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Possible CME Globex response messages: Logon (tag 35-MsgType=A), Logout (tag 35-MsgType=5), or Session Level Reject (tag 35-MsgType=3).

Excerpt

Tag

NameReq

Enumeration

Description

Standard Header - Client System to CME Globex






35MsgTypeYString(2)A=LogonString(2)YHeader tag identifying message type.

108

HeartBtlntY

Int(3)

30-60 inclusive

Int(3)Y

Hearbeat interval in seconds.

  • CME Group requires a heartbeat interval between 5 and 60 seconds. Intervals of less than 5 seconds are not permitted. Intervals longer than 60 seconds are not supported. The recommended value is 30 (seconds).
  • CME Globex uses the heartbeat interval submitted in the customer Logon message.

141

ResetSeqNumFlagC

Boolean(1)

Y=Yes, reset sequence numbers

N=No

Boolean(1)C

Indicates that both sides of the FIX session should reset sequence numbers.

For beginning of week and mid-week logon, tag 141 is optional but a Logon message with 141=Y will receive a Logout message in response. During in-session logon, tag 141 is required and must be set to "Y". 

Messages with incorrect or missing tag 141 values will result in session logout.

1603

ApplicationSystemNameY*

String(30)

Value obtained from GAM or ISV.

String(30)Y*

Identifies system generating the message.

1604

TradingSystemVersionY*

String(10)

Value obtained from GAM or ISV.

String(10)Y*

Identifies the version of the system generating the message.

1605

ApplicationSystemVendorY*

String(10)

Value obtained from GAM or ISV.

String(10)Y*

Identifies the vendor of the application system.

354

EncodedTextLenC

Length(2)


C

Length of the Accesss Access Key ID.

Must be sent if tag 355-EncodedText field is specified and must immediately precede it.

355

EncodedTextC

Data(32)


C

Contains the Access Key ID assigned to the session ID in tag 49-SenderCompID.

1400

EncryptedPasswordMethodC

String(13)

CME-1-SHA-256

String(13)C

Defines the method used to create secure cryptographic hash in the encrypted password field.

For day 1 the only valid value supported is CME-SHA-256 which represents first CME version of message digest or hash of SHA-256.

1401

EncryptedPasswordLenC

Length(2)


C

Length of tag 1402-EncryptedPassword which contains the HMAC signature.

1402

EncryptedPasswordC

Data(44)


C

Contains the HMAC signature built with HMAC data using the instruction provided.

iLink 2 Standard Message Trailer





End of message.

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

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