Background

In ExecutionReports for releases prior to 2023.07.06.WE, the custom LinkID field was used for two different scenarios:

• The grouping of collections of different orders, typically for Maker RFS workflows.
• To convey SecondaryExecID values delivered by cme_ilink2 and ebs_market_ilink3_sbe venues for a specific order.

Affected Venues

• cme_ilink2
• ebs_market_ilink3_sbe

Change

This overloaded usage is being removed, so as to be able to use LinkID field across order-matching ECNs to assist production support use cases involving the chaining of order modification events.

MarketFactory has adopted a phased migration to facilitate this change.

As of Release 2023.07.06.WE, Whisperer ensured that the original LinkID value is also populated in the new  SecondaryExecID field added as part of the 2023-06-30 - Whisperer API Upgrade to v18944.

Timeline

MarketFactory is providing clients a 2 month window in which to verify their implementation and make any necessary changes to reference the SecondaryExecID. 

2023-09-03 - In one week's time Whisperer will ensure that for affected venues, the LinkID is populated in the same manner as for all other supported order-matching venues.

Clients using either of the affected venues should review their current use of the LinkID field, as follows:

• Please inform MarketFactory Contact whether or not you are currently referencing the LinkID in cme_ilink2 and ebs_market_ilink3_sbe sessions.
• If used, please reference SecondaryExecID instead.