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Logon Scenarios

Client systems use the Logon (tag 35-MsgType=A) message for authentication with CME Globex. There are three Logon scenarios:

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Beginning of Week Logon

The Beginning of Week Logon message must be populated with:

  • Tag 49-SenderCompID with the Fault Tolerance Indicator set to 'U' for customers using Fault Tolerance or 'N' for customers opting not to use Fault Tolerance. This tag is 7 characters long and consists of 3 sub-fields: 
    • Session ID (left-most 3 characters)
    • Firm ID (next 3 characters)
    • Fault Tolerance Indicator (last trailing character)
  • Tag 141-ResetSeqNumFlag is optional but a Logon message with 141=Y will result in a Logout message response.
  • Tag 34-MsgSeqNum = '1'
Info

The Session ID , and Firm ID and Password are assigned and can be obtained by contacting your Global Account Manager.

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If any of the requirements are not met or if CME Globex is unable to authenticate the client system, the client system receives a iLink 2 Logout message and the connection is dropped. In addition, CME Globex does not increment its inbound sequence number.

If authentication is successful, a Logon Confirmation (tag 35-MsgType=A) message is sent with a Fault Tolerance Indicator of either 'P' or 'B' for customers using Fault Tolerance, or 'N' for customers opting not to use Fault Tolerance. The Fault Tolerance Indicator dictates whether the client application must behave as Primary (P) or Backup (B).

After sending the Logon Confirmation (tag 35-MsgType=A) message, CME Globex issues a iLink 2 Test Request message and expects a iLink 2 Heartbeat in response. The client application must receive the Logon Confirmation (tag 35-MsgType=A) message prior to sending the Heartbeat (tag 35-MsgType=0) message and any other subsequent messages.

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If any of the above requirements are not met, the client system receives a iLink 2 Logout message in response. In addition, CME Globex does not increment its inbound sequence number.

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  1. While the client system is logged out, CME Globex stores any messages to be sent to the client system.
  2. As a result, the client system may receive a Logon Confirmation (tag 35-MsgType=A) message with a sequence number higher than expected due to the fact that CME Globex processed those stored messages prior to the Mid-Week Logon message and incremented its outbound sequence number accordingly.
  3. The client system submits a iLink 2 Resend Request message for messages stored while the client system was logged out.

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  1. The client system successfully logged on Tuesday morning and submitted New Order Request (tag 35-MsgType=D) messages.
  2. The client system logged out. While the client system is logged out, the orders remain active and any corresponding Execution Reports are generated. CME Globex processes these Execution Reports and increments its outbound sequence number while the client system is logged out.
  3. The client system logs in on Wednesday morning. When the client system receives the Logon Confirmation (tag 35-MsgType=A) message, the client system detects that the sequence number of the Logon Confirmation (tag 35-MsgType=A) message is higher than expected. The client application follows up with a Resend Request (tag 35-MsgType=2) message and retrieves unsent messages that were generated while the client system was logged out.

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In-Session Logon is used to reset sequence numbers after the client has logged on. During In-Session Logon, tag 141-ResetSeqNumFlag must be set to 'Y' to reset sequence numbers and tag 34-MsgSeqNum of that Logon must be set to '1'. If the client would like to reset sequence numbers in the middle of a session, the client should follow these steps:

  1. Send a iLink 2 Test Request message and wait for a iLink 2 Heartbeat message to ensure that there are no sequence number gaps.
  2. Send a Logon (tag 35-MsgType=A) message with tag 141-ResetSeqNumFlag set to 'Y' and a sequence number of '1' in tag 34-MsgSeqNum.
    • If the client system sends an In-Session Logon (tag 35-MsgType=A) with tag 141-ResetSeqNumFlag set to 'N' or if the tag is missing, then the client system is logged out.
    • In addition, if the client sends a sequence number other than '1' in tag 34-MsgSeqNum during In-Session Logon, the client system is logged out.
  3. CME Globex responds with a Logon Confirmation (tag 35-MsgType=A) message with tag 141-ResetSeqNumFlag set to 'Y' and a sequence number of '1' in tag 34-MsgSeqNum.

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The following diagram illustrates a successful In-Session Logon scenario where the client system uses a iLink 2 Test Request message and resets sequence numbers to '1' due to a catastrophic failure.

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