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Summary of iLink Execution Report - Fill
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Messaging Behavior
| Scenario | Behavior |
| Aggressing Order | One fill sent per trade price and per liquidity source regardless of how many counter-parties traded with |
| Resting Order (FIFO Market) | For all order types other than Display Quantity, no change from today. |
| Resting Order (Non-FIFO Market) | One fill sent with trade quantity aggregated from all match algorithm steps |
| Display Quantity (DQ) Order | One fill sent with trade quantity aggregated from all refreshes |
Opening Trade | All bids and asks receive one fill for each order in alternating sequence (i.e., BUY/SELL, BUY/SELL, etc.) |
Video overview of iLink Execution Report - Fill Messaging Behavior
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<p><a href="https://www.cmegroup.com/education/videos/ilink-fill-report-messaging-behavior.html" target="_blank" rel="nofollow"><img src=http://www.cmegroup.com/globex/images/eid-thumb.png alt="iLink Fill Report Messaging Behavior"></a></p>
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Fills for Aggressing Orders
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