Preface

B2BITS' FIX CME Drop Copy Solution is pre-configured to work with CME Drop Copy interface. CME Drop Copy Solution is based on B2BITS' generic server FIXEdge, therefore it leverages all FIXEdge features including easy configuration, administration and monitoring. 

Workflow Overview

Supported FIX Messages

CME Drop Copy Solution data is captured by FIXEdge via FIX 4.2 session. The CME Drop Copy Solution supports the following FIX messages: 

• Administrative messages:
  • Custom Logon (MsgType = 'A');
  • Heartbeat (MsgType = '0');
  • Test Request (MsgType = '1');
  • Resend Request (MsgType = '2');
  • Sequence Reset (MsgType = '4');
  • Logout (MsgType = '5');
• Application messages:
  • Custom XML message (MsgType = 'n').

Solution Workflow

See also step-by-step description below:

Main flow:

1. CME Drop Copy Solution starts and establishes FIX Session to CME Drop Copy using from FIXEdge.properties file.
2. CME Drop Copy Solution sends custom Logon (35=A) message with CME secure key data.
3. Once FIX session is established, CME Drop Copy Solution starts receiving Execution Reports (35=8) encapsulated within an XML non-FIX message (35=n) as soon as appear in the session.
4. Business Layer extracts Execution report (35=8) from each XML non-FIX message (35=n) message.
5. (Optional). Business Layer passes each message to the Transport Adapter or stores into the DB.
6. CME Drop Copy Solution continues receiving live updates.

Exceptional cases:

1. Session with CME Drop Copy is not established.
   
   1. Notice about a failed attempt to create the session is logged into FIXEdge.log.
   2. CME Drop Copy Solution performs an attempt to recreate the session based on the session configuration parameters.

Note: email notification can be configured for any supported Session Events or particular incoming/outgoing FIX message.

CME Drop Copy Solution Configuration

Please see the table below that represents the components included into the FIXEdge package intended for CME Drop Copy Solution: