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Direct MessagesDate/Time: Mon, 16 Sep 2024 19:26:50 +0000
Post From: Progress of Integration to CME ILink 3 from iLink 2
| [2024-06-20 14:10:08] |
| Sierra_Chart Engineering - Posts: 16387 |
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One very important task we are working on at this time, by senior developers is the integration to CME iLink 3 from iLink 2. This must be completed, well before January 2025. At that time, the CME will be imposing a penalty for continued use of iLink 2 and they will shut down iLink 2 at the end of January 2025. So this is a critical task. ILink 2 is being used for Teton order routing. ILink 3, uses the FIX performance protocol which uses simple binary encoding (SBE). We want to document our progress on this. The encoder and decoder for the FIX performance protocol which uses simple binary encoding, is complete. Session level messaging and sequence number handling is complete. There is still some review needed but this is considered in a complete state. This is the most complex part. Application level messages is mostly complete. We are still working on the Execution report. We need to work on Session and Business Rejects, and order cancel reject. Implementation of the required Party Details message which is a required message sent before every outbound business level message is complete. Symbol handling is complete and that is nothing more than using the integer security identifier to identify the symbol traded. There is some worry about identifying a product / symbol by using an integer identifier because if the mapping is wrong, an order for the wrong product will be submitted. But there should never be a problem with this. And it will undergo careful testing. Although the use of an integer identifier does greatly simplify, specifying the symbol. Audit trail, still needs to be done. The remaining programming should be done by the end of July. Testing, certification, and audit trail certification will all be done after this. That should not take more than 30 days. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2024-06-20 14:11:12
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