Mass Quote Protection
Contents
1. Receive and Process Quote Cancel Acknowledgement message 3 6 Receive and Process Quote Acknowledgement Reject message 4 Submit a two sided Mass Quote for Me same instrument used in step 3 specifying that the mass quote protection o is reset Receive and Process Quote Acknowledgement message i pile ncaa aaa AA T more than quote from the same instrument group 10 Receive and Process Quote Acknowledgement message 3 Key Dnot tested corgiete pending aed gt To run a Mass Quote Buy Sell protection test 1 From the Contract drop down select the desired contract if the contract is not already locked 2 Click the START TEST button Note DO NOT select the START TEST button once the test process is in progress 3 Submit a two sided Mass Quote tag 35 MsgType i message with more than one quote from the same instrument group each having a quantity greater than 100 4 Select Yes or No to indicate whether or not your system processed the Quote Acknowledgment 35 b 297 QuoteAckStatus 0 Accepted message accepting all of the instrument quotes 5 Submit another two sided Mass Quote 35 i for a different instrument in the same instrument group used in step 1 6 Select Yes or No to indicate whether or not your system processed the following messages 26 User Manual 10 AutoCert Mass Quote e Execution Report Fill Notice e Quote Cancel Acknowledgment 35 b 9775 UnsolicitedCancelTyp2. 2 Click the START TEST button Note DO NOT select the START TEST button once the test process is in progress 3 Submit a Mass Quote tag 35 MsgType i message with tag 1028 ManualOrderindicator 4 Select Yes or No to indicate whether or not your system received and processed the Quote Acknowledgment 35 b message correctly Manual Order Indicator for ATS System The Manual Order Indicator for ATS System test verifies that your ATS system can submit a Mass Quote tag 35 MsgType i message with the Manual Order Indicator Note This test is mandatory if you selected ATS in response to the Interview question How will your system send orders Current Testing Configuration Company Name QA Tester we o lt System Profile MassQuote_Onine_Help Automated Trading System 10 TestSuite Mass Quote Test Suite Status SenderComp mr CE Pre Certification Interview Complete Test Suite Status in Progress Mass Quote Online Help Interview Test Suite Testcase tification Steps of the test Manual Order Indicator for ATS System This test could tate up to several minutes Pease do not close the window during the test Closing window stopping test requires to rerun the test from step Purpose The purpose of ths test case is to verity how Customer is using Manual Order Indicator tag Selected Contract 2GEH2 C9887 2GEH2 C9837 2GEH2 P9852 705 Unlock Category IP P
3. Getting Started The AutoCert tool is an automated testing tool for validating application functionality It provides an easy to use web interface for walking through CME Group certification scenarios To facilitate the process of connecting a customer application to CME Globex CME Group provides a dedicated certification environment to allow customers to test their systems before they complete certification The AutoCert Mass Quote tests are used to verify that a client system can perform all Mass Quote functions Note All customers should have permissions to act as customers and one instrument should be locked so the customers cannot submit quotes for instruments in that group gt To run and navigate AutoCert Log into the automated certification tool Review general AutoCert test suite navigation and general interview information Complete the Interview for this test suite Complete applicable test cases ur oe We Ne Complete the certification process from the Post Certification tab 4 User Manual What s New AutoCert Mass Quote The list below illustrates the updates made to the AutoCert Mass Quote Help system Date 4 15 14 9 17 12 2 22 12 6 2 11 9 23 11 4 13 11 Author AS Topic Getting Started Description Updated links and edited to meet Help standards and consolidated all topics Enhanced Getting Started section Made all edits related to Mass Quote name change Miscellaneous c
4. Receive and Process Quote Acknowledgement Reject message Submit a two sided Mass Quote for he same instrument used in step 3 specifying that the mass quote protection is reset Receive and Process Quote Acknowledgement message Submit a two sided Mass Quote a different instrument in the same instrument group used in step 7 with more than one quote from the same instrument group CC Et 10 Receive and Process Quote Acknowledgement message 3 Key Dnot tested corgiete pending O rated gt Torun a Mass Quote New Quote Fill Protection test 1 From the Contract drop down select the desired contract if the contract is not already locked 2 Click the START TEST button Note DO NOT select the START TEST button once the test process is in progress 3 Submit a two sided Mass Quote tag 35 MsgType i message with more than one quote from the same instrument group each having a quantity greater than 100 4 Select Yes or No to indicate whether or not your system processed the Quote Acknowledgment 35 b 297 QuoteAckStatus 0 Accepted message accepting all of the instrument quotes 5 Submit another two sided Mass Quote 35 i for a different instrument in the same instrument group used in step 1 6 Select Yes or No to indicate whether or not your system processed the following messages 20 User Manual 10 AutoCert Mass Quote e Execution Report Fill Notice e Quo
5. contract if the contract is not already locked Click the START TEST button Note DO NOT select the START TEST button once the test process is in progress Submit a Mass Quote tag 35 MsgType i message with tag 1028 ManualOrderindicator Y Select Yes or No to indicate whether or not your system received and processed the Quote Acknowledgment 35 b message correctly Submit a Mass Quote tag 35 MsgType i message with tag 1028 ManualOrderindicator N Select Yes or No to indicate whether or not your system received and processed the Quote Acknowledgment 35 b message correctly User Manual 31
6. lt 3 CME Group AutoCert Mass Quote User Manual 4 15 14 Disclaimer Futures trading is not suitable for all investors and involves the risk of loss Futures are a leveraged investment and because only a percentage of a contract s value is required to trade it is possible to lose more than the amount of money deposited for a futures position Therefore traders should only use funds that they can afford to lose without affecting their lifestyles And only a portion of those funds should be devoted to any one trade because they cannot expect to profit on every trade All references to options refer to options on futures CME Group is a trademark of CME Group Inc The Globe Logo CME Chicago Mercantile Exchange Globex iLink E mini CME EOS Trader Galax C FirmSoft CME DataSuite and CME DataMine are trademarks of Chicago Mercantile Exchange Inc New York Mercantile Exchange NYMEX miNY and ClearPort are registered trademarks of the New York Mercantile Exchange Inc COMEX is a trademark of Commodity Exchange Inc FIX and FAST are trademarks of FIX Protocol Limited FIX FASTSM is a service mark of FIX Protocol Limited Dow Jones3M Dow Jones AIG Commodity Index The Dows Dow Jones Industrial Averagesm and DJIAS are service marks of Dow Jones amp Company Inc and American International Group Inc AIG and have been licensed for use for certain purposes by the Board of Trade of the City of Chicago Inc CBOT CB
7. Execution in response to the Interview question What Mass Quote Protection Parameters will your system support User Manual 21 AutoCert Mass Quote rest sute ME 553555 1 10 Note Press the Start Test button to start or restart a Test Please do not press the Start Test button again if you are currently running this test Steps of the test Mass Quoter Execution Protection This test could take up to several minutes Please do not close the window during the test Closing window stopping test requires to rerun the test trom step Purpose The purpose of ths test is to verify that the cient system can submit a Mass Quote with protection and receive and process the Acknowledgement and Fil messages in addition verify that the cient system can reset the Mass Quoter Protection after t has been triggered Selected Contract 2GEH2 C9887 2GEH2 CS837 2GEH2 PSBA2 705 EE Category IP Port incremental Feed A 137 Incremental Feed B FA_10_37 Snapshot SPT_ID_37 139 instrument Replay FA_ID_37 140 Description Status Over an iLink connection submit a two sided Mass Quote with more than one quote from the same instrument group each having a quantity greater than 100 Receive and Process Quote Acknowledgement message Submit a second two sided Mass Quote for a different instrument in the same instrument group used in step 1 Receive and process Execution Report Fill Notice message Receive and Process Quot
8. OT futures and options on futures contracts based on the Dow Jones Industrial Average are not sponsored endorsed sold or promoted by Dow Jones and Dow Jones makes no representation regarding the advisability of trading such product s BM amp FBOVESPA is a trademark of BM amp FBOVESPA KRX is a trademark of Korea Exchange DME is a trademark of Dubai Mercantile Exchange BMD is a trademark of Bursa Malaysia BMV is a trademark of Bolsa Mexicana De Valores All other trademarks are the property of their respective owners The information within this document has been compiled by CME Group for general purposes only CME Group assumes no responsibility for any errors or omissions Additionally all examples in this brochure are hypothetical situations used for explanation purposes only and should not be considered investment advice or the results of actual market experience All matters pertaining to rules and specifications herein are made subject to and are superseded by official CME CBOT and NYMEX rules Current rules should be consulted in all cases concerning contract specifications Copyright 2014 CME Group Inc All rights reserved Table of Contents Table of Contents Getting SEE eee Rein Aen ENG PG Car Nope bon na nna 4 What s New 1 2222 Nkaka 5 Interview iii ill idee idee dede cececccecececececcee 6 Mass Quote Submission 22 22 0 0 e cee ce cec ee ceccececceccececeececsececsecessecese
9. Sell in response to the Interview question What Mass Quote Protection Parameters will your system support User Manual 25 AutoCert Mass Quote Test Suite Testcase Post Certification Steps of the test Mass Quoter Buy Sell Protection This test could take up to several minutes Please do not close the window during the test Closing window stopping test requires to rerun the test trom step Purpose The purpose of ths test is to verify that the cient system can submit a Mass Quote with protection and receive and process the Acknowledgement and Fil messages in addition verify that the cient system can reset the Mass Quoter Protection after t has been triggered Selected Contract 2GEH2 C9887 2GEH2 C9837 2GEH2 P3862 705 Unlock Category IP Port incremental Feed A 137 Incremental Feed B IFA ID 37 Snapshot SPT ID 37 139 Instrument Replay FA 10_37 140 Note Press the Start Test button to start or restart a Test Please do not press the Start Test button again if you are currently running this test Description Status Over an iLink connection submit a two sided Mass Quote with more than one quote from the same instrument group each having a quantity greater than 100 nd 2 Receive and Process Quote Acknowledgement message 3 3 Submit a second two sided Mass Quote for a different instrument in the same instrument group used in step 1 3 4 Receive and process Execution Report Fill Notice message 3
10. Start Test button to start or restart a Test Please do not press the Start Test button again if you are currently running this test Description 1 Over an iLink connection submit a two sided Mass Quote with at least 2 quotes from the same instrument group Receive and process a Quote Acknowledgement message Submit a Quote Cancel All message Receive and process a Quote Cancel Acknowledgement message Key D not tested corgicte B pending faled gt To run a quote cancellation cancel all quotes test 1 From the Contract drop down select the desired contract if the contract is not already locked 2 Click the START TEST button Note DO NOT select the START TEST button once the test process is in progress 3 Submit a two sided Mass Quote tag 35 MsgType i message with at least 2 quotes from the same instrument group 4 Select Yes or No to indicate whether or not your system processed the Quote Acknowledgment 35 b tag 297 QuoteAckStatus 0 Accepted message 5 Submit a Quote Cancel 35 Z tag 298 QuoteCancelType 4 Cancel all quotes 55 N A message for all resting quotes User Manual 15 AutoCert Mass Quote 6 Select Yes or No to indicate whether or not your system processed the Quote Cancel Acknowledgment 35 b message 16 User Manual AutoCert Mass Quote Unsolicited Quote Cancellations This test verifies that your system can receive and process unsolicited Quote Cancellations discon
11. age Receive and Process Execution Report Trade Cancellation message Submit a two sided Mass Quote for the instrument with at least 2 quotes from the same instrument group A market close will be simulated so an Acknowledgement Reject message will be returned from this Mass Quote Receive and Process Quote Acknowledgement Reject message Submit a two sided Mass Quote for the instrument with at least 2 quotes fom the same instument group each having a quantity greater than 10 The system will change the price of one quote to simulate a rejected quote Receive and Process Quote Acknowledgement message Receive and Process Execution Report Fill message Key not tested comgiete pending taded gt Torun a Mass Quote Submission test 1 From the Contract drop down select the desired contract if the contract is not already locked 2 Click the START TEST button Note DO NOT select the START TEST button once the test process is in progress 6 66 666 66 d AutoCert Mass Quote 3 Submit a two sided Mass Quote tag 35 MsgType i message for at least 3 quotes from the same instrument group each having a quantity greater than 10 4 Select Yes or No to indicate whether or not your system processed the following messages e Quote Acknowledgment tag 35 b tag 297 QuoteAckStatus 0 Accepted e Execution Report Fill Notice tag 35 8 tag 39 OrdStatus 1 Partial Fill message for one of the quotes e Exec
12. e Acknowledgment 35 b message 7 Submit a Quote Cancel 35 Z tag 298 QuoteCancelType 3 Cancel per instrument group message for the instrument group used in the first Mass Quote 8 Select Yes or No to indicate whether or not your system received and processed the Quote Cancel Acknowledgment 35 b message 14 User Manual AutoCert Mass Quote Quote Cancellation Cancel All Quotes This test verifies that your system can cancel all resting quotes including an instrument instrument group with no resting quotes Current Testing Configuration Company Name QA Tester System Profile MassQuote Online Help Automated Trading System 1 0 TestSuite Mass Quote Test Suite Status Pre Certification Interview Complete Test Suite Status in Progress Mass Quote Onang Help Interview Test Suite Testcase Steps of the test Quote Cancellation Cancel All Quotes This test could tate up to several minutes Please do not cose Pe window during the test Cbsing window stopping test requires to rerun the test from stepi Purpose The purpose of this test is to verify that the cient system can cancel al resting quotes and receive and process a Quote Cancel Acknowledgment including an instramentinstrument group wth no resting quotes Selected Contract 2GEH2 C9887 2GEH2 C98372GEN2 PS082 705 ITJ Category IP incremental Feed A Incremental Feed B IFA ID 37 Snapshot SPT ID 37 Instrument Replay FA 037 Note Press the
13. e Cancel Acknowledgement message Receive and Process Quote Acknowledgement Reject message Submit a two sided Mass Quote for Me same inskument used in step 3 specifying Mat the mass quote protection is reset Receive and Process Quote Acknowledgement message Submit a two sided Mass Quote a diferent instrument in the same instrument group used in step 7 with more than one quote from the same instrument group 06 6 6 Receive and Process Quote Acknowledgement message 3 Key not tested corgiete pending aied gt Torun a Mass Quote Execution Protection test From the Contract drop down select the desired contract if the contract is not already locked Click the START TEST button Note DO NOT select the START TEST button once the test process is in progress Submit a two sided Mass Quote tag 35 MsgType i message with more than one quote from the same instrument group each having a quantity greater than 100 Select Yes or No to indicate whether or not your system processed the Quote Acknowledgment 35 b 297 QuoteAckStatus 0 Accepted message accepting all of the instrument quotes Submit another two sided Mass Quote 35 i for a different instrument in the same instrument group used in step 1 Select Yes or No to indicate whether or not your system processed the following messages e Execution Report Fill Notice e Quote Cancel Acknowledgment 35 b 9775 UnsolicitedCancelType F Market Ma
14. e Cancel Acknowledgment 35 b 9775 UnsolicitedCancelType F Market Maker Protection e Quote Acknowledgment 35 b 297 5 Rejected 300 QuoteRejectReason 98 Market Maker Protection 58 Text Market Maker Protection 368 QuoteEntryRejectReason Market Maker Protection Submit a two sided Mass Quote 35 i message for the same instrument used in step 3 specifying that Mass Quote Protection should be reset 9773 MMProtectionReset Y Select Yes or No to indicate whether or not your system processed the Quote Acknowledgment 35 b 297 QuoteAckStatus 0 Accepted message accepting all of the instrument quotes Submit a two sided Mass Quote 35 i message a different instrument from the same instrument group used in step 7 with more than one quote from the same instrument group Select Yes or No to indicate whether or not your system processed the Quote Acknowledgment 35 b 297 QuoteAckStatus 0 Accepted message accepting all of the instrument quotes Mass Quote Buy Sell Protection This test verifies that your system can submit a Mass Quote with Buy Sell Protection and reset the Mass Quote Protection after it has been triggered Note This procedure refers to first second and third quotes on Mass Quotes The order of quotes is determined by looking at the first repeating group starting after the first instance of tag 295 NoQuoteEntries in the message Note This test is mandatory if you selected Buy
15. e F Market Maker Protection e Quote Acknowledgment 35 b 297 5 Rejected 300 QuoteRejectReason 98 Market Maker Protection 58 Text Market Maker Protection 368 QuoteEntryRejectReason Market Maker Protection Submit a two sided Mass Quote 35 i message for the same instrument used in step 3 specifying that Mass Quote Protection should be reset 9773 MMProtectionReset Y Select Yes or No to indicate whether or not your system processed the Quote Acknowledgment 35 b 297 QuoteAckStatus 0 Accepted message accepting all of the instrument quotes Submit a two sided Mass Quote 35 i message a different instrument from the same instrument group used in step 7 with more than one quote from the same instrument group Select Yes or No to indicate whether or not your system processed the Quote Acknowledgment 35 b 297 QuoteAckStatus 0 Accepted message accepting all of the instrument quotes User Manual 27 AutoCert Mass Quote Manual Order Indicator Manual Order Indicator tests include the following e Manual Order Indicator for Manual System Test e Manual Order Indicator for ATS System Test e Manual Order Indicator for Semi Automated System Test Manual Order Indicator for Manual System The Manual Order Indicator for Manual System test verifies that your manual system can submit a Mass Quote tag 35 MsgType i message with the Manual Order Indicator Note This test is mandatory if you selec
16. e and quantty for quote entries including zero out Cancellation and receive and process a Trade Cancellation message Selected Contract 2GEM2 C9887 2GEH2 C9837 2GEN2 P3852 705 Category IP incremental Feed A Incremental Feed B IFA_10_37 Snapshot SPT_ID_37 instrument Replay IFAD_37 Note Press the Start Test button to start or restart a Test Please do not press the Start Test button again if you are currently running this test Description 1 Over an iLink connection submit a two sided Mass Quote with at least 2 quotes from the same instrument group Receive and process a Quote Acknowledgement message Submit an instrument level Quote Cancel message for at least an instrument submitted in Step 1 Receive and process Quote Cancel Acknowledgement message Key not tested compicte B pending taled gt To run a Quote Cancellation Instrument Level test 1 From the Contract drop down select the desired contract if the contract is not already locked 2 Click the START TEST button Note DO NOT select the START TEST button once the test process is in progress 3 Submit a two sided Mass Quote tag 35 MsgType i message with at least 2 quotes from the same instrument group 4 Select Yes or No to indicate whether or not your system processed the Quote Acknowldgment 35 b 297 QuoteAckStatus 0 Accepted message accepting all of the instrument quotes 5 Submit a Quote Cancel 35 Z 298 QuoteCancelType 1 messa
17. ect Yes or No to indicate whether or not your system processed the Logout 35 5 message 12 Reconnect and logon 13 Submit a two sided Mass Quote 35 i message with at least 2 quotes from the same instrument group 14 Select Yes or No to indicate whether or not your system processed the following messages e Quote Acknowledgment 35 b 297 QuoteAckStatus 0 Accepted message accepting all of the instrument quotes e Quote Cancel Acknowledgment 35 b 9775 UnsolicitedCancelType D Eliminated Group CME Globex platform initiated GCC quote cancellation message simulated to prompt an unsolicited Quote Cancellation 18 User Manual AutoCert Mass Quote Mass Quote Protection Mass Quote Protection tests include the following Mass Quote New Quote Fill Protection Mass Quote Execution Protection Mass Quote Traded Quantity Protection Mass Quote Buy Sell Protection Mass Quote New Quote Fill Protection This test verifies that your system can submit a Mass Quote with New Quote Fill Protection and reset Mass Quote Protection after it has been triggered Note This procedure refers to first second and third quotes on Mass Quotes The order of quotes is determined by looking at the first repeating group starting after the first instance of tag 295 NoQuoteEntries in the message Note This test is mandatory if you selected New Quote Fill in response to the Interview question What Mass Quote Pro
18. es 6 Modify Quote Price and Quantity 2 9 Quote Cancellation Instrument Level _ 22 2 0 0 00 0 2 ooo c ccc eee eee cece eevee ecec cece cececececeseeseseees 11 Quote Cancellation Instrument Group Level 20 2 2 0 20 2 0 o ccc oe een eccnc cece ceccececceceececees 13 Quote Cancellation Cancel All Quotes 2 2 2 0 0 22 ooo oe ccc 0 cece ccc ce cece cecececcecececececeeeees 15 Unsolicited Quote Cancellations 200 02 00 ccc cece cece cece cee cee cececcececceceececececeece 17 Mass Quote Protection 22 cece cece eee e cece eee ee cee eeeeeceeececeecceeceecesereceees 19 Mass Quote New Quote Fill Protection 2 e tees eee 19 Mass Quote Execution Protection 0 000 22 c ence cece ccccccceceecececeeeetcrccceceeeectcceeeeees 21 Mass Quote Traded Quantity Protection 2 20 0 20 2 2c c cece ccc cc ccc ec ccc cecccccecceecetcetceteetseeseeseess 23 Mass Quote Buy Sell Protection 1 122224 tea tdi die rit GG mak dit rendue aaa 25 Manual Order Indicator 22 2 2 0 20 22 2 ccc cece cece cece ccc cecccececccececeteceeseeseescestscetetteeeseeseees 28 Manual Order Indicator for Manual System 22 2 2 20 2 cece a 28 Manual Order Indicator for ATS System 02 0 2 2 cece cece a 29 Manual Order Indicator for Semi Automated System 22 20 2022 ccc ccc aaa 30 User Manual 3 AutoCert Mass Quote Please submit user experience feedback about this help system
19. est Description 1 Over an iLink connection submit a two sided Mass Quote with at least 2 quotes from the same instrument group Receive and process a Quote Acknowledgement message Submit a second two sided Mass Quote with quotes using a different instrument group than what was used in the first Mass Quote Receive and process a Quote Acknowledgement message Submit a Quote Cancel message for the instrument group used ether in the first Mass Quote or second one Receive and process a Quote Cancel Acknowledgement message Key nottested congicte B pending O faied gt To run a Quote Cancellation Instrument Group Level test 1 From the Contract drop down select the desired contract if the contract is not already locked 2 Click the START TEST button Note DO NOT select the START TEST button once the test process is in progress User Manual 13 AutoCert Mass Quote 3 Submit a two sided Mass Quote tag 35 MsgType i message with at least 2 quotes from the same instrument group 4 Select Yes or No to indicate whether or not your system received and processed the Quote Acknowldgment 35 b 297 QuoteAckStatus 0 Accepted message accepting all of the instrument quotes correctly 5 Submit a two sided Mass Quote 35 i message with quotes from a different instrument group than what was used in the first Mass Quote 6 Select Yes or No to indicate whether or not your system received and processed the Quot
20. ge for two instruments User Manual 11 AutoCert Mass Quote 6 Select Yes or No to indicate whether or not your system processed the Quote Cancel Acknowledgment 35 b message 12 User Manual AutoCert Mass Quote Quote Cancellation Instrument Group Level This test verifies that your system can cancel quotes for an instrument group level Company Name QA Tester System Profile MassQuote_Onine_Help Automated Trading System 10 TestSuite Test Suite Status Pre Certification interview Complete Test Suite Status In Progress Mass Quote Online Help Interview Test Suite Testcase Post Certifi Steps of the test Quote Cancellation Instrument Group Level This test could take up to several minutes Please do not chose De window during he test Closing window stopping test requires to rerun the test trom stepi Purpose The purpose of Pas test is to verify that the chest system can modify the price and quantty for quote entries including Zero cut cancelation and receive and process a Trade Cancellation message Selected Contract 2GEH2 C9887 2GEH2 C9837 2GEN2 P9882 705 Selected Second Contract 1EJH2 CS97S 1EJH2 C9975 1GEH2 C9882 705 Unlock Category IP incremental Feed A Incremental Feed B FA_1D_37 Snapshot SPT_IO_37 Instrument Replay FA 10_37 Note Press the Start Test button to start or restart a Test Please do not press the Start Test button again if you are currently running this t
21. ker Protection 22 User Manual 10 AutoCert Mass Quote e Quote Acknowledgment 35 b 297 5 Rejected 300 QuoteRejectReason 98 Market Maker Protection 58 Text Market Maker Protection 368 QuoteEntryRejectReason Market Maker Protection Submit a two sided Mass Quote 35 i message for the same instrument used in step 3 specifying that Mass Quote Protection should be reset 9773 MMProtectionReset Y Select Yes or No to indicate whether or not your system processed the Quote Acknowledgment 35 b 297 QuoteAckStatus 0 Accepted message accepting all of the instrument quotes Submit a two sided Mass Quote 35 i message a different instrument from the same instrument group used in step 7 with more than one quote from the same instrument group Select Yes or No to indicate whether or not your system processed the Quote Acknowledgment 35 b 297 QuoteAckStatus 0 Accepted message accepting all of the instrument quotes Mass Quote Traded Quantity Protection This test verifies that your system can submit a Mass Quote with Traded Quantity Protection and reset the Mass Quote Protection after it has been triggered Note This procedure refers to first second and third quotes on Mass Quotes The order of quotes is determined by looking at the first repeating group starting after the first instance of tag 295 NoQuoteEntries in the message Note This test is mandatory if you selected Trade Qua
22. ledgement message Receive and Process Quote Acknowledgement Reject message Submit a two sided Mass Quote for Me same instument used in step 3 specifying Mat the mass quote protection is reset Receive and Process Quote Acknowledgement message Submit a two sided Mass Quote a cifferent instrument in the same instrument group used in step 7 with more than one quote from the same instrument group 6 6 6 6066 E Receive and Process Quote Acknowledgement message 3 Key not tested corgiete B pending taded gt To run a Mass Quote Traded Quantity Protection test 1 From the Contract drop down select the desired contract if the contract is not already locked 2 Click the START TEST button Note DO NOT select the START TEST button once the test process is in progress 3 Submit a two sided Mass Quote tag 35 MsgType i message with more than one quote from the same instrument group each having a quantity greater than 100 4 Select Yes or No to indicate whether or not your system processed the Quote Acknowledgment 35 b 297 QuoteAckStatus 0 Accepted message accepting all of the instrument quotes 5 Submit another two sided Mass Quote 35 i for a different instrument in the same instrument group used in step 1 6 Select Yes or No to indicate whether or not your system processed the following messages 24 User Manual 10 AutoCert Mass Quote e Execution Report Fill Notice e Quot
23. nect logout and GCC initiated Test Suite Testcase Post Certification Steps of the test Unsolicited Quote Cancellations This test could take up to several minutes Please do not cose the window during the test Closing window stopping test requires to rerun the test trom step Purpose The purpose of ths test is to verify that the client system can receive and process an unsclicted Quote Cancellations disconnect logout and GCC intisted Selected Contract 2GEH2 C9887 2GEH2 C9837 2GEH2 P3862 705 Unlock Category IP incremental Feed A Incremental Feed B IFA_ID_37 Snapshot SPT ID 37 Instrument Replay FA_10_37 Note Press the Start Test button to start or restart a Test Please do not press the Start Test button again if you are currently running this test Description Over an iLink connection submit a two sided Mass Quote with at least 2 quotes from the same instrument group Receive and process Quote Acknowledgement message A hard disconnect is simulated to prompt an unsolicited Quote Cancellation Reconnect and logon Upon logon send Resend Request and receive and process any resent messages Submit a two sided Mass Quote with atleast 2 quotes from the same instrument group Receive and process a Quote Acknowledgement message Submit a Logout message Logout is performed to prompt quote cancellations Receive and process a Logout Confirmation message Reconnect and logon receive and process any appropriate me
24. nt Testing Configuration QA Tester Swadesh Kachhi MassQuote_Oniine_help Automated Trading System 13 TestSuite Mass Quote Test Suite Status 03123 LE Pre Certification Interview Complete Test Suite Status In Progress Mass Quote Online Help Interview Test Suite Testcase Steps of the test Manual Order Indicator for Semi Automated System This test could take up to several minutes Please do not close the window during the test Closing window stopping test requires to rerun the test from step Purpose The purpose of ths test case is to verify how customer is using Manual Order indicator tag Selected Contract 2GEH2 C9887 2GEN2 C9837 2GEN2 P9882 705 Unlock Category IP incremental Feed A Incremental Feed B IFA 1037 Snapshot SPT_10_37 Instrument Replay IFA 10_37 Note Press the Start Test button to start or restart a Test Please do not press the Start Test button again if you are currently running this test Description 1 Over an ILink connection submit a Mass Quote with Manual Order Indicator tag set to Y Receive and process Quote Acknowledgement message correctly Submit a Mass Quote with Manual Order Indicator tag set to N Receive and process Quote Acknowledgement message correctly Key not tested compicte B pending fated gt To run a Manual Order Indicator for Semi Automated System test 30 User Manual AutoCert Mass Quote From the Contract drop down select the desired
25. ntity Protection in response to the Interview question What Mass Quote Protection Parameters will your system support User Manual 23 AutoCert Mass Quote Test Suite Testcase Post Certification Steps of the test Mass Quoter Traded Quantity Protection This test could take up to several minutes Please do nat close the window during the test Closing window stopoing test requires to rerun the test from step Purpose The purpose of ths test is to verify that the client system can subm a Mass Quote with protection and receive and process the Acknowledgement and Fa messages in addition verify that the cient system can reset the Mass Quoter Protection after t has been triggered Selected Contract 2GEH2 C9887 2GEN2 C9837 2GEH2 P9882 705 Unlock Category IP incremental Feed A incremental Feed 8 IFA_ID_37 Snapshot SPT_ID_37 instrument Replay IFALID 37 Note Press the Start Test button to start or restart a Test Please do not press the Start Test button again if you are currently running this test Description Over an iLink connection submit a two sided Mass Quote with more than one quote from the same instrument group each having a quantity greater than 100 Receive and Process Quote Acknowledgement message Submit a second two sided Mass Quote for a different instrument in the same instrument group used in step 1 Receive and process Execution Report Fill Notice message Receive and Process Quote Cancel Acknow
26. on test verifies that your system can submit a Mass Quote Note This procedure refers to first second and third quotes on Mass Quotes The order of quotes is determined by looking at the first repeating group starting after the first instance of tag 295 NoQuoteEntries in the message 6 User Manual Test Suite Testcase Post Certification Steps of the test Mass Quote Submission This test could take up to several minutes Please do not close the window during the test Closing window stopping test requires to rerun the test from step Purpose The purpose of this test is to verify that the cient system can submit a Mass Quote and receive and process the Acknowledgement and FE messages Selected Contract 2GEH2 C9887 2GEH2 C9837 2GEN2 P9882 705 Category IP Incremental Feed A Incremental Feed B IFALID 37 Snapshot SPTID 37 Instrument Replay IFA_10_37 Note Press the Start Test button to start or restart a Test Please do not press the Start Test button again if you are currently running this test Description Over an iLink connection submit a two sided Mass Quote with at least 3 quotes from the same instrument group each having a quantity greater than 10 A partial fill complete fill and trade cancellation will be simulated from this Mass Quote Receive and process Quote Acknowledgement message Receive and process Execution Report Fill Notice message Receive and process Executon Report Fill Notice mess
27. ontent and screen edits ACP 4 0 GUI Updates Original Flare draft User Manual 5 AutoCert Mass Quote Interview The interview consists of a series of questions about your trading application Based on your responses certain tests are required and others are optional You must complete the pre certification interview before running the test cases To complete the interview you must determine the types of Products interest rate energy equity FX and or commodity the Mass Quote Protection Parameters new quote fill execution trade quantity protection and or buy sell which Quote Cancellation functionality instruments and or instruments groups your system supports and how your system sends orders manual ATS or semi automated Note When selecting a product type if you select Interest Rate then an interest rate dummy instrument should be assigned and if you select Energy and Interest Rate is not selected an energy dummy instrument should be assigned Note If your system will not support Mass Quote Protection do not select any Mass Quote Protection Parameter options After answering the Interview questions click the Complete button Current Testing Configuration Tester TestSuite Test Suite Status Pre Certification interview Not Complete Test Suite Status Not Tested Mass Quote Onding Help Interest Rate Energy Equity FX Commodity Mass Quote Submission The Mass Quote Submissi
28. ort incremental Feed A 137 Incremental Feed B IFAND 37 Snapshot SPTJID 37 139 Instrument Replay IFALID 37 140 Note Press the Start Test button to start or restart a Test Please do not press the Start Test button again if you are currently running this test Description Status 1 Over an ILink connection submit a Mass Quote with the proper Manual Order Indicator tag 3 2 Receive and process Quote Acknowledgement message correctly Key not tested complete B pending faled REFRESH gt To run a Manual Order Indicator for ATS System test 1 From the Contract drop down select the desired contract if the contract is not already locked 2 Click the START TEST button User Manual 29 AutoCert Mass Quote Note DO NOT select the START TEST button once the test process is in progress 3 Submit a Mass Quote tag 35 MsgType i message with tag 1028 ManualOrderlndicator Select Yes or No to indicate whether or not your system received and processed the Quote Acknowledgment 35 b message correctly Manual Order Indicator for Semi Automated System The Manual Order Indicator for Semi Automated System test verifies that your semi automated system can submit a Mass Quote tag 35 MsgType i message with the Manual Order Indicator Note This test is mandatory if you selected Semi Automated in response to the Interview question How will your system send orders Curre
29. ssages Submit a two sided Mass Quote with at least 2 quotes from the same instrument group Receive and process a Quote Acknowledgement message ee eceeeeeeee Receive and process a GCC quote cancellation is simulated to prompt an unsolicited Quote Cancellation 3 Key not tested comgiete pending faled gt Torun an Unsolicited Quote Cancellations test 1 From the Contract drop down select the desired contract if the contract is not already locked 2 Click the START TEST button Note DO NOT select the START TEST button once the test process is in progress 3 Submit a two sided Mass Quote tag 35 MsgType i message with at least 2 quotes from the same instrument group User Manual 17 AutoCert Mass Quote 4 Select Yes or No to indicate whether or not your system received and processed the Quote Acknowledgment 35 b 297 QuoteAckStatus 0 Accepted message accepting all of the instrument quotes A hard disconnect is simulated to prompt an unsolicited Quote Cancellation Reconnect and logon Submit a Resend Request 35 2 message and receive and process any resent messages Submit a two sided Mass Quote 35 i message with at least 2 quotes from the same instrument group O 0 Sh gr Y Select Yes or No to indicate whether or not your system received and processed a Quote Acknowledgment 35 b 297 0 message accepting all of the instrument quotes 10 Submit a Logout 35 5 message 11 Sel
30. st could take up to several mnutes Please do net close he window during the test Closing window stopping test requires to rerun the test from siepi Purpose The purpose of thas test is to verify that the Chet system can modify the price and quantty for quote entries including Zero cut Cancellation and receive and process a Trade Cancellation message Selected Contract 2GEH2 C9887 2GEM2 C9837 2GEN2 P9882 TOS Unlock Category IP incremental Feed A Incremental Feed B IFA ID 37 Snapshot SPT ID 37 Instrument Replay IFA ID 37 Note Press the Start Test button to start or restart a Test Please do not press the Start Test button again if you are currently running this test Description 1 Over an iLink connection submit a two sided Mass Quote with at least 2 quotes from the same instrument group 2 Receive and process a Quote Acknowledgement message Submit a two sided Mass Quote with one of the same quotes used in the original Mass Quote using the same security Gescripbon and quote entry ID modifying Me price and quantity of a quote Receive and process 3 Quote Acknowledgement message Key not tested complete pending fated REFRESH gt To run a Modify Quote Price and Quantity test 1 From the Contract drop down select the desired contract if the contract is not already locked 2 Click the START TEST button Note DO NOT select the START TEST button once the test process is in progress 3 Submit a t
31. te Cancel Acknowledgment 35 b 9775 UnsolicitedCancelType F Market Maker Protection e Quote Acknowledgment 35 b 297 5 Rejected 300 QuoteRejectReason 98 Market Maker Protection 58 Text Market Maker Protection 368 QuoteEntryRejectReason Market Maker Protection Submit a two sided Mass Quote 35 i message for the same instrument used in step 3 specifying that Mass Quote Protection should be reset 9773 MMProtectionReset Y Select Yes or No to indicate whether or not your system processed the Quote Acknowledgment 35 b 297 QuoteAckStatus 0 Accepted message accepting all of the instrument quotes Submit a two sided Mass Quote 35 i message a different instrument from the same instrument group used in step 7 with more than one quote from the same instrument group Select Yes or No to indicate whether or not your system processed the Quote Acknowledgment 35 b 297 QuoteAckStatus 0 Accepted message accepting all of the instrument quotes Mass Quote Execution Protection This test verifies that your system can submit a Mass Quote with with Execution Protection and reset Mass Quote Protection after it has been triggered Note This procedure refers to first second and third quotes on Mass Quotes The order of quotes is determined by looking at the first repeating group starting after the first instance of tag 295 NoQuoteEntries in the message Note This test is mandatory if you selected
32. tection Parameters will your system support User Manual 19 AutoCert Mass Quote Interview Test Suite Testcase Post Certification Steps of the test Mass Quoter New Quote Fill Protection This test could take up to several minutes Please do not close the window during the test Closing window stopping test requires to rerun the test trom step Purpose The purpose of this test is to verify that the cient system can submit a Mass Quote with protection and receive and process the Acknowledgement and Fa messages in addition verify that the cient system can reset the Mass Quoter Protection after t has been triggered Selected Contract 2GEH2 C9887 2GEN2 C9837 2GEN2 P9652 705 Unlock Category IP Port incremental Feed A 137 Incremental Feed B IFA 037 Snapshot SPT ID 37 139 Instrument Replay IFA ID 37 140 Note Press the Start Test button to start or restart a Test Please do not press the Start Test button again if you are currently running this test Description Status Over an iLink connection submit a two sided Mass Quote with more than one quote from the same instrument group each having a quantity greater than 100 1 2 Receive and Process Quote Acknowledgement message 3 Submit a second two sided Mass Quote for a different instrument in the same instrument group used in step 1 3 Receive and process Execution Report Fill Notice message 5 Receive and Process Quote Cancel Acknowledgement message 6
33. ted Manual in response to the Interview question How will your system send orders Current Testing Configuration Company Name QA Tester System Profile MassQuote Online help Automated Trading System 13 TestSuite Test Suite Status Pre Certification interview o Complete Test Suite Status In Progress Mass Quote Online Help Interview Test Suite Testcase Steps of the test Manual Order Indicator for Manual System This test could take up to several minutes Please do not close the window during the test Closing window stopping test requires to rerun the test trom step Purpose The purpose of this test case is to verify how customer is using Manual Order Indicator tag Selected Contract 2GEM2 C9887 2GEM2 C9837 2GEN2 P9882 705 Unlock Category IP Incremental Feed A incremental Feed B IFA_10_37 Snapshot SPT_ID_37 instrument Replay IFA 10 37 Note Press the Start Test button to start or restart a Test Please do not press the Start Test button again if you are currently running this test Description 1 Over an ILink connection submit a Mass Quote with the proper Manual Order Indicator tag 2 Receive and process Quote Acknowledgement message correctly Key not tested complete B pending sied gt To run a Manual Order Indicator for Manual System test 28 User Manual AutoCert Mass Quote 1 From the Contract drop down select the desired contract if the contract is not already locked
34. ution Report Fill Notice message tag 35 8 tag 39 OrdStatus 2 Complete Fill message e Execution Report Trade Cancellation tag 35 8 tag 39 OrdStatus H message for all resting quotes User Manual 7 AutoCert Mass Quote 5 Submit a two sided Mass Quote 35 i message for at least 2 quotes from the same instrument group 6 Select Yes or No to indicate whether or not your system processed the Quote Acknowledgment tag 35 b tag 297 QuoteAckStatus 5 Rejected tag 300 QuoteRejectReason 2 Exchange Security closed tag 9772 NoProcessedEntries 0 message 7 Submit a two sided Mass Quote 35 i message with at least 2 quotes from the same instrument group each having a quantity greater than 10 8 Select Yes or No to indicate whether or not your system processed the following messages e Quote Acknowledgment 35 b message e Execution Report Fill Notice 35 8 message 8 User Manual AutoCert Mass Quote Modify Quote Price and Quantity This test verifies that your system can modify the price and quantity for quote entries Current Testing Configuration Company Name QA Tester Swadesh Kachhi System Profile MassQuote_Oniine_Help Automated Trading System 10 TestSuite Mass Quote po3123 KUNIN Pre Certification Interview Complete Test Suite Status in Progress Mass Quote Online Help Interview Test Suite Testcase Post Ce Steps of the test Modify Quote Price and Quantity This te
35. wo sided Mass Quote tag 35 MsgType i message with at least 2 quotes from the same instrument group 4 Select Yes or No to indicate whether or not your system processed the Quote Acknowledgment 35 b tag 297 QuoteAckStatus 0 Accepted message User Manual 9 AutoCert Mass Quote 5 Submit a two sided Mass Quote 35 i message with one of the same quotes used in the original Mass Quote using the same security description tag 107 SecurityDesc and quote entry ID tag 269 QuoteEntrylD modifying the price and quantity of a quote 6 Select Yes or No to indicate whether or not your system processed the Quote Acknowledgment 35 b 297 0 message accepting all of the instrument quotes 10 User Manual AutoCert Mass Quote Quote Cancellation Instrument Level This test verifies that your system can cancel a quote for an instrument Current Testing Configuration Company Name QA Tester System Profile MassQuote Online Help Automated Trading System 10 TestSuite Msss Quote Pre Certification Interview Complete Test Suite Status In Progress Mass Quote Online Help Interview Test Suite Testcase f Steps of the test Quote Cancellation Instrument Level This test could take up to several minutes Please do not close the window during the test Closing window stopping test requires to rerun the test from step Purpose The purpose of ths test is to verify that the cient system can modify the pric
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