In cases where the iLink session undergoing additional processing exceeds the number of messages permitted, the session will be logged out and all in-flight messages rejected. The number of messages permitted is consistent for all iLink sessions and configured by the exchange (currently 15 messages for Future & Options and 50 messages for BrokerTec Markets). CME Group reserves the right to change the session logout threshold at any time without notice.
- the MSGW generates four Logout messages—one Logout for each message, but sends only the first. When the client system logs in, the Logon Acknowledgment tag 34-MsgSeqNum=204 rather than 201.
As a result, the client system may receive a Logon Confirmation (tag 35-MsgType=A) message with a sequence number higher than expected after the next client system login.
The client system cannot submit a iLink 2 Resend Request message to recover unsent logout messages.
- These logout messages will not be counted towards Auto Port Closure.
When an MSGW session is undergoing additional safeguard processing and is logged out due to the number of in-flight messages, CME Globex will send a Logout message including the following tag 58=<Reject Reason> and reject all in-flight messages.
Logout (tag 35-MsgType=5)
MSGW safeguard exceeded: no. of messages
Messages rejected due to session disconnect