support of the iLink 3 on CGW launch:
Current State
This diagram depicts the current state of iLink CGW architecture.
- CGW sessions support only iLink 2.
Parallel State
This diagram shows the production parallel state of iLink CGW architecture supporting both iLink 2 and iLink 3 on CGW messaging protocols.
- See: Key Events and Dates
For iLink 3 on CGW:
- Each client system connects and sends messages to its new CGW session using the new configured IP and port. The CGW then routes the messages received to the appropriate matching engine.
- During the production parallel state, CGW sessions will support both iLink 2 and iLink 3.
Final State
This diagram shows the final state of iLink 3 on CGW architecture following the complete migration to the iLink 3 messaging protocol.
- CGW sessions will support only iLink 3.
- See: Key Events and Dates
Developing from iLink 2 to iLink 3
The following table summarizes the impacts for client systems developing to iLink 3 and outlines the changes from iLink 2 to iLink 3.
Layer | Feature | iLink 2 | iLink 3 |
---|---|---|---|
Presentation | Message encoding | Tag value ASCII encoding | Simple Binary Encoding |
Session | Authentication, Recovery | FIX Transport (FIXT) | FIX Performance Session Layer (FIXP) |
Application | Business logic | FIX semantics | Improved FIX semantics |
Transport | End-to-end delivery | TCP | TCP |
Network | Virtual Circuits, Routing | IP | IP |
Simple Binary Encoding
iLink 3 uses Simple Binary Encoding (SBE) optimized for low latency encoding and decoding while keeping bandwidth utilization reasonably small. All FIX semantics are supported. This encoding standard describes the wire protocol for iLink 3 messages and is complimentary to other FIX standards for session protocol and application-level behavior.
iLink 3 on CGW will be launched in production using the schema version 8.
iLink 3 CGW Session Layer
iLink 3 uses the FIX Performance (FIXP) protocol to establish and manage bi-directional sessions. Per the FIXP protocol, a FIX session is defined as a bi-directional stream of ordered messages between two parties within a continuous sequence number series. With this release, the iLink 3 Convenience Gateways (CGW) will support weekly client FIX sessions and also mid-week initialization.
For each customer, the CGW starts the session at the beginning of the week. A FIXP session will be maintained by default on a weekly basis; however, the customer can negotiate, establish, and terminate multiple times. Each FIXP session will also be represented with a Universally Unique ID (UUID), which should be a current timestamp.
The term, FIX connection, has a new connotation in iLink 3. A successful logon consists of a two-step process: negotiation and then establishment.
The exchange will support a FIXP session created at the beginning of the week all through the end of that week. The customer can then establish and terminate FIX connections multiple times intra-day or at the end of each day, with the same UUID or negotiate the new FIXP session with a new UUID as well.
Additional information on the new FIXP protocol is available in the Session Layer topic.
iLink 3 CGW Business Layer
iLink 3 allows customers to optimize business message construction by pre-registering administrative information or by submitting administrative information per message (on-demand) as follows.
- Pre-registered administrative information
- For the most efficient business messaging (i.e. New Order Single, Mass Quote), customers pre-register administrative information in the new Service Gateway weekly.
- On-demand administrative information
- Customers send the administrative information to CGW with every business message.
iLink 3 business messages always include a reference to the pre-registered or on-demand administrative information.
Additional information on the new FIXP protocol is available in the Business Layer topic.
iLink 3 CGW Messaging Impacts
Order Mass Status Request (35=AF)
Client systems may submit Order Mass Status Request (35=AF) messages to obtain statuses for all working orders with a single request.
To provide a consistent customer experience, a new enum value of 7 (for all orders) will be added to MassStatusReqTyp for the MassStatusRequestType field in the Order Mass Status Request (35=AF) message.
Tag | Name | Binary Type | Binary Length | Req | Enumuration | Description |
---|---|---|---|---|---|---|
585 | MassStatusReqType | MassStatusReqTyp | 1 | Y |
| Specifies the scope of the Order Mass Status Request within the context of working orders only. Status will be returned for all orders matching the criteria specified here for Session and Firm. |
Order Cancel and Cancel-Replace Requests by ClOrdID
All iLink 3 sessions are enabled for Order Cancel and Cancel/Replace by ClOrdID functionality.
Rejects for ClOrdID (tag 11) Uniqueness
To support order cancellation and order modification by tag 11-CIOrdID, this value must be unique per SenderComp (Session ID + Firm ID) for all working orders on a single market segment.
For an iLink 3 New Order tag 11-ClOrdID:
- CME Globex will reject an order having the same ClOrdID and SenderComp as a currently working order on the given market segment. A duplicate ClOrdID will generate an iLink 3 Business Reject (tag 35-MsgType=j) message with tag 380-BusinessRejectReason = 133 and tag 58-Text = Duplicate ClOrdID: X not allowed.
A ClOrdID value can be re-used on the same market segment only when the prior order is no longer resting, for instance:
- the prior order has been completely filled, or
- the prior order has been cancelled, or
- the prior order has been eliminated.
Processing for ClOrdID and OrderID Values
With this release, tag 37-OrderID is an optional tag in iLink 3 Order Cancel Request and iLink 3 Order Cancel/Replace Request messages for CME Group Futures and Options on Futures markets.
- If an Order Cancel Request or Order Cancel Replace Request contains both CIOrdID and OrderID, then the OrderID will be used to look up the original order.
- If a ClOrdID in an Order Cancel Request or Order Cancel/Replace Request is changed from what was in the original order:
- the client should send an Order Cancel Request or Order Cancel/Replace Request with the latest CIOrdID accepted by CME Globex.
- the client sending an Order Cancel Request or Order Cancel/Replace Request with the previous CIOrdID must provide an OrderID as well; otherwise, the Order Cancel/Replace Request will be rejected as order not found.
- An Execution Report - Cancel and Execution Report - Modify message will return both ClOrdID and OrderID values.
- An Order Cancel Reject and Order Cancel Replace Reject message will return both ClOrdID and OrderID values.
Cancel on Behalf (COB)
Currently, Cancel on Behalf (COB) functionality is not available for iLink Convenience Gateway (CGW) sessions. Beginning with this release, COB functionality on CME Globex will allow iLink CGW sessions to cancel resting orders and mass quotes from different iLink 3 sessions under the same CME Globex Firm ID (GFID). This functionality is enabled for all CME Group futures and options on futures on CME Globex.
- See: Cancel on Behalf
iLink 3 Sample Messages
The following are samples messages. Sample values (e.g. SecurityID, party details, etc.) cannot be used for testing.
iLink 3 New Order Single
Hex Format | 90,00,FE,CA,84,00,02,02,08,00,08,00,00,70,A3,2F,FE,18,00,00,05,00,00,00,88,A0,00,00,01,04,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,32,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,02,00,00,00,00,00,00,00,40,EB,F2,7C,40,F7,CE,17,FF,FF,FF,FF,FF,FF,FF,7F,55,53,2C,49,4C,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,32,00,01,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,7F,FF,FF,FF,FF,FF,FF,FF,7F |
Fix Binary Format | templateid=514|35=NewOrderSingle514|44=27480.0000000000|38=5|48=41096|54=1|9726=4|5392=ABC|11=U042|1505=13005618|2422=2|5297=1715580364421000000|99=null_-9|9537=US,IL|110=null|1138=null|432=null|40=2|59=0|1028=1|18=00000000|5906=null|9373=null|6881=null|5409=null|845=null_-9|9562=9223372036.8547758070| |
iLink 3 Order Cancel Replace Request
Hex Format | 91,00,FE,CA,85,00,03,02,08,00,08,00,00,A6,08,F4,FD,18,00,00,0A,00,00,00,88,A0,00,00,01,04,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,33,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,AE,78,7B,53,02,00,00,00,FF,FF,FF,FF,FF,FF,FF,7F,04,00,00,00,00,00,00,00,80,9C,66,C4,67,FB,CE,17,55,53,2C,49,4C,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,32,00,01,01,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,7F |
Fix Binary Format | templateid=515|35=OrderCancelReplaceRequest515|44=27479.0000000000|38=10|48=41096|54=1|9726=4|5392=ABC|11=U043|1505=13005618|37=9990535342|99=null_-9|2422=4|5297=1715584931170000000|9537=US,IL|110=null|1138=null|432=null|40=2|59=0|1028=1|9768=1|18=00000000|5906=null|9373=null|6881=null|5409=null|845=null_-9| |
iLink 3 Order Cancel Request
Hex Format | 6C,00,FE,CA,60,00,04,02,08,00,08,00,BE,78,7B,53,02,00,00,00,32,73,C6,00,00,00,00,00,01,06,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,35,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,06,00,00,00,00,00,00,00,40,68,28,C5,9B,FB,CE,17,55,53,2C,49,4C,88,A0,00,00,01,FF,00,00,00,00,00,00,00,00 |
Fix Binary Format | templateid=516|35=OrderCancelRequest516|37=9990535358|1505=13005618|1028=1|9726=6|5392=ABC|11=U045|2422=6|5297=1715585154521000000|9537=US,IL|48=41096|54=1|9373=null|9937=| |
iLink 3 Mass Quote
Hex Format | D6,00,FE,CA,7B,00,05,02,08,00,08,00,32,73,C6,00,00,00,00,00,80,49,83,E8,DD,FB,CE,17,01,07,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,53,47,00,00,00,07,00,00,00,01,00,FF,FF,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,FF,26,00,02,00,94,35,77,00,00,00,00,00,5E,D0,B2,00,00,00,00,57,04,00,00,96,1B,0B,00,64,00,00,00,64,00,00,00,FF,FF,FF,7F,0B,00,00,94,35,77,00,00,00,00,00,5E,D0,B2,00,00,00,00,AE,08,00,00,DE,76,06,00,64,00,00,00,64,00,00,00,FF,FF,FF,7F,16,00 |
Fix Binary Format | templateid=517|35=MassQuote517|1505=13005618|5297=1715585438582000000|1028=1|9726=7|5392=ABC|131=null|9537=SG|117=7|304=1|9773=0|9373=null|5409=null|5187=|5239=|9182=null|295=2|132=2.0000000000|133=3.0000000000|299=1111|48=727958|134=100|135=100|309=null|302=11|132=2.0000000000|133=3.0000000000|299=2222|48=423646|134=100|135=100|309=null|302=22| |
iLink 3 Party Details Definition Request
Hex Format | E7,00,FE,CA,93,00,06,02,08,00,08,00,03,71,C6,00,00,00,00,00,80,BE,55,CB,6D,F6,CE,17,41,01,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,00,04,00,00,FF,FF,59,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,16,00,03,30,30,34,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,01,00,41,43,43,4F,55,4E,54,00,00,00,00,00,00,00,00,00,00,00,00,00,18,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,76,00,02,00,00 |
Fix Binary Format | templateid=518|35=PartyDetailsDefinitionRequest518|1505=13005059|5297=1715579459498000000|1324=A|9726=1|5149=|1731=|2362=null|9708=null|582=4|1816=0|8000=null|819=null|1598=null|1031=Y|5290=null|36023=null|1676=1|1671=3|1691=004|1692=C|1693=1|1691=ACCOUNT|1692=C|1693=24|1691=ABC|1692=C|1693=118| |
iLink 3 Party Details Definition Request Acknowledgment
Hex Format | F3,00,FE,CA,9F,00,07,02,08,00,08,00,01,00,00,00,BB,11,81,70,8F,01,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,03,71,C6,00,00,00,00,00,84,F4,4E,CC,6D,F6,CE,17,FF,FF,FF,FF,FF,FF,FF,FF,00,04,00,00,FF,FF,00,59,41,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,00,FF,16,00,03,30,30,34,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,01,00,41,43,43,4F,55,4E,54,00,00,00,00,00,00,00,00,00,00,00,00,00,18,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,76,00,02,00,00 |
Fix Binary Format | templateid=519|35=PartyDetailsDefinitionRequestAck519|9726=1|39001=1715579457979|5149=|1731=|1505=13005059|5297=1715579459514332292|2362=null|1878=0|582=4|1816=0|8000=null|819=null|1598=null|9708=null|1031=Y|1676=1|1324=A|1879=0|5290=null|36023=null|9765=0|9553=null|1671=3|1691=004|1692=C|1693=1|1691=ACCOUNT|1692=C|1693=24|1691=ABC|1692=C|1693=118| |
iLink 3 Business Reject
Hex Format | 56,01,FE,CA,4A,01,09,02,08,00,08,00,02,00,00,00,8C,49,8E,70,8F,01,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,5B,EE,74,F1,3A,F7,CE,17,FF,FF,FF,FF,FF,FF,FF,FF,00,00,00,00,00,FF,FF,FF,FF,FF,FF,6D,00,00,00,00,FF,FF |
Fix Binary Format | templateid=521|35=BusinessReject521|9726=2|39001=1715580324236|58=|5392=|1505=null|5297=1715580340605873755|379=null|9537=|45=null|371=null|380=109|372=|9765=0|1028=null|9553=null| |
iLink 3 Execution Report New
Hex Format | EE,00,FE,CA,E2,00,0A,02,08,00,08,00,03,00,00,00,E1,CF,D3,70,8F,01,00,00,39,39,39,31,34,3A,31,36,35,30,33,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,33,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,AE,78,7B,53,02,00,00,00,00,70,A3,2F,FE,18,00,00,FF,FF,FF,FF,FF,FF,FF,7F,53,33,36,2D,66,FB,CE,17,BD,33,8B,2D,66,FB,CE,17,03,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,55,53,2C,49,4C,88,A0,00,00,0A,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,90,4D,FF,FF,32,01,00,01,00,FF,FF,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,7F,FF,FF,FF,FF,FF,FF,FF,7F,FF |
Fix Binary Format | templateid=522|35=ExecutionReportNew522|9726=3|39001=1715584880609|17=99914:16503|5392=ABC|11=U043|1505=13005618|37=9990535342|44=27480.0000000000|99=null_-9|60=1715584924338500435|5297=1715584924344071101|2422=3|548=null|961=null|9537=US,IL|48=41096|38=10|110=null|1138=null|432=19856|5904=null|39=0|150=0|40=2|54=1|59=0|1028=1|9765=0|9553=null|549=null|18=00000000|5906=null|9373=null|6881=null|5409=null|7552=null|845=null_-9|9562=9223372036.8547758070|638=255| |
iLink 3 Execution Report Reject
Hex Format | [EF,01,FE,CA,E3,01,0B,02,08,00,08,00,01,00,00,00,8C,49,8E,70,8F,01,00,00,4F,72,64,65,72,73,20,6D,61,79,20,6E,6F,74,20,62,65,20,65,6E,74,65,72,65,64,20,77,68,69,6C,65,20,74,68,65,20,6D,61,72,6B,65,74,20,69,73,20,66,6F,72,62,69,64,64,65,6E,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,39,39,39,31,34,3A,31,36,31,37,35,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,31,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,2C,78,7B,53,02,00,00,00,00,70,A3,2F,FE,18,00,00,FF,FF,FF,FF,FF,FF,FF,7F,B9,ED,26,6F,3A,F7,CE,17,56,E8,E9,6F,3A,F7,CE,17,01,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,55,53,2C,49,4C,88,A0,00,00,05,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,75,1B,90,4D,FF,FF,32,01,00,01,00,FF,FF,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,7F,FF,FF,FF,FF,FF,FF,FF,7F |
Fix Binary Format | templateid=523|35=ExecutionReportReject523|9726=1|39001=1715580324236|58=Orders may not be entered while the market is forbidden|17=99914:16175|5392=ABC|11=U041|1505=13005618|37=9990535212|44=27480.0000000000|99=null_-9|60=1715580338419723705|5297=1715580338432501846|2422=1|548=null|961=null|9537=US,IL|48=41096|38=5|110=null|1138=null|103=7029|432=19856|5904=null|39=8|150=8|40=2|54=1|59=0|1028=1|9765=0|9553=null|549=null|18=00000000|5906=null|9373=null|6881=null|5409=null|7552=null|845=null_-9|9562=9223372036.8547758070| |
iLink 3 Execution Report Elimination
Hex Format | E7,00,FE,CA,DB,00,0C,02,08,00,08,00,D2,00,00,00,E1,CF,D3,70,8F,01,00,00,39,39,39,31,34,3A,31,36,36,35,34,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,31,32,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,CB,78,7B,53,02,00,00,00,00,70,A3,2F,FE,18,00,00,FF,FF,FF,FF,FF,FF,FF,7F,F9,3F,A9,62,39,FC,CE,17,3B,47,1A,64,39,FC,CE,17,0C,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,55,53,2C,49,4C,88,A0,00,00,00,00,00,00,05,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,90,4D,32,01,00,01,00,FF,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,7F,FF,FF,FF,FF,FF,FF,FF,7F,FF |
Fix Binary Format | templateid=524|35=ExecutionReportElimination524|9726=210|39001=1715584880609|17=99914:16654|5392=ABC|11=U0412|1505=13005618|37=9990535371|44=27480.0000000000|99=null_-9|60=1715585831473332217|5297=1715585831497516859|2422=12|548=null|961=null|9537=US,IL|48=41096|14=0|38=5|110=null|1138=null|39=C|150=C|432=19856|40=2|54=1|59=0|1028=1|9765=0|549=null|18=00000000|5906=null|9373=null|6881=null|5409=null|845=null_-9|9562=9223372036.8547758070|638=255| |
iLink 3 Execution Report Trade Outright
Hex Format | 46,01,FE,CA,25,01,0D,02,08,00,08,00,04,00,00,00,8C,49,8E,70,8F,01,00,00,39,39,39,31,34,3A,4D,3A,33,36,54,4E,30,30,30,30,30,30,31,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,32,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,00,70,A3,2F,FE,18,00,00,2D,78,7B,53,02,00,00,00,00,70,A3,2F,FE,18,00,00,FF,FF,FF,FF,FF,FF,FF,7F,B3,8D,98,35,41,F7,CE,17,27,9B,2D,36,41,F7,CE,17,02,00,00,00,00,00,00,00,01,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,55,53,2C,49,4C,88,A0,00,00,05,00,00,00,05,00,00,00,05,00,00,00,77,00,00,00,01,00,00,00,FF,FF,FF,FF,00,00,00,00,90,4D,90,4D,02,32,01,00,01,00,00,FF,00,00,FF,FF,FF,09,FF,FF,FF,FF,FF,FF,FF,7F,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,7F,7F,FF,FF,FF,FF,FF,FF,FF,7F,7F,FF,FF,FF,FF,FF,FF,FF,7F,FF,FF,FF,FF,FF,FF,FF,7F,FF,FF,FF,FF,FF,FF,FF,FF,7F,0F,00,01,00,70,A3,2F,FE,18,00,00,05,00,00,00,59,31,04,29,00,00 |
Fix Binary Format | templateid=525|35=ExecutionReportTradeOutright525|9726=4|39001=1715580324236|17=99914:M:36TN0000001|5392=ABC|11=U042|1505=13005618|31=27480.0000000000|37=9990535213|44=27480.0000000000|99=null_-9|60=1715580367518862771|5297=1715580367528631079|2422=2|527=1|548=null|961=null|9537=US,IL|48=41096|38=5|32=5|14=5|37711=119|1506=1|820=null|151=0|75=19856|432=19856|39=2|150=F|40=2|54=1|59=0|1028=1|9765=0|1057=0|549=null|18=00000000|5906=null|9373=null|6881=null|5409=null|7191=9|845=null_-9|828=null|378=null|64=null|541=null|1056=null_null|381=null_null|6262=null_-9|9562=9223372036.8547758070|638=255|9264=9223372036.8547758070|1362=1|1364=27480.0000000000|1365=5|1363=Y1|1622=4| |
iLink 3 Execution Report Trade Spread
Hex Format | 0A,01,FE,CA,E6,00,0E,02,08,00,08,00,30,01,00,00,E1,CF,D3,70,8F,01,00,00,39,39,39,31,34,3A,4D,3A,31,31,34,54,4E,30,30,30,30,30,30,35,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,31,35,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,00,4D,44,66,17,00,00,00,DD,78,7B,53,02,00,00,00,00,4D,44,66,17,00,00,00,FF,FF,FF,FF,FF,FF,FF,7F,ED,9C,F2,01,FC,FC,CE,17,D9,04,9E,02,FC,FC,CE,17,0F,00,00,00,00,00,00,00,05,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,55,53,2C,49,4C,3A,3A,00,00,01,00,00,00,01,00,00,00,01,00,00,00,90,00,00,00,05,00,00,00,00,00,00,00,90,4D,90,4D,02,32,01,00,01,00,01,FF,02,00,00,FF,FF,0F,00,01,00,4D,44,66,17,00,00,00,01,00,00,00,59,31,0B,1D,00,00,17,00,00 |
Fix Binary Format | templateid=526|35=ExecutionReportTradeSpread526|9726=304|39001=1715584880609|17=99914:M:114TN0000005|5392=ABC|11=U0415|1505=13005618|31=100.5000000000|37=9990535389|44=100.5000000000|99=null_-9|60=1715586667369372909|5297=1715586667380606169|2422=15|527=5|548=null|961=null|9537=US,IL|48=14906|38=1|32=1|14=1|37711=144|1506=5|151=0|75=19856|432=19856|39=2|150=F|40=2|54=1|59=0|1028=1|9765=0|1057=1|549=null|393=2|18=00000000|5906=null|9373=null|5409=null|1362=1|1364=100.5000000000|1365=1|1363=Y1|1622=11| |
iLink 3 Execution Report Trade Spread Leg
Hex Format | FC,00,FE,CA,DB,00,0F,02,08,00,08,00,31,01,00,00,E1,CF,D3,70,8F,01,00,00,39,39,39,31,34,3A,4D,3A,31,31,35,54,4E,30,30,30,30,30,31,31,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,31,35,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,7F,7F,32,73,C6,00,00,00,00,00,00,70,A3,2F,FE,18,00,00,DD,78,7B,53,02,00,00,00,FF,FF,FF,FF,FF,FF,FF,7F,ED,9C,F2,01,FC,FC,CE,17,9D,03,9F,02,FC,FC,CE,17,05,00,00,00,00,00,00,00,55,53,2C,49,4C,FF,FF,FF,7F,7F,FF,FF,FF,7F,7F,FF,FF,FF,7F,7F,88,A0,00,00,01,00,00,00,01,00,00,00,0B,00,00,00,90,4D,02,32,01,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,7F,7F,FF,FF,FF,FF,FF,FF,FF,7F,7F,0F,00,01,00,70,A3,2F,FE,18,00,00,01,00,00,00,59,31,0E,17,00,00 |
Fix Binary Format | templateid=527|35=ExecutionReportTradeSpreadLeg527|9726=305|39001=1715584880609|17=99914:M:115TN0000011|5392=ABC|11=U0415|1188=null_null|1505=13005618|31=27480.0000000000|37=9990535389|810=null_-9|60=1715586667369372909|5297=1715586667380671389|527=5|9537=US,IL|811=null_null|1189=null_null|1190=null_null|48=41096|32=1|14=1|1506=11|75=19856|39=2|150=F|40=2|54=1|9765=0|64=null|1056=null_null|381=null_null|1362=1|1364=27480.0000000000|1365=1|1363=Y1|1622=14| |
iLink 3 Quote Cancel
Hex Format | 56,00,FE,CA,3D,00,10,02,08,00,08,00,32,73,C6,00,00,00,00,00,80,88,5B,1B,DF,FB,CE,17,01,08,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,53,2C,49,4C,08,00,00,00,04,FF,00,00,00,00,00,00,00,00,FF,0A,00,01,5B,4E,2F,41,5D,00,FF,FF,FF,7F |
Fix Binary Format | templateid=528|35=QuoteCancel528|1505=13005618|5297=1715585443730000000|1028=1|9726=8|5392=ABC|9537=US,IL|117=8|298=4|9373=null|9937=|9182=null|295=1|1151=[N/A]|48=null| |
iLink 3 Order Mass Action Request
Hex Format | 5B,00,FE,CA,4F,00,11,02,08,00,08,00,32,73,C6,00,00,00,00,00,39,30,00,00,00,00,00,00,01,16,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,40,8F,8D,67,10,FE,CE,17,00,00,00,00,00,00,53,47,00,00,00,61,24,00,00,09,63,FF,FF,00,FF,FF,00,00,00,00,00,00,00,00 |
Fix Binary Format | templateid=529|35=OrderMassActionRequest529|1505=13005618|2422=12345|1028=1|9726=22|5392=ABC|1373=3|5297=1715587854485000000|1151=|9537=SG|48=9313|1374=9|1300=99|6115=null|54=null|40=null|59=null|9373=null|9937=| |
iLink 3 Order Mass Status Request
Hex Format | 50,00,FE,CA,44,00,12,02,08,00,08,00,32,73,C6,00,00,00,00,00,40,E2,01,00,00,00,00,00,01,18,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,16,9C,BE,40,FE,CE,17,00,00,00,00,00,00,55,53,2C,49,4C,FF,FF,FF,7F,64,64,FF,63 |
Fix Binary Format | templateid=530|35=OrderMassStatusRequest530|1505=13005618|584=123456|1028=1|9726=24|5392=ABC|5297=1715588062104000000|1151=|9537=US,IL|48=null|585=100|5000=100|59=null|1300=99| |
iLink 3 Execution Report Modify
Hex Format | EE,00,FE,CA,E2,00,13,02,08,00,08,00,04,00,00,00,E1,CF,D3,70,8F,01,00,00,39,39,39,31,34,3A,31,36,35,30,34,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,33,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,AE,78,7B,53,02,00,00,00,00,A6,08,F4,FD,18,00,00,FF,FF,FF,FF,FF,FF,FF,7F,AD,5F,19,C6,67,FB,CE,17,73,B8,8D,C6,67,FB,CE,17,04,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,55,53,2C,49,4C,88,A0,00,00,0A,00,00,00,00,00,00,00,0A,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,90,4D,FF,FF,32,01,00,01,00,FF,FF,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,7F,FF |
Fix Binary Format | templateid=531|35=ExecutionReportModify531|9726=4|39001=1715584880609|17=99914:16504|5392=ABC|11=U043|1505=13005618|37=9990535342|44=27479.0000000000|99=null_-9|60=1715584931198492589|5297=1715584931206117491|2422=4|548=null|961=null|9537=US,IL|48=41096|38=10|14=0|151=10|110=null|1138=null|432=19856|5904=null|39=5|150=5|40=2|54=1|59=0|1028=1|9765=0|9553=null|549=null|18=00000000|5906=null|9373=null|6881=null|5409=null|7552=null|845=null_-9|638=255| |
iLink 3 Execution Report Status
Hex Format | 0D,02,FE,CA,01,02,14,02,08,00,08,00,3E,01,00,00,E1,CF,D3,70,8F,01,00,00,4E,41,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,30,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,32,33,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,09,79,7B,53,02,00,00,00,00,2A,A3,25,F7,01,00,00,FF,FF,FF,FF,FF,FF,FF,7F,00,1B,6B,0E,40,FE,CE,17,4A,74,A7,D8,40,FE,CE,17,17,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,40,E2,01,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,55,53,2C,49,4C,50,C4,06,00,0A,00,00,00,00,00,00,00,0A,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,30,32,01,00,01,00,01,FF,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,7F,FF,FF,FF,FF,FF,FF,FF,7F,FF,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00 |
Fix Binary Format | templateid=532|35=ExecutionReportStatus532|9726=318|39001=1715584880609|58=NA|17=0|5392=ABC|11=U0423|1505=13005618|37=9990535433|44=2161.0000000000|99=null_-9|60=1715588059148000000|5297=1715588062540952650|2422=23|790=null|584=123456|548=null|961=null|9537=US,IL|48=443472|38=10|14=0|151=10|110=0|1138=null|432=null|39=0|150=I|40=2|54=1|59=0|1028=1|9765=0|912=1|549=null|18=00000000|5906=null|9373=null|6881=null|5409=null|845=null_-9|9562=9223372036.8547758070|638=255|9937=|2807=| |
iLink 3 OrderStatusRequest533
Hex Format | 4A,00,FE,CA,3E,00,15,02,08,00,08,00,32,73,C6,00,00,00,00,00,40,E2,01,00,00,00,00,00,01,1A,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,35,79,7B,53,02,00,00,00,C0,05,A3,F7,F0,FE,CE,17,55,53,2C,49,4C |
Fix Binary Format | templateid=533|35=OrderStatusRequest533|1505=13005618|790=123456|1028=1|9726=26|5392=ABC|37=9990535477|5297=1715588818975000000|9537=US,IL| |
iLink 3 Execution Report Cancel
Hex Format | 03,01,FE,CA,F7,00,16,02,08,00,08,00,06,00,00,00,E1,CF,D3,70,8F,01,00,00,39,39,39,31,34,3A,31,36,35,32,31,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,35,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,BE,78,7B,53,02,00,00,00,00,70,A3,2F,FE,18,00,00,FF,FF,FF,FF,FF,FF,FF,7F,45,DD,90,C6,9B,FB,CE,17,FE,B3,E3,C6,9B,FB,CE,17,06,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,55,53,2C,49,4C,88,A0,00,00,0A,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,90,4D,FF,FF,32,01,00,01,00,FF,FF,FF,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,7F,FF,FF,FF,FF,FF,FF,FF,7F,FF,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00 |
Fix Binary Format | templateid=534|35=ExecutionReportCancel534|9726=6|39001=1715584880609|17=99914:16521|5392=ABC|11=U045|1505=13005618|37=9990535358|44=27480.0000000000|99=null_-9|60=1715585154544622917|5297=1715585154550051838|2422=6|548=null|961=null|9537=US,IL|48=41096|38=10|14=0|110=null|1138=null|432=19856|5904=null|39=4|150=4|40=2|54=1|59=0|1028=1|9765=0|9553=null|378=null|549=null|18=00000000|5906=null|9373=null|6881=null|5409=null|7552=null|845=null_-9|9562=9223372036.8547758070|638=255|9937=|2807=| |
iLink 3 Order Cancel Reject
Hex Format | A5,01,FE,CA,99,01,17,02,08,00,08,00,05,00,00,00,8C,49,8E,70,8F,01,00,00,54,68,69,73,20,6F,72,64,65,72,20,69,73,20,6E,6F,74,20,69,6E,20,74,68,65,20,62,6F,6F,6B,20,27,4F,72,64,65,72,3A,20,31,20,53,65,6E,64,65,72,43,6F,6D,70,49,44,3A,20,55,30,34,30,30,34,27,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,39,39,39,31,34,3A,31,36,32,31,37,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,33,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,01,00,00,00,00,00,00,00,C5,71,78,AC,41,F7,CE,17,28,81,2F,AD,41,F7,CE,17,03,00,00,00,00,00,00,00,55,53,2C,49,4C,FD,07,FF,FF,01,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF |
Fix Binary Format | templateid=535|35=OrderCancelReject535|9726=5|39001=1715580324236|58=This order is not in the book 'Order: 1 SenderCompID: U04004'|17=99914:16217|5392=ABC|11=U043|1505=13005618|39=U|434=1|37=1|60=1715580369513247173|5297=1715580369525244200|2422=3|9537=US,IL|102=2045|5904=null|1028=1|9765=0|9553=null|9373=null|7552=null| |
iLink 3 Order Cancel Replace Reject
Hex Format | A5,01,FE,CA,99,01,18,02,08,00,08,00,09,00,00,00,8C,49,8E,70,8F,01,00,00,54,68,69,73,20,6F,72,64,65,72,20,69,73,20,6E,6F,74,20,69,6E,20,74,68,65,20,62,6F,6F,6B,20,27,4F,72,64,65,72,3A,20,32,20,53,65,6E,64,65,72,43,6F,6D,70,49,44,3A,20,55,30,34,30,30,34,27,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,39,39,39,31,34,3A,31,36,32,32,30,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,35,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,02,00,00,00,00,00,00,00,37,DA,87,57,45,F7,CE,17,C3,88,E5,57,45,F7,CE,17,05,00,00,00,00,00,00,00,55,53,2C,49,4C,FD,07,FF,FF,01,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF |
Fix Binary Format | templateid=536|35=OrderCancelReplaceReject536|9726=9|39001=1715580324236|58=This order is not in the book 'Order: 2 SenderCompID: U04004'|17=99914:16220|5392=ABC|11=U045|1505=13005618|37=2|60=1715580385268062775|5297=1715580385274202307|2422=5|9537=US,IL|102=2045|5904=null|39=U|434=2|1028=1|9765=0|9553=null|9373=null|7552=null| |
iLink 3 Party Details List Request
Hex Format | 31,00,FE,CA,14,00,19,02,08,00,08,00,39,30,00,00,00,00,00,00,00,45,BE,3D,B9,F6,CE,17,03,00,00,00,07,00,00,0B,00,01,32,73,C6,00,00,00,00,00,43,E8,03 |
Fix Binary Format | templateid=537|35=PartyDetailsListRequest537|1505=12345|5297=1715579783540000000|9726=3|453=1|448=13005618|447=C|452=1000| |
iLink 3 Party Details List Report
Hex Format | B1,00,FE,CA,5D,00,1A,02,08,00,08,00,04,00,00,00,BB,11,81,70,8F,01,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,39,30,00,00,00,00,00,00,13,3B,74,3E,B9,F6,CE,17,FF,FF,FF,FF,FF,FF,FF,FF,01,00,00,01,04,00,00,FF,FF,00,59,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,00,FF,16,00,03,30,30,34,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,01,00,41,43,43,4F,55,4E,54,00,00,00,00,00,00,00,00,00,00,00,00,00,18,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,76,00,02,00,00 |
Fix Binary Format | templateid=538|35=PartyDetailsListReport538|9726=4|39001=1715579457979|1731=|1505=13005618|1510=12345|5297=1715579783551925011|2362=null|1512=1|1511=0|893=1|582=4|1816=0|8000=null|819=null|1598=null|9708=null|1031=Y|5290=null|36023=null|9765=0|9553=null|1671=3|1691=004|1692=C|1693=1|1691=ACCOUNT|1692=C|1693=24|1691=ABC|1692=C|1693=118| |
iLink 3 Request For Quote
Hex Format | 4F,00,FE,CA,37,00,1F,02,08,00,08,00,E5,DF,C6,00,00,00,00,00,01,00,00,00,00,00,00,00,01,02,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,D0,21,47,81,FF,CE,17,55,53,2C,49,4C,01,09,00,01,D4,7E,00,00,FF,FF,FF,FF,FF |
Fix Binary Format | templateid=543|35=RequestForQuote543|1505=13033445|131=1|1028=1|9726=2|5392=ABC|5297=1715589438784000000|9537=US,IL|537=1|146=1|48=32468|38=null|54=null| |
iLink 3 New Order Cross
Hex Format | 9D,00,FE,CA,4A,00,20,02,08,00,08,00,64,12,85,92,B8,2C,F8,00,1C,00,00,00,00,00,00,00,01,1C,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,CA,9A,3B,00,00,00,00,00,00,15,BE,D2,FF,CE,17,00,00,15,BE,D2,FF,CE,17,53,47,00,00,00,EB,B4,02,00,22,00,02,4B,45,4E,43,52,4F,53,53,31,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,64,00,00,00,01,00,4B,45,4E,43,52,4F,53,53,32,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,64,00,00,00,02,00 |
Fix Binary Format | templateid=544|35=NewOrderCross544|548=69854965468041828|2422=28|1028=1|9726=28|5392=ABC|40=2|549=3|550=0|44=1.0000000000|483=1715589788672000000|5297=1715589788672000000|9537=SG|48=177387|552=2|11=KENCROSS1|1505=13005618|38=100|54=1|962=0|11=KENCROSS2|1505=13005618|38=100|54=2|962=0| |
iLink 3 Mass Quote Acknowledgment
Hex Format | 6E,01,FE,CA,5F,01,21,02,08,00,08,00,07,00,00,00,E1,CF,D3,70,8F,01,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,C7,CC,A9,F1,DD,FB,CE,17,51,7A,28,F3,DD,FB,CE,17,FF,FF,FF,FF,FF,FF,FF,FF,53,47,00,00,00,07,00,00,00,FF,FF,FF,FF,00,01,02,00,FF,FF,FF,FF,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,0B,00,00 |
Fix Binary Format | templateid=545|35=MassQuoteAck545|9726=7|39001=1715584880609|58=|5392=ABC|1505=13005618|5979=1715585438735518919|5297=1715585438760598097|131=null|9537=SG|117=7|300=null|5904=null|297=0|1028=1|9772=2|9773=0|9553=null|9373=null|5409=null|304=null|9765=0|7552=null|9182=null| |
iLink 3 Request For Quote Acknowledgment
Hex Format | 72,01,FE,CA,66,01,22,02,08,00,08,00,02,00,00,00,47,56,17,71,8F,01,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,37,30,32,00,00,00,00,00,00,00,00,00,00,00,00,00,00,E5,DF,C6,00,00,00,00,00,75,36,29,48,81,FF,CE,17,97,67,87,48,81,FF,CE,17,01,00,00,00,00,00,00,00,55,53,2C,49,4C,FF,FF,FF,FF,00,01,FF,00,FF,FF,FF,FF,FF,FF,FF,FF |
Fix Binary Format | templateid=546|35=RequestForQuoteAck546|9726=2|39001=1715589305927|58=|5392=ABC|9770=702|1505=13033445|5979=1715589438801262197|5297=1715589438807435159|131=1|9537=US,IL|300=null|5904=null|297=0|1028=1|9553=null|9765=0|7552=null| |
iLink 3 Execution Report Trade Addendum Outright
Hex Format | FF,00,FE,CA,DE,00,24,02,08,00,08,00,CE,00,00,00,E1,CF,D3,70,8F,01,00,00,39,39,39,31,34,3A,4D,3A,37,38,54,4E,30,30,30,30,30,30,36,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,31,31,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,00,69,A6,C4,FE,18,00,00,CA,78,7B,53,02,00,00,00,61,FE,DA,B1,35,FC,CE,17,22,52,BB,B8,35,FC,CE,17,06,00,00,00,00,00,00,00,05,00,00,00,00,00,00,00,55,53,2C,49,4C,88,A0,00,00,01,00,00,00,06,00,00,00,05,00,00,00,90,4D,47,47,01,01,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,7F,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,7F,7F,FF,FF,FF,FF,FF,FF,FF,7F,7F,FF,FF,FF,FF,FF,FF,FF,7F,0F,00,01,00,69,A6,C4,FE,18,00,00,01,00,00,00,59,31,0B,2D,00,00 |
Fix Binary Format | templateid=548|35=ExecutionReportTradeAddendumOutright548|9726=206|39001=1715584880609|17=99914:M:78TN0000006|5392=ABC|11=U0411|1505=13005618|31=27482.5000000000|37=9990535370|60=1715585815622123105|5297=1715585815737487906|527=6|9703=5|9537=US,IL|48=41096|32=1|1506=6|1507=5|75=19856|39=G|150=G|54=1|1028=1|9765=0|18=00000000|5906=null|9373=null|6881=null|5409=null|845=null_-9|828=null|378=null|64=null|541=null|1056=null_null|381=null_null|6262=null_-9|1362=1|1364=27482.5000000000|1365=1|1363=Y1|1622=11| |
iLink 3 Execution Report Trade Addendum Spread
Hex Format | DF,00,FE,CA,BB,00,25,02,08,00,08,00,33,01,00,00,E1,CF,D3,70,8F,01,00,00,39,39,39,31,34,3A,4D,3A,31,32,36,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,31,35,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,00,4D,44,66,17,00,00,00,DD,78,7B,53,02,00,00,00,91,1C,3E,4B,FC,FC,CE,17,86,F7,17,50,FC,FC,CE,17,05,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,55,53,2C,49,4C,3A,3A,00,00,90,00,00,00,01,00,00,00,05,00,00,00,FF,FF,FF,FF,90,4D,48,48,00,01,01,00,02,00,00,FF,FF,FF,0F,00,01,00,4D,44,66,17,00,00,00,01,00,00,00,59,31,0B,29,00,00,1B,00,00 |
Fix Binary Format | templateid=549|35=ExecutionReportTradeAddendumSpread549|9726=307|39001=1715584880609|17=99914:M:126|5392=ABC|11=U0415|1505=13005618|31=100.5000000000|37=9990535389|60=1715586668599057553|5297=1715586668680443782|527=5|9703=null|9537=US,IL|48=14906|37711=144|32=1|1506=5|1507=null|75=19856|39=H|150=H|40=null|54=1|1028=1|9765=0|393=2|18=00000000|5906=null|9373=null|6881=null|5409=null|1362=1|1364=100.5000000000|1365=1|1363=Y1|1622=11| |
iLink 3 Execution Report Trade Addendum Spread Leg
Hex Format | E5,00,FE,CA,C4,00,26,02,08,00,08,00,34,01,00,00,E1,CF,D3,70,8F,01,00,00,39,39,39,31,34,3A,4D,3A,31,32,32,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,55,30,34,31,35,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,00,70,A3,2F,FE,18,00,00,DD,78,7B,53,02,00,00,00,91,1C,3E,4B,FC,FC,CE,17,0A,A2,27,50,FC,FC,CE,17,05,00,00,00,00,00,00,00,FF,FF,FF,FF,FF,FF,FF,FF,55,53,2C,49,4C,88,A0,00,00,01,00,00,00,0B,00,00,00,FF,FF,FF,FF,90,4D,48,48,01,00,01,FF,FF,FF,FF,FF,FF,FF,FF,FF,7F,7F,FF,FF,FF,FF,FF,FF,FF,7F,7F,0F,00,01,00,70,A3,2F,FE,18,00,00,01,00,00,00,59,31,0E,1B,00,00 |
Fix Binary Format | templateid=550|35=ExecutionReportTradeAddendumSpreadLeg550|9726=308|39001=1715584880609|17=99914:M:122|5392=ABC|11=U0415|1505=13005618|31=27480.0000000000|37=9990535389|60=1715586668599057553|5297=1715586668681470474|527=5|9703=null|9537=US,IL|48=41096|32=1|1506=11|1507=null|75=19856|39=H|150=H|1028=1|9765=0|54=1|64=null|1056=null_null|381=null_null|1362=1|1364=27480.0000000000|1365=1|1363=Y1|1622=14| |
iLink 3 Security Definition Request
Hex Format | 7D,00,FE,CA,48,00,30,02,08,00,08,00,32,73,C6,00,00,00,00,00,01,00,00,00,00,00,00,00,01,1D,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,40,BB,C2,DE,17,00,CF,17,43,4F,4D,42,4F,00,00,00,55,53,2C,49,4C,01,00,01,00,01,01,00,00,00,FF,13,00,02,FF,FF,FF,FF,FF,FF,FF,7F,53,09,83,02,FF,FF,FF,7F,00,01,01,FF,FF,FF,FF,FF,FF,FF,7F,55,09,83,02,FF,FF,FF,7F,00,02,01 |
Fix Binary Format | templateid=560|35=SecurityDefinitionRequest560|1505=13005618|320=1|1028=1|9726=29|5392=ABC|321=1|5297=1715590085573000000|762=COMBO|9537=US,IL|916=1|917=1|37715=1|5677=1|6651=255|555=2|603=8|566=null_-9|602=42142035|1017=null_0|624=1|623=1|603=8|566=null_-9|602=42142037|1017=null_0|624=2|623=1| |
iLink 3 Security Definition Response
Hex Format | E6,01,FE,CA,AE,01,31,02,08,00,08,00,4A,01,00,00,E1,CF,D3,70,8F,01,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,01,00,00,00,00,00,00,00,99,71,36,BE,5B,83,39,03,D1,6B,D5,F0,17,00,CF,17,39,39,00,00,00,00,4F,50,54,00,00,00,55,53,2C,49,4C,74,AC,C5,02,00,00,00,E8,07,06,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,FF,7F,00,00,00,00,00,00,00,00,02,02,01,FF,01,00,FF,13,00,02,FF,FF,FF,FF,FF,FF,FF,7F,FF,FF,FF,7F,7F,53,09,83,02,01,01,FF,FF,FF,FF,FF,FF,FF,7F,FF,FF,FF,7F,7F,55,09,83,02,02,01,10,00,00 |
Fix Binary Format | templateid=561|35=SecurityDefinitionResponse561|9726=330|39001=1715584880609|58=|2714=|5392=ABC|55=|1505=13005618|320=1|322=232361285842792857|5297=1715590085876214737|1151=99|167=OPT|9537=US,IL|48=46509172|15=|22=8|200=2024_6_null_null|5904=null|916=null|917=null|37715=null|5677=null|788=|323=2|9779=Y|827=2|1028=1|9553=null|9776=1|9765=0|6651=255|555=2|566=null_-9|1017=null_null|603=8|602=42142035|624=1|623=1|566=null_-9|1017=null_null|603=8|602=42142037|624=2|623=1| |
iLink 3 Order Mass Action Report
Hex Format | B1,00,FE,CA,82,00,32,02,08,00,08,00,3C,01,00,00,E1,CF,D3,70,8F,01,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,80,10,48,69,10,FE,CE,17,6E,6D,AA,69,10,FE,CE,17,39,30,00,00,00,00,00,00,30,93,F4,05,00,00,00,00,00,00,00,00,00,00,53,47,00,00,00,FF,FF,FF,7F,FF,FF,01,01,09,01,00,00,00,01,FF,63,FF,FF,00,FF,FF,FF,00,FF,FF,FF,FF,FF,FF,FF,FF,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,20,00,01,55,30,34,32,31,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,FE,78,7B,53,02,00,00,00,0A,00,00,00 |
Fix Binary Format | templateid=562|35=OrderMassActionReport562|9726=316|39001=1715584880609|5392=ABC|1505=13005618|60=1715587854514000000|5297=1715587854520446318|2422=12345|1369=99914544|1373=3|1151=|9537=SG|48=null|5904=null|1375=1|1028=1|1374=9|533=1|893=1|1376=null|1300=99|6115=null|54=null|40=null|59=null|9553=null|9373=null|9765=0|7552=null|9937=|2807=|534=1|41=U0421|535=9990535422|84=10| |
iLink 3 Quote Cancel Acknowledgment
Hex Format | 82,01,FE,CA,70,01,33,02,08,00,08,00,08,00,00,00,E1,CF,D3,70,8F,01,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,41,42,43,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,32,73,C6,00,00,00,00,00,DD,45,EE,1C,DF,FB,CE,17,E8,E6,48,1D,DF,FB,CE,17,24,33,00,00,00,00,55,53,2C,49,4C,08,00,00,00,FF,FF,FF,FF,01,04,00,00,00,00,00,30,FF,FF,FF,00,FF,FF,FF,FF,FF,FF,FF,FF,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,00,FF,09,00,00,04,00,00 |
Fix Binary Format | templateid=563|35=QuoteCancelAck563|9726=8|39001=1715584880609|58=|5392=ABC|1505=13005618|5979=1715585443756393949|5297=1715585443762333416|9774=$3|9537=US,IL|117=8|300=null|5904=null|1028=1|297=4|9772=0|9773=0|9775=0|9553=null|304=null|9373=null|9765=0|7552=null|9937=|2807=|9182=null| |
Good Till Cancel (GTC) and Good Till Date (GTD) orders
Customers should manage cancellation of GTC and GTD orders on iLink 2 sessions and resubmission of GTC and GTD orders on new iLink 3 sessions.
Market Integrity Controls
Messaging Controls
Messaging Controls prevent violation of the maximum Transactions per Second (TPS) rule. Messaging Controls measure Transactions per Second (TPS) and are enforced at the iLink session level.
iLink 3 for Convenience Gateways will have the same messaging controls as iLink 2 except for the changes described below.
Session Layer Messaging Controls
The thresholds are in place for the following Session Layer message types:
- Negotiate
- Establish
- Terminate
- Sequence
- Retransmit Request
Application Messaging Controls
Module | Messaging Controls |
---|---|
Common | New Order (35=D) Order Cancel Replace Request (35=G) Order Status Request (35=H) Security Definition Request (35=c) Order Mass Status Request (35=AF) Request for Quote (35=R) New Order Cross (35=s) Party Details Definition Request (35=CX) Party Details List Request (35=CF) |
Cancel | Order Cancel Request (35=F) Order Mass Action Request (35=CA) |
Mass Quote | Mass Quote (35=i) Quote Cancel (35=Z) |
Messaging Thresholds and Action Types
Messaging Thresholds | Action Type | Message Type | Error Code |
---|---|---|---|
Exceeding Reject Threshold | Reject subsequent messages until the TPS rate falls below the threshold. | Business Reject (tag 35-MsgType=j) | Tag 380-BusinessRejectReason=8 |
Exceeding Terminate Threshold | Terminate the offending iLink 3 session. | Terminate | Tag 39012-ErrorCodes=9 |
Party Details Messages
Party Details messages can be counted in session layer or application layer messaging controls depending on whether the messages are sent to CGWs or OESGWs:
Messages | MSGWs | OESGW |
---|---|---|
PartyDetailsDefinitionRequest messages with PartyDetailsListRequestID≠0 | Administrative Message Controls | Common Module |
PartyDetailsDefinitionRequest messages with PartyDetailsListRequestID=0 | Common Module *Regardless of whether the PartyDetailsDefinitionRequest message is sent on-demand directly preceding each New Order-Single, Order Cancel Replace Request, Order Cancel Request, etc. | Administrative Message Controls |
PartyDetailsListRequest | Administrative Message Controls | Common Module |
Automated Port Closure
CME Globex will automatically terminate and close both the primary and backup ports for any iLink 3 session on the 5th invalid negotiate and establish attempts in 60 seconds.
Negotiate messages may be invalid due to:
- Invalid or missing UUID
- Invalid or missing HMAC Signature
- Invalid or missing RequestTimestamp
- Invalid or missing AccessKeyID
- Invalid or missing Session
- Invalid or missing Firm
- Sending Negotiate message without waiting for NegotiationResponse/NegotiationReject from previous Negotiate message
- Sending Negotiate message when session is already negotiated
- Sending Negotiate message when session is already established
Establish messages may be invalid due to:
- Invalid or missing UUID
- Invalid or missing HMAC Signature
- Invalid or missing RequestTimestamp
- Invalid or missing AccessKeyID
- Invalid or missing Session
- Invalid or missing Firm
- Invalid or missing NextSeqNo
- Sending Establish message without waiting for EstablishmentAck/EstablishmentReject from previous Establish message
- Sending Establish message when session is already established
- Sending Establish message when session is not negotiated
- Missing ApplicationSystemName
- Missing TradingSystemVersion
- Missing ApplicationSystemVendor
- Invalid or missing KeepAliveInterval
Automated port closure can also be triggered by client systems sending messages other than Negotiate and Establish when the session has not been successfully established.
When triggered, CME Globex will send a Terminate message with tag 39012-ErrorCodes=8 (CMEAdministeredPortClosure: due to invalid number of Negotiate/Establish attempts being exceeded).
- Sessions with active-active fault tolerance will receive the Terminate message on both the primary and backup instances.
- Sessions without fault tolerance will only receive the Terminate message on the primary instance, but both the primary and backup ports will be closed.
Primary and secondary clearing firm administrators must contact the Global Command Center directly to have a port re-opened.
iLink 3 CGW Message Specifications
See the following topics for message specifications:
iLink 3 CGW Front-End Audit Trail Requirements
The required audit trail specifications apply to all systems implementing iLink 3 CGW. All client systems must be certified for Audit Trail for iLink 3 CGW prior to using the production environment.
For additional information, please review the Market Regulation Advisory Notice on order routing and front-end audit trail regulatory requirements.
Contact Information
For technical development support, contact Certification Support for Electronic Trading (CSET).
For production requests, please contact the Global Command Center (GCC).
For all other inquiries, please contact Global Account Management (GAM).