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This topic provides information on how to develop the basic functionality required for a client system to connect to and maintain a FIX session on CME Globex. This functionality is known as the Session layer, also referred to as the Administration layer. The Session layer entails the establishing and maintaining a FIX session over iLink 2.X on a TCP/IP connection which enables the sending and receiving of business messages between the client and the host over that session throughout the course of a trading day.
- Fault Tolerance
- Session Layer - Logon
- Session Layer - Heartbeat
- Session Layer - Logout
- Session Layer - Resend Request
- Session Layer - Message Sequence Numbers
- Session Layer - Message Sequence Number Reset
- Session Layer - Test Request
- Session Level - Reject
Session layer functionality can be categorized into messaging features and system features as follows: