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[Sticky] [Locked] - Progress of Integration to CME ILink 3 from iLink 2

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[2024-06-20 14:10:08] #1 [Go To First Post]
Sierra_Chart Engineering - Posts: 16292
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

[2024-06-25 17:02:05] #2 [Go To First Post]
Sierra_Chart Engineering - Posts: 16292
Just want to post this information in this thread from the CME: October 31, 2024 iLink 2 sessions can no longer be created December 31, 2024 Deadline for customer migration Note to clearing firms, if an iLink 2 key is going to expire sometime after October 31 and before, the end of January 2025, we need to get an updated key ahead of time, so it can continue to be used, in November and December if necessary. We hope to be done by then but we need to always be prepared if not. 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: 2024-06-25 17:08:43

[2024-06-30 16:10:22] #3 [Go To First Post]
Sierra_Chart Engineering - Posts: 16292
Another thing has come to mind about CME iLink 3, the audit trail specifications are different as compared iLink 2. Therefore, when connected iLink 3 we can only generate audit trails for trading activity for iLink 3 . Not past trading activity for iLink 2. We will need to use the old ILink 2 service client for that. Another question we have is, the new session keys we get for iLink 3 from the clearing firms, will open orders, from iLink 2 still be present? 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: 2024-06-30 16:11:01

[2024-07-09 10:59:06] #4 [Go To First Post]
Sierra_Chart Engineering - Posts: 16292
We need to work on Session and Business Rejects, and order cancel reject. Processing of Business Reject message and Order Cancel Reject message is done. There is no general session reject for iLink 3. Although processing of the various reject messages which exist in iLink 3 among the session level messages are implemented. We have completed implementation of capturing the necessary fields for audit trail among all of the various business messages. We just need to work on audit trail generation. We need to do a final review to make sure all of the functionality in the iLink 3 service client, supports everything that the older iLink 2 service client does. Once the above is done, then we can begin our own internal testing, then we need to work on the CME certification for iLink3. After that audit trail certification. Certifications are not easy tests. They are difficult. 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: 2024-07-09 11:00:02

[2024-07-18 22:57:44] #5 [Go To First Post]
Sierra_Chart Engineering - Posts: 16292
ILink 3 programming is now complete and now we will begin testing and fixing any issues that we see. 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

[2024-07-28 17:07:11] #6 [Go To First Post]
Sierra_Chart Engineering - Posts: 16292
We have begun testing, of iLink 3. We discovered a problem with the order status field in the execution reports. There is an inconsistency in the way it is sent. Either as a character or is an integer. We implemented a solution for this inconsistency. We do have to set up the certification market data feed to access the corresponding market data and security definition data for further testing. Once we do the above, we can complete the testing. We have completed the review, of session level messaging, both the documentation and in our code. It is all complete and functions correctly. 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: 2024-07-28 17:08:48

[2024-08-07 09:56:41] #7 [Go To First Post]
Sierra_Chart Engineering - Posts: 16292
Our own internal testing, of CME iLink 3 is complete. All tests passed. We are now working on certification. We expect to have iLink 3 for Teton order routing ready in September. We will be contacting the clearing firms at that time to work out a migration plan. 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

[2024-09-06 16:11:34] #8 [Go To First Post]
Sierra_Chart Engineering - Posts: 16292
We want to update our progress with iLink 3 integration. The development has been completed and as we said before we are working on certification. This is a very time-consuming process because the automated certification system from the CME is very rigid in the way that it works and sometimes malfunctions. So it just takes a lot of time to go through the testing and make sure the responses from the iLink 3 service client, as we call it, work exactly as needed to pass the test. And when there are malfunctions we have to stop and wait for those problems to clear. There are also some tests, that just do not make any sense because they are scenarios which should not ever occur and really the exchange should ensure they never really do occur. So there is a lot of time spent on unnecessary testing and development which will never occur. Anyway, at this point we only have two remaining test to complete, and they are expected to be done today. The other certification is for Audit Trail but generally our experience is that is easy to go through. 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: 2024-09-06 16:12:24

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