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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.

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  • 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.

      Info

      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.

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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.

Message Type

Logout Reason

Tag 58-Text

Logout (tag 35-MsgType=5)

  • Exceeding the session logout threshold

MSGW safeguard exceeded: no. of messages

  • Hard TCP Disconnect (i.e. without sending a logout)
  • Customer initiated logout
  • Customer sends an invalid message (e.g. a lower than expected message sequence number)

Messages rejected due to session disconnect