Ilink 2.x, message specifications for CME Globex

CME ilink 2x supported administration message formats

Logon (msgtype = A): customer to CME Logon (msgtype = A): cme to customer

Heartbeat (msgtype = 0)

Test request (msgtype = 1)

Resend Request (msgtype = 2)

Session level reject (msgtype = 3)

Business level reject (msgtype = J)

Sequence reset (msgtype = 4)

Logout (msgtype = 5) 13

 

Supported application message formats

New Order-single (msgtype = D)

Order cancel request (msgtype = f)

Order cancel/replace request (msgtype = g)

Order Status Request (msgtype = H)

Quote request (msgtype = r)

Security definition request (msgtype = C)

Security definition message (msgtype = D)

New Order cross (msgtype = s)

Mass quote (msgtype = I)

Quote cancel (msgtype = z)

Order cancel reject (msgtype = 9)

Quote acknowledgment (msgtype = B)

Quote cancel acknowledgment (msgtype = B)

Execution report (msgtype = 8): Confirmation/acknowledgment of order creation, modification, or cancellation

Execution report (msgtype = 8): Fill notice

Execution report (msgtype = 8): Order Status Report

Execution report (msgtype = 8): reject message

Execution report (msgtype = 8): order elimination message

Execution report (msgtype = 8): Trade cancellation notice