The Session Level Reject (tag 35-MsgType=3) message is sent by CME Globex when a session level error has occurred.
|Standard Header - CME Globex to Client System|
When any of the following mandatory tags are submitted blank by the client system to CME Globex:
- tag 49-SenderCompID
- tag 50-SenderSubID
- tag 142-SenderLocationID
the Reject message will return that tag with the string value "null".
|35||MsgTypeY||Sting(2)||3=Session Level Reject||Sting(2)Y||Header tag identifying message type.|
Tag 34-MsgSeqNum of the rejected message.
Provides the reason the order was rejected.
See Session Layer Validation Conditions for more information.
Contains the tag 117-QuoteID value from Mass Quote Request when the request is rejected by exceeding the Mass Quote messaging threshold limit. Sent for Mass Quote message violations only.
70 = Mass Quote message violations
71 = Mass Quote entry violations
72 = Messaging Control message violations
73 = Messaging Control cancel violations
|Int(2)N||Indicates reject reason for Mass Quote Governor rejects and Messaging Control rejects.|
Y = manual
N = automated
Indicates if order was sent manually or generated by automated trading logic.
Not present on Session-level messages.
A = Phone simple
B = Phone complex
C = FCM-provided screen
D = Other-provided screen
E = Client-provided platform controlled by FCM
F = Client-provided platform direct to exchange
G = FCM API or FIX
H = Algo Engine
J = Price at Execution (price added at initial order entry, trading, middle office or time of give-up)
W = Desk - Electronic
X = Desk - Pit
Y = Client - Electronic
Z = Client - Pit
Defines source of original order.
Standard Message Trailer
End of message.