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Application Messaging Thresholds

Messages submitted by the client system on an iLink session are monitored by the number of messages sent over a predefined time interval. The time interval begins with the first message processed. At the end of the interval, if no violation has occurred, the message count and interval reset pending the next message processed.

If an iLink session exceeds one or more of the thresholds, as measured in messages per second (MPS) over a pre-defined interval, subsequent messages will be are rejected via a Session Level Reject (tag 35-MsgType=3) message until the MPS rate falls below the threshold. Exceeding a larger pre-defined predefined threshold will result in a logout of the offending iLink session. 

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All times
MessageReject ThresholdLogout ThresholdInterval
Cancel1000 MPS1500 MPSThree-second window.

All other application messages

500 MPS750 MPSThree-second window.


with the following exception:

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)

100 MPS150 MPSThree-second window.
Note

The number of active or queued Order Status Requests (OSR) per iLink session is limited to 50. Order Status Requests (OSRs) that exceed the allowed number of active and queued requests will be rejected with a Session Level Reject (tag 35=3) with tag 58=Exceeded maximum number of unacknowledged OSR requests. New OSRs may be submitted as each OSR is fulfilled.

CME Group recommends that customers wait for each OSR to be fulfilled before submitting a new request.

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MessageReject ThresholdLogout ThresholdInterval

Mass Quote and Quote Cancel Messages

350 MPS

750 MPS

Three-second window.

Administrative Messaging Thresholds

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  • Logon (tag 35=A)
  • Heartbeat (tag 35=0)
  • Test Request (tag 35=1)
  • Resend Request (tag 35=2)
  • Session Level Reject (tag 35=3)
  • Business Level Reject (tag 35=j)
  • Sequence Reset (tag 35=4)
  • Logout (tag 35=5)
  • Unknown message types
  • Malformed Administrative and Application messages
  • Administrative and Application Messages with invalid sequence numbers
  • Administrative messages that fail session validation

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