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This page describes the message sequence number protocol that must be followed between the client system and CME Globex.

FIX protocol requires separate sequence numbers for incoming and outgoing messages between the client system and CME Globex. This ensures that all messages to and from CME Globex are in the correct order and recoverable.

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If the client's local architecture uses a single-server process that maintains multiple FIX sessions with the CME Globex platform and supports multiple applications, the client software should allow a session to reset and/or recover sequence numbers. This should not affect other actively trading connections on the server or the server process itself.