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  • New Order (tag 35-MsgType=D)
  • Order Cancel/Replace (tag 35-MsgType=G)
  • Order Status Request (tag 35-MsgType=H)
  • Quote Request (tag 35-MsgType=R)
  • New Order Cross (tag 35-MsgType=s)
  • Security Definition Request (tag 35-MsgType=c)
  • Cancel Request messages (tag 35-MsgType=F)SecDef
  • Order Mass Action Request

    messages

    (tag 35-MsgType=

    c

    CA) 

  • Application messages that fail business validation 

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All times
MessageReject ThresholdLogout ThresholdInterval

Cancel Request (tag 35-MsgType=F)

Order Mass Action Request (tag 35-MsgType=CA) 
10001500Three-second window.

All other application messages

500750Three-second window.

...

Sunday - 15:00-17:00 Central Time (CT)

Monday-Thursday 16:30-17:00 CT




MessageReject ThresholdLogout ThresholdInterval

New Order (tag 35-MsgType=D)

Order Cancel/Replace (tag 35-MsgType=G)

Order Status Request (tag 35-MsgType=H)

Quote Request (tag 35-MsgType=R)

New Order Cross (tag 35-MsgType=s)

Security Definition Request (tag 35-MsgType=c)

100150Three-second window.

...

  • exceeds 200 administrative messages per second over a three-second window, or
  • exceeds 5 invalid Logon (tag 35=A) messages in 60 seconds, or
  • sends any message other than a Logon before the session has successfully logged in.

Drop Copy

For Drop Copy, CME Group will automatically close the ports for any Drop Copy session that:

  • exceeds 5 invalid Logon (tag 35=A) messages in 60 seconds, or
  • sends any message other than a Logon before the session has successfully logged in.

Additionally, Drop Copy sessions are subject to the following administrative messaging thresholds:

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