The file FIX_iLink_Support.mon provides an order preprocessor that must be used when executing orders against the iLink exchange. The pre-processor is used by routing a new order to the service id 'ILINK-FIX' rather than the usual 'FIX'. The preprocessor will then modify the order to make it suitable for the iLink market before forwarding it on to the usual order manager service and listening for responses (executions etc).

In addition, the pre-processor listens for iLink execution reports and cancel rejects which differ from the FIX standard and translates them before forwarding them onto the order manager. For the orders which are getting rejected immediately, the values of legsSettled and legsFinal are always zero. Therefore, the following EPL files must be injected into the correlator, after the standard FIX adapter service monitors in this order: