After negotiation is complete, the customer must send an Establish message to start assigning sequence numbers. Once established, customers can submit orders and quotes.
|Tag||Name||Binary Type||Binary Length||Req||Enumeration||Description|
Contains the HMAC signature.
HMAC signature will be calculated using HMAC data consisting of the following fields which should be in ascending order and delimited with new line (\n) characters. There should be no trailing new line.
The HMAC signature is an encoded hash (digest) of the nine fields mentioned above using the Secret Key provided by CME.
In pseudo code:
Contains the AccessKeyID assigned to this session on this port.
For example: TXkgU2VjcmV0IEtleQ
|1603||TradingSystemName||String30Req||30||Y||Provides the name of the application system used to generate FIX application messages.|
|1604||TradingSystemVersion||String10Req||10||Y||Provides the version of the application system being used to initiate FIX application messages|
|1605||TradingSystemVendor||String10Req||10||Y||Provides the vendor of the application system.|
Session Identifier defined as type long (uInt64); CME Group recommends using timestamp as number of microseconds since epoch (Jan 1, 1970).
CME track of last known used UUID.
The Negotiate message must be sent prior to the Establish message with a new UUID midweek.
When used after Negotiate, Negotiate.UUID should have the same value as Etablish.UUID or the message will be rejected.
Client systems must use the same UUID for both primary and backup connections if using active-active fault tolerance to ensure that the sequence numbers will continue after a failover.
|39002||RequestTimestamp||uInt64||8||Y||Time of request; CME Group recommends using the number of nanoseconds since epoch (Jan 1, 1970) as the timestamp.|
Next expected message sequence number.
On primary connection, the expected message sequence number of the next business message from customer to CME.
On primary connection the next expected message sequence number represents the sequence number of the next business message to be sent from customer to CME.
On backup connection, this will be set to 0.
The longest time in milliseconds the client system can remain silent before sending a keep alive message.
Allowed range is between 5000-60000. Any value outside this range will be rejected
If no message is sent from customer after 1 interval lapses, CME will send a Sequence message indicating that one keep alive interval from customer has lapsed.
If still no response is sent from the customer and the second keep alive interval lapses, the session will be terminated.
Currently not supported; however the length of variable data needs to be set to 0, represented as two bytes 00 00.