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To create a UDS, a client systems must be able to process the following iLink 2.X message types:

Message

Description

Security Definition Request (tag 35-MsgType=c)

Submitted to CME Globex by customer system to request
creation of user-defined spread.

Security Definition - Accept or Reject (tag 35-MsgType=d)

Sent to customer system by CME Globex upon acceptance or rejection
of Security Definition Request message.

Business Level Reject (tag 35-MsgType=j)

Sent by CME Globex to reject messages at the FIX session level
(e.g., messages with missing or invalid FIX tags) where the message cannot be processed.

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CME Group customers use the iLink Security Definition Request (tag 35-MsgType=c) message to create a spread on the CME Globex platform. The iLink Security Definition Request message requires a repeating group of user-populated tags for instruments included in the spread.

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Info

If an iLink Security Definition Request (tag 35-MsgType=c) is rejected as "Contract is invalid" due to an existing, identical spread instrument definition sent in tag 107-SecurityDesc. It is strongly recommended that the client system reload all market data Security Definition (tag 35-MsgType=d) messages from the Replay channel.

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