The Session Level Reject (tag 35-MsgType=3) message is sent by CME Globex when a session level error has occurred.
|Standard Header - CME Globex to Client System|
When any of the following mandatory tags are submitted blank by the client system to CME Globex:
the Reject message will return that tag with the string value "null".
|35||MsgType||Sting(2)||3=Session Level Reject||Y||Header tag identifying message type.|
Tag 34-MsgSeqNum of the rejected message.
Provides the reason the order was rejected.
See Session Layer Validation Conditions for more information.
Contains the tag 117-QuoteID value from Mass Quote Request when the request is rejected by exceeding the Mass Quote messaging threshold limit. Sent for Mass Quote message violations only.
70 = Mass Quote message violations
71 = Mass Quote entry violations
72 = Messaging Control message violations
73 = Messaging Control cancel violations
|N||Indicates reject reason for Mass Quote Governor rejects and Messaging Control rejects.|
Y = manual
Indicates if order was sent manually or generated by automated trading logic.
Not present on Session-level messages.
0 – Split message
1 – Out-of-order message
2 – Complete message
Indicates whether a message was subject to additional processing as a result of being:
If absent, then the message was not subject to additional processing.
End of message.