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  

转载于:https://www.cnblogs.com/slime/archive/2010/02/27/1674644.html