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The Session Level Reject (tag 35-MsgType=3) message is sent by CME Globex when a session level error has occurred.

Tag

Name

Enumeration

Req

Description

Standard Header - CME Globex to Client System



When any of the following mandatory tags are submitted blank by the client system to CME Globex:

    • tag 49-SenderCompID
    • tag 50-SenderSubID
    • tag 142-SenderLocationID

the Reject message will return that tag with the string value "null".

35MsgTypeSting(2)3=Session Level RejectYHeader tag identifying message type.

45

RefSeqNum

Int(9)


Y

Tag 34-MsgSeqNum of the rejected message.

58

Text

String(200)


N

Provides the reason the order was rejected.

See Session Layer Validation Conditions for more information.

371

RefTagID

String(23)


N

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.

373SessionRejectReasonInt(2)

70 = Mass Quote message violations

71 = Mass Quote entry violations

72 = Messaging Control message violations

73 = Messaging Control cancel violations

NIndicates reject reason for Mass Quote Governor rejects and Messaging Control rejects.

1028

ManualOrderIndicator

Boolean(1)

Y = manual
N = automated

Y*

Indicates if order was sent manually or generated by automated trading logic.

Not present on Session-level messages.

1031

CustOrderHandlingInst

String(1)

A = Phone simple
B = Phone complex
C = FCM-provided screen
D = Other-provided screen
E = Client-provided platform controlled by FCM
F = Client-provided platform direct to exchange
G = FCM API or FIX
H = Algo Engine
J = Price at Execution (price added at initial order entry, trading, middle office or time of give-up)
W = Desk - Electronic
X = Desk - Pit
Y = Client - Electronic
Z = Client - Pit

N

Defines source of original order.

Standard Message Trailer





End of message.

Y: Required by FIX protocol, Y*: Required by CME Globex (not by FIX protocol), N: Not Required, C: Conditional