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Order Type Tests

1. Key D not tested complete D pending failed REFRESH gt Torun a bi directional sequence reset gap fill test HEN From the Contract drop down select the desired contract if the contract is not already locked Click the START TEST button po Note DO NOT select the START TEST button once the test process is in progress Submit 4 separate Limit Day orders for the instrument Receive and process an Execution Report Confirmation Acknowledgment message and detect the sequence gap Submit a Resend Request message for the Acknowledgment for order 1 Receive and process an Execution Report Confirmation Acknowledgment message for order 1 Receive and process a Resend Request message for order 3 BO a SQ ee Submit a Sequence Reset Gap Fill message 75 User Manual AutoCert iLink 9 Submit a Heartbeat message 10 Receive and process a Heartbeat message 11 Submit a Heartbeat message Note If a Resend Request is sent after step 4 on the AutoCert screen the test will be failed and must be restarted Receiving and Processing Multiple Gaps This test verifies that your system can process newly detected gaps in response to a Resend Request Test Suite Testcase Post Certification Steps of the test Receiving and Processing Multiple Gaps 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
2. 65 User Manual AutoCert iLink Verify Test Request Procedure Methodology This test verifies that your system reacts correctly during an interruption of service with CME Group Note This test is mandatory for all customers Steps of the test Verify Test Request Procedure Methodology 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 step1 Purpose The purpose of this test is to verify that the client system reacts correctly in case of an interruption of communication with CME Note Press the Start Test button to start or restart a Test Please do not press the Start Test START TEST button again if you are currently running this test Description lg Status KI Over an iLink connection submit a Heartbeat message le Not Tested 2 Submit a Test Request message Not Tested Submit a Logout message Not Tested Key D not tested complete D pending Y failed REFRESH gt Torun a verify test request procedure methodology test 1 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 Heartbeat 35 0 message Submit a Test Request 35 1 message Submit another Test Request message PS Pe Submit a Logout 35 5 message Note This test will crea
3. Submit a Logon message O Not Tested 2 Receive and process a Logout Confirmation message le Not Tested EN Submit a Logon message using he proper sequence number la Not Tested Receive and process a Logon Confirmation message Not Tested s Receive and process a Test Request message o Not Tested o Submit a Heartbeat message le Not Tested Key Y mat tested O complete P pending O taled gt To run a logon process test pa 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 Logon tag 35 MsgType A message Select Yes or No to indicate whether or not your system received and processed a Logout Confirmation 35 5 message with tag 789 NextExpectedMsgSeqNum Note There should only be ONE logon attempt up to this point in the test If more than one logon attempt is made by the client system the test will be failed Submit a Logon 35 A message using the proper sequence number tag 34 MsgSeqNum Note If more than one logon attempt is made by the client system the test will be marked as failed Select Yes or No to indicate whether or not your system received and processed a Logon Confirmation 35 A message Select Yes or No to indicate whether or not your system received and processed a Test Request 35 1 message Submit a Heartbeat message
4. Key not tested complete pending O taled REFRESH gt To run a stop order 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 Stop Order with a quantity greater than 10 for the instrument 4 Select Yes or No to indicate whether or not your system processed the first Execution Report Acknowledgment message correctly 5 Select Yes or No to indicate whether or not your system processed the second Execution Report Acknowledgment message when the stop price is triggered correctly 6 Select Yes or No to indicate whether or not your system processed the Execution Report Fill 35 8 39 1 Partial Fill message correctly 7 Submit an Order Cancel Request message for the remaining quantity left on the original order submitted 8 Select Yes or No to indicate whether or not your system processed the Execution Report Order Cancellation Acknowledgment message correctly 19 User Manual AutoCert iLink Give Up Order This test verifies that your system can submit a Give Up order Note This test is mandatory if you selected Yes in response to the question Does your system support Give Up Orders in the Interview Test Suite _ TestCase Post Certification Steps of the test GiveUp Order This test could take up
5. Receive and Process Execution Report Fill message OrdStatus 3 LastPx o OrderQty Key D not tested O complete Y pending taled Rerresi This test verifies that you can submit a Limit order and receive and process Execution Reports for Acknowledgment Fill Cancellation and Order Elimination for an outright instrument Note This test is mandatory Test Suite TestCase Post Certification Steps of the test Outright Complete Order Test 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 step1 Purpose The purpose of this test is to verify that your application can submit a limit order and receive and process the Execution Reports Ack Fill Elimination Bust for an outright instrument Selected Contract EBPM3 EBPK3 EBPM3 EBPK3 703 MU ai Category IP Port Incremental Feed A IFA_ID_1 23 Incremental Feed B IFB ID 1 25 Snapshot SPT ID 1 37 Instrument Replay IRP ID 1 29 Note Press the Start Test button to start or restart a Test Please do not press the Start Test START TEST button again if you are currently running this test Beseription Flag status Over an iLink connection send a Limit Day Order message with a quantity greater than 1 for the selected o dummy instrument s NotTested B Receive and Process Execution Report Acknowledgement message Not Tested EN Receive and Process E
6. Recele and Process an Order Status Request Acknowleogement 35 5 amp 150 1 message OrcStatus LastiotRequesies 8 Enter the values from the following tags to confirm that your system received and processed received and processed the Exec Rep 35 8 150 message e Tag 39 OrdStatus e Tag 912 LastRptRequested e Tag 584 MassStatusReqID 45 User Manual Order Management Tests Order Management tests include the following e Order Life Time e Good Till Cancel GTC e Good Till Date GTD e Fill and Kill FAK e Manage Minimum Quantity e Manage Maximum Quantity Display e Manage Maximum Quantity Display with Cancel Replace e Route Through Order Life Time Order Life Time tests include the following e Good Till Cancel GTC e Good Till Date GTD e Fill and Kill FAK Good Till Cancel GTC Orders AutoCert iLink This test is required if you selected Good Till Cancel GTC in response to the question What order qualifiers will your system support in the Interview User Manual 46 AutoCert iLink Steps of the test UELUT GAS CA Bart 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 step1 Purpose The purpose of this test is to verify that the client system can submit orders and process corresponding responses for each eligible TimelnForce GTC GTD and FAK Selected Contract EBPM3 E
7. AutoCert iLink Order Mass Action Request for all Working Orders for an Instrument Group This test verifies that you can submit an Order Status Request tag 35 MsgType AF and receive an Order Status Request acknowledgment 35 8 150 1 when requesting the current state of all working orders for an instrument group interview Test Suite TestCase Steps of the test Link Order Mass Action Request for all working orders for an instrument group 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 step1 Purpose The Purpose of this test is to verify that customer application can submit Order Mass Status Request 35 AF and receive Order Status Request Acknowledgement 3558 150 1 when obtaining status for all working order for an instrument group Please assign a SenderCompiD and make sure a valid contract is selected to start certifying a test Description Flag Status 1 Over a iLink connection send a Limit Day Order message using one of the selected dummy instruments Not Tested Receive and Process an Execution Report Acknowledgement message Not Tested Submit a second Limit Day Order for different instrument that belongs to the same instrument group used at Not Tested step 1 Receive and Process an Execution Report Acknowledgement message Not Tested Send an Order Mass Status Request 35 AF message for all working orders for th
8. Instrument Replay IRP_ID_5 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 2 Over an iLink connection submit a Limit FAK Order for the instrument with a minimum quantity value Receive and process an Execution Report Confirmation Acknowledgement message Receive and process an Execution Report Order Elimination message Submit a Limit FAK Order for the instrument with a minimum quantity value Receive and process an Execution Report Confirmaton Acrnomedgement message Receive and process an Execution Report Fill Notice message AutoCert iLink ssa Status AE AE JE JE 3 Key mat tested O complete B pending toled gt To run a minimum quantity test N EP p or 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 Limit FAK order for the instrument with a minimum quantity value Select Yes or No to indicate whether or not your system processed the following messages e Execution Report Confirmation Acknowledgment e Execution Report Order Elimination sent because there is nothing in the book to match Submit a Limit FAK order for the instrument with a minimum quantity value Select Yes or No to indicat
9. Submit a Limit Order for the instrument Not Tested Receive and Process Execution Report Acknowledgemem message correctiy Not Tested Submit a Cancel message for Me order placed in step 5 Not Tested Receive and Process Cancel Reject message correctly Not Tested J J 3 3 3 J J pi 3 Submit a Limit Order for the instrument Not Tested Receive and Process Execution Report Acknowledgement message comedy Not Tested ee Submit a CancelReplace message for the order placed in step 9 Not Tested gt To run a processing rejects 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 Limit order for the instrument 57 User Manual AutoCert iLink 4 Select Yes or No to indicate whether or not your system processed the Execution Report Reject message correctly Submit a Limit order for the instrument Select Yes or No to indicate whether or not your system processed the Session Level Reject message correctly Submit a Limit order for the instrument Select Yes or No to indicate whether or not your system processed the Business Level Reject message correctly oo ND Uu Submit a Limit order for the instrument 10 Select Yes or No to indicate whether or not your system processed the Execution Report Confirmation Acknowledgme
10. iLink Test Suite TestCase Post Certification Steps of the test Bi Directional Resend Request Scenario Sequence Reset Gap Fill 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 step1 Purpose The purpose of this test is to verify that the client system can process bi directional Resend Request messages by sending a Sequence Reset Gap Fill message Selected Contract EBPM3 EBPK3 EBPM3 EBPK3 703 Category IP Incremental Feed A IFA ID 1 23 Incremental Feed B IFB ID 1 25 Snapshot SPT ID 1 37 Instrument Replay IRP ID 1 29 Note Press the Start Test button to start or restart a Test Please do not press the Start Test START TEST button again if you are currently running this test Description Flag Status 1 Over an iLink connection submit 4 separate Limit Day Orders for the instrument NotTested Receive and process an Execution Report Confirmation Acknowledgement messages and detect sequence gap Not Tested Submit a Resend Request message Not Tested Receive and process an Execution Report Confirmation Acknowledgement messages Not Tested Receive and process a Resend Request message Not Tested Submit a Sequence Reset Gap fill message Not Tested Submit a Heartbeat message Not Tested Receive and process a Heartbeat message Not Tested Submit a Heartbeat message NotTested
11. EBPM3 EBPK3 EBPM3 EBPK3 703 Category IP Incremental Feed A IFA ID 1 23 Incremental Feed B IFB ID 1 25 Snapshot SPT ID 1 37 Instrument Replay IRP ID 1 29 Note Press the Start Test button to start or restart a Test Please do not press the Start Test START TEST button again if you are currently running this test Description Flag Status Over an iLink connection submit a Limit Order for the instrument with a quantity greater than 1 using Firm ID 1 2 Receive and process an Execution Report Confirmation Acknowledgement message NotTested 3 Submit a Limit Order for the instrument with a quantity greater than 1 using a different Firm ID Not Tested Receive and process an Execution Report Confirmation Acknowledgement message Not Tested J not tested complete D pending Y failed REFRESH gt To run a route through test s NotTested 1 From the Contract drop down select the desired contract if the contract is not already locked 2 Click the START TEST button 55 User Manual AutoCert iLink Note DO NOT select the START TEST button once the test process is in progress Submit a Limit order with a quantity greater than 1 using Firm ID 1 tag 49 SenderCompID Select Yes or No to indicate whether or not your system processed the Execution Report Confirmation Acknowledgment message correctly Submit a Limit Order with a quantity greater than 1 using a different Firm ID Note This order m
12. Not Testes Key not tested O complete B pending O taled gt To run an iLink Order Mass Action Request by Instrument Group 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 Limit Day order message for the selected instrument 4 Select Yes or No to indicate whether or not your system processed the Execution Report Acknowledgment message 5 Submit a Limit Day order for a different instrument in the same instrument group as the order from step 1 on the AutoCert screen 6 Select Yes or No to indicate whether or not your system processed the Execution Report Acknowledgment message 7 Submit a Limit Day order for a different instrument group from step 1 8 Select Yes or No to indicate whether or not your system processed the Execution Report Acknowledgment message 31 User Manual 10 11 12 AutoCert iLink Submit an Order Mass Action Request 35 CA message by instrument group for the instrument groups from steps 1 and 3 Enter the values from the following tags to confirm that your system received and processed the Order Mass Action Report Accepted 35 BZ message e tag 1374 MassActionScope e tag 1375 MassActionResponse Receive and Process Order Mass Action Report 35 BZ Accepted message Ma
13. b message correctly User Manual 82 AutoCert iLink 5 Submit a Request for Cross 35 s 549 3 962 0 message with a quantity greater than 10 on each side Note Tag 549 Cross Type 3 cross executed with existing orders and tag 962 SideTimelnForce O keep on book 6 Select Yes or No to indicate whether or not your system processed the Execution Report Confirmation Acknowledgment message for the buy side correctly 7 Select Yes or No to indicate whether or not your system processed the Execution Report Confirmation Acknowledgment message for the sell side correctly 8 Select Yes or No to indicate whether or not your system processed the Execution Report Fill Notice 35 8 message for the order sell side partial fill 1 lot 39 1 correctly 9 Select Yes or No to indicate whether or not your system processed the Execution Report Fill Notice 35 8 message for the order buy side partial fill Fill 1 lot 39 1 correctly Request for Cross Rejection This test verifies that your system can receive and process a Request for Cross Rejection message dual exception reports Current Testing Configuration Company Mame OA Tester test user 1 System Profile LP_CERT_CHECKOUT Automated Trading System 10101 gt TestSuite n Test Suite Status SenderComp AAI200 Erre Pre Certification Interview Complete Test Suite Status in Progress ilink Online Help Interview Test Suite Te
14. from step1 Purpose The purpose of this test is to verify that the client system can process newly detected gaps in response to a Resend Request Selected Contract EBPM3 EBPK3 EBPM3 EBPK3 703 PUT Category IP Incremental Feed A IFA ID 1 23 Incremental Feed B IFB ID 1 25 Snapshot SPT ID 1 37 Instrument Replay IRP ID 1 29 Note Press the Start Test button to start or restart a Test Please do not press the Start Test START TEST button again if you are currently running this test Description Status Over an iLink connection submit a Limit Day Order for the instrument with a quantity greater than 5 Not Tested Receive and process Execution Report Confirmation Acknowledgement message Not Tested Receive and process Execution Report Partial Fill messages and detect sequence gap Not Tested Submit a Resend Request message Not Tested Receive and process Execution Report Partial Fili messages and detect sequence gap Not Tested Submit a Resend Request message Not Tested Receive and process Execution Report Partial Fill messages Not Tested Submit a Heartbeat message Not Tested Not Tested BA AE SE SE ALALA AL Receive and process a Heartbeat message Submit a Heartbeat message NotTested Key D not tested complete pending Y failed REFRESH gt To run a receiving and processing multiple gaps test 1 Fromthe Contract drop down select the desired contrac
15. le ecos ces de S 49 Manage Minimum Quantity ooocooccccccccccocco ccoo ccoo n 0 oaaao annaa 51 Manage Maximum Quantity Display 0 000 000 0020 0 aaa 52 Manage Maximum Quantity Display with Cancel Replace 0 0 aaa 53 Manage Route Through 2 2 2 2 220 aaa 55 Additional Processing 2222020000000 000 aaa 57 Processing Rejects nnnnnnncnes 57 Additional aS sates ct AE Baan AA KN EBA BONG ana do GE OT GA ADB a a 58 Duplicate Order al D 59 Session Management Tests l l c cece cece cece cece cece ceeeeececeeceececereceeeeecseseess 62 LOS ON TOSS sai ii ltz 62 User Manual 3 Table of Contents LOBO Press tt O 62 Beginning of Week Logan 2 02000000 0 a 64 Logon Process Mid Week 0 220200000 a 65 Verify Test Request Procedure Methodology aaan aoaaa a aoaaa AADAL AALALA LALLA L aa aaa 66 n Session Seguence Resets e rn dea eo eo and eo e eo ee ee esr a 67 Sequencine Tests crisi rat al ct tes 69 Introduction to Sequencing Tests ooooooccccccccccccccnccnconcnnccnccnc a 69 Detect a Gap and Receive Gap Fill ooooocccccccccccccccccccccccc a 69 Respond to Resend Request cnn nro n nn nn nn nnnnnnnnnes 70 Bi Directional Resend Request 2 22 22 0 20 00 a 72 Bi Directional Sequence Reset Gap Fill 20 0 aa 74 Receiving and Processing Multiple Gaps 22220 00000000 00 0000 la 76 Process Message Gap
16. lt 3 CME Group AutoCert iLink User Manual 4 14 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 FASTS is a service mark of FIX Protocol Limited Dow Jones Dow Jones AIG Commodity IndexS 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 CBOT f
17. may be selected including Manual ATS and or Semi Automated 11 User Manual Order Type Tests Order Type tests include the following Outright Vanilla Order Outright Complete Order Market Limit Order Market Order Stop Limit Order Stop Order Give Up Order Outright Vanilla Order This test verifies that you can submit a Limit order and receive and process the Execution Reports Acknowledgment and Fill messages for an outright vanilla order The following rules apply regarding futures and options instruments e If you selected Futures in the Interview a futures instrument should be used e If you selected Options in the Interview an options instrument should be used e If you selected Futures and Options in the Interview a futures instrument should be used Note This test is mandatory AutoCert iLink User Manual 12 AutoCert iLink Test Suite _ TestCase Post Certification Steps of the test Outright Vanilla Order Test 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 step1 Purpose The purpose of this test is to verify that your application can submit a limit order and receive and process the Acknowledgement and Fill messages for an outright future instrument Selected Contract EBPM3 EBPK3 EBPM3 EBPK3 703 Category IP Port Incremental Feed A IFA ID 1 23 Incremental Feed B IFB ID 1 25 Sn
18. rerun the test from step1 Purpose The purpose of this test is to verify that the client system can submit orders and process corresponding responses for each eligible TimelnForce GTC GTD and FAK Selected Contract EBPM3 EBPK3 EBPM3 EBPK3 703 Category IP Port Incremental Feed A IFA ID 1 23 Incremental Feed B IFB ID 1 25 Snapshot SPT ID 1 37 Instrument Replay IRP ID 1 29 Note Press the Start Test button to start or restart a Test Please do not press the Start Test START TEST button again if you are currently running this test Description Flag Status 1 Over an iLink connection submit a Limit GTC Order for the instrument with a quantity greater than 1 Ss NotTested 3 Receive and process an Execution Report Confirmation Acknowledgement message s NotTested 3 Receive and process an Execution Report Fill Notice message s NotTested 4 Submit a Limit GTD Order for the instrument with a quantity greater than 1 s NotTested Us Receive and process an Execution Report Confirmation Acknowledgement message lo Not Tested Receive and process an Execution Report Fill Notice message gO Not Tested 7 Submit a Limit FAK Order for the instrument a Not Tested e Receive and process an Execution Report Confirmation Acknowledgement message a Not Tested EN Receive and process an Execution Report Order Elimination message o Not Tested 10 Submit a Limit FAK Order for the instrument a Not Tested EN Receive and pro
19. several minutes Please do not close the window during the test Closing window stopping test requires to rerun the test from step1 Purpose The purpose of this test is to verify the client system can submit and cancel a market limit order and receive and process the Acknowledgement and Fill messages for an outright instrument Selected Contract EBPM3 EBPK3 EBPM3 EBPK3 703 Category IP Incremental Feed A IFA ID 1 23 Incremental Feed B IFB ID 1 25 Snapshot SPT ID 1 37 Instrument Replay IRP ID 1 29 Note Press the Start Test button to start or restart a Test Please do not press the Start Test START TEST button again if you are currently running this test Description Description Ag Status Pa Over an iLink connection submit Market Limit Day Order message with a quantity greater than 1 O Not Tested 2 Receive and Process Execution Report Acknowledgement message Not Tested gt Receive and Process Execution Report Fill message Not Tested EN Submit a Cancel message for the remaining quantity left on the original order submitted Not Tested s Receive and process Execution Report Order Cancellation message Not Tested 5 not tested complete D pending Y failed REFRESH 15 User Manual AutoCert iLink gt Toruna market limit order 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 TES
20. system processed the Execution Report Confirmation Acknowledgment message correctly 5 Select Yes or No to indicate whether or not your system processed the Execution Report Fill Notice 35 8 39 1 Partial Fill message correctly User Manual 20 AutoCert iLink Spread Tests Spread tests include the following e Spread Vanilla Order e Spread Complete Order Spread Vanilla Order This test verifies that you can submit a Limit order and receive and process the Execution Reports Acknowledgment and Fill messages for a spread vanilla order Note This testis mandatory if you answered Yes to the Interview question Does your system support Spread instruments Test Suite _ Test Case Post Certificatior Steps of the test ET WENT ARES 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 step1 Purpose The purpose of this test is to verify that your application can submit a limit order and receive and process the Acknowledgement and Fill messages for a spread instrument Selected Contract EBPM3 EBPK3 EBPM3 EBPK3 703 Category IP Port Incremental Feed A IFA ID 1 23 Incremental Feed B IFB ID 1 25 Snapshot SPT ID 1 37 Instrument Replay IRP ID 1 29 Note Press the Start Test button to start or restart a Test Please do not press the Start Test START TEST button again if you are currently running this test Desc
21. test case is to verify how customer is using Manual Order Indicator tag Selected Contract EBPM3 EBPK3 EBPM3 EBPK3 703 Category IP Incremental Feed A IFA ID 1 23 Incremental Feed B IFB ID 1 25 Snapshot SPT ID 1 37 Instrument Replay IRP ID 1 29 Note Press the Start Test button to start or restart a Test Please do not press the Start Test START TEST button again if you are currently running this test Description Status Over an ILink connection submit a Limit New Order with Manual Order Indicator tag set to Y Not Tested Receive and Process Execution Report Confirmation Acknowledgement message correctly Not Tested Submit a Limit New Order with Manual Order Indicator tag set to N NotTested Receive and process Execution Report Confirmation Acknowledgement message correctly s NotTested Key o not tested complete D pending 4 failed REFRESH gt To run the manual order indicator for semi automated system certification 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 New Order 35 D message for a manual order with tag 1028 ManualOrderIndicator over an Link connection 4 Select Yes or No to indicate whether or not your system received and processed the Execution Report Confirmation Acknowledgmen
22. than one logon attempt is made by the client system the test will be failed Submit a Logon 35 A message using the proper sequence number tag 34 MsgSeqNum Note If more than one logon attempt is made by the client system the test will be marked as failed Select Yes or No to indicate whether or not your system received and processed a Logon Confirmation 35 A message Select Yes or No to indicate whether or not your system received and processed a Test Request 35 1 message Submit a Heartbeat 35 0 message User Manual 64 AutoCert iLink Logon Process Mid Week The Logon Process Mid Week test verifies that your system can connect to the CME Group system during the week and maintain the correct inbound and outbound sequence numbers tag 34 MsgSeqNum Note This test is mandatory for all client systems Interview Test Suite Testcase Steps of the test Logon Process Mid Week Tha test could tate up to several minutes Please do not close the window during the test Ciosing windowi stopping test requires to rerun the test fom step Purpose The purpose of this test is to verity that the cient system can logon to the CME system during the week and be abie to adjust the inbound and outbound sequence numbers as needed Note Press the Start Test button to start or restart a Test Please do not press the Start Test START TEST button again if you are currently running this test Description snn ag Status
23. to several minutes Please do not close the window during the test Closing window stopping test requires to rerun the test from step1 Purpose The purpose of this test is to verify that the client system can submit an order with GiveUp information and receive and process execution reports Acknowledgement and Fill Selected Contract EBPM3 EBPK3 EBPM3 EBPK3 703 Category IP Incremental Feed A IFA ID 1 23 Incremental Feed B IFB ID 1 25 Snapshot SPT ID 1 37 Instrument Replay IRP ID 1 29 Note Press the Start Test button to start or restart a Test Please do not press the Start Test START TEST button again if you are currently running this test Description Flag Status Over an iLink connection submit a Limit Order for the instrument populating the GiveUp field J Not Tested Receive and process an Execution Report Confirmation Acknowledgement message s NotTested Receive and process an Execution Report Fill Notice message ss NotTested Key D not tested complete D pending Y failed REFRESH gt To run a give up order test 1 From the Contract drop down select the desired contract if the contract is not already locked 2 Clickthe START TEST button Note DO NOT select the START TEST button once the test process is in progress 3 Submit a Limit order populating tag 9707 GiveUpFirm and tag 9708 CmtaGiveupCD over an iLink connection 4 Select Yes or No to indicate whether or not your
24. BPK3 EBPM3 EBPK3 703 Category IP Port Incremental Feed A IFA ID 1 23 Incremental Feed B IFB ID 1 25 Snapshot SPT ID 1 37 Instrument Replay IRP ID 1 29 Note Press the Start Test button to start or restart a Test Please do not press the Start Test START TEST ea Ean Description Flag Over an iLink connection submit a Limit GTC Order for the instrument with a quantity greater than 1 Not Tested 2 Receive and process an Execution Report Confirmation Acknowledgement message ss NotTested 3 Receive and process an Execution Report Fill Notice message s NotTested 4 Submit a Limit GTD Order for the instrument with a quantity greater than 1 s NotTested Us Receive and process an Execution Report Confirmation Acknowledgement message ry Not Tested Receive and process an Execution Report Fill Notice message lo Not Tested 7 Submit a Limit FAK Order for the instrument lo Not Tested e Receive and process an Execution Repor Confirmation Acknowledgement message Not Tested EN Receive and process an Execution Report Order Elimination message PI Not Tested 10 Submit a Limit FAK Order for the instrument e Not Tested EN Receive and process an Execution Report Confirmation Acknowledgement message le Not Tested a Receive and process an Execution Report Fill Notice Message a Not Tested EN Submit a Limit FAK Order for the instrument with a quantity greater than 1 le Not Tested EN Receive and process an Execution Re
25. Heartbeat message Not Tested Receive and process a Heartbeat message Not Tested Submit a Heartbeat message NotTested Key o not tested complete spending failed REFRESH gt To run a bi directional resend request test 1 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 three separate Limit Day orders for the instrument Receive and process an Execution Report Confirmation Acknowledgment message for order 1 Receive and process a Resend Request 35 2 Resend Limit Day order 2 and order 3 EU SUE e 73 User Manual 10 11 12 AutoCert iLink Receive and process an Execution Report Confirmation Acknowledgment message for order 3 and detect the sequence gap Submit a Resend Request message Receive and process an Execution Report Confirmation Acknowledgment message for order 2 Submit a Heartbeat message Receive and process a Heartbeat message Submit a Heartbeat message Note If a Resend Request is sent after step 7 on the AutoCert screen the test will be marked as failed and must be restarted Bi Directional Sequence Reset Gap Fill This test verifies that your system can process bi directional Resend Request messages by sending a Sequence Reset Gap Fill message User Manual 74 AutoCert
26. Online Help ere Test Suite Test Case Post Certification WK Futures F Options Interest Rate Energy Equity FX Commodity aaa 22 55 Limit Order Market Limit Order Market Order Stop Limit Order Stop Order aaa Day Order Good Till Cancel FP Good Till Date EF Filland Kill 57 22 5 22 57 52 ag a 3 Resend the requested orders Send a Sequence Reset Gap Fill message naki paki a cei EFi 22 3 gt ES af gt EE ES 333 51 H For the question What types of products will your system support multiple options may be selected including Interest Rate if selected an interest rate dummy instrument should be assigned Energy if selected and Interest Rate is not selected an energy dummy instrument should be assigned Equity FX and or Commodity For the question Will your system support Spread instruments if you answered Yes then the Spread Vanilla Order and Spread Complete Order tests are mandatory For the question Which order types will your system support multiple options may be selected Note the following User Manual 10 AutoCert iLink 6 10 11 12 13 14 15 16 17 18 19 e Limit Order This option is always selected and cannot be changed e Market Limit Order If this option is selected the Market Limit Order test is mandatory e Market Order This option is not available grayed out i
27. Process Execution Report Acknowieagementmessage Acknowledgement message Receive and Process Execution Report Acknowieagement message Not Tested Receive and Process Execution Report Fill message le Not Tested EN Receive and Process Execution Report First Leg Fill message O Not Tested a Receive and Process Execution Report Second Leg Fill message Not Tested ES Receive and process an Execution Report Trade Cancellation message Not Tested El Submit a Limit Day Order for the selected spread dummy instrument g Not Tested ES Receive and process an Execution Report Order Elimination message Not Tested 5 not tested complete D pending Y failed REFRESH gt To run a spread complete order 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 Spread Limit Day order with a quantity greater than 1 for the instrument 4 Select Yes or No to indicate whether or not your system processed the Execution Report Acknowledgment message correctly 5 Enter the following information from the Execution Report Fill message e Tag 39 OrdStatus e Tag 31 LastPx e Tag 38 OrderQty 23 User Manual 10 AutoCert iLink Receive and Process Execution Report Fill message OrdStatus 3 LastPx 3 OrderQty Enter tag 31 LastPx f
28. START TEST button Note DO NOT select the START TEST button once the test process is in progress Submit a Test Request 35 MsgType 1 message Select Yes or No to indicate whether or not your system received and processed the Heartbeat 35 0 message Submit a Logon message requesting a sequence number reset Select Yes or No to indicate whether or not your system received and processed a Logon Confirmation message Select Yes or No to indicate whether or not your system received and processed a Test Request message 35 1 34 2 Submit a Heartbeat 35 0 message User Manual 68 AutoCert iLink Sequencing Tests Sequencing Tests consist of the following e Detecta Gap and Receive a Gap Fill e Respond to Resend Request e Bi Directional Resend Request e Bi Directional Sequence Reset Gap Fill e Receiving and Processing Multiple Gaps e Processing Message Gaps of More than 2500 Messages Introduction to Sequencing Tests The Sequence Tests focus on managing message sequence numbers These tests determine if your system can determine a gap and receive a gap fill respond to resend requests receive and process multiple gaps manage more than 2500 messages and reset sequence numbers e Detecta Gap and Receive a Gap Fill e Respond to Resend Request e Bi Directional Resend Request e Bi Directional Sequence Reset Gap Fill e Receiving and Processing Multiple Gaps e Processing Message Gaps of More than 2500 M
29. Snapshot SPT_IO_1 37 instrument Replay IRP_ID_1 29 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 Fag Status 1 Over a iLink connection send a Limit Day Order message for the selected dummy instrument ss NotTested 2 Receive and Process Execution Report Acknowledgement message ss NotTested 3 Senda Limit Day Order message for the selected dummy instrument ss NotTested 4 Receive and Process Execution Report Acknowledgement message NotTested 5 Send a Limit Day Order message for the selected dummy instrument ss NotTested 8 Receive and Process Execution Report Acknowledgement message ss NotTested 7 Send an Order Mass Action Request 35 CA by Market Segment ID sJ NotTested 8 Receive and Process Order Mass Action Report 35282 Accepted message s NotTested Key D not tested O complete penring O taled gt To run an iLink Order Mass Action Request by Market Segment ID 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 29 User Manual AutoCert iLink 3 Submit a Limit Day order message for the selected instrument 4 Select Yes or No to indicate whether or not your system processed the Execution Report Acknowledgment message 5 Su
30. T button once the test process is in progress 3 Submit a Market Limit Day order message with a quantity greater than 1 for the instrument 4 Select Yes or No to indicate whether or not your system processed the Execution Report Confirmation Acknowledgment message correctly 5 Select Yes or No to indicate whether or not your system processed the Execution Report Fill Notice message 6 Submit an order to cancel the remaining quantity left on the original order submitted 7 Select Yes or No to indicate whether or not your system processed the Execution Report Order Cancellation message Market Order This test verifies that you can submit and cancel a Market order for an outright instrument Note This test is mandatory if you selected Market Order in response to the Interview question Which order types does your system support Test Suite _ TestCase Post Certification Steps of the test Market Order Test 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 step1 Purpose The purpose of this test is to verify the client system can submit and cancel a market order and receive and process the Acknowledgement and Fill messages for an outright instrument Selected Contract EBPM3 EBPK3 EBPM3 EBPK3 703 Category IP Port Incremental Feed A IFA ID 1 23 Incremental Feed B IFB ID 1 25 Snapshot SPT ID 1 37 Inst
31. an 2500 Messages This test could take up to several minutes Please do not close the window during the test Closing windowistopping test requires to rerun the test trom stepi Purpose The purpose of this test is to verity that the chent system does not erger an infinge resend loop when facing an inbound sequence number gap greater than the maximum of 2500 messages 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 q a AS Submit a Heartbeat message 2 Receive and process a Heartbeat message and detect sequence gap Pa Submit Resend Request messages to obtain all messages A O Key D not tested O complete B pendng O faled REFRESH gt To run a process message gaps of more than 2500 messages test ee e ece 77 User Manual tO 09 SI O Y A AutoCert iLink 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 Heartbeat 35 0 message Receive and process a Heartbeat message Detect the sequence gap Submit a Resend Request message to obtain all messages Receive and process a Sequence Reset Gap Fill message Submit a Heartbeat message Receive and process a Heartbeat message Submit a Heartbeat message Note If a Resend Request is sent a
32. an iLink connection submit a Limit Order for the instrument s NotTested Receive and process an Execution Report Confirmation Acknowledgement message J Not Tested Receive and process an Execution Report Fill Notice message J Not Tested not tested complete spending failed gt To run an additional tags test User Manual 58 AutoCert iLink 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 Limit order for the instrument 4 Enter the values from the following tags to confirm that your system received and processed the Execution Report Confirmation Acknowledgment message e Additional tag 61 e Additional tag 106 Receive and process an Execution Report ConfirmationAcknowledgement message Additional Tag 61 2 o Additional Tag 106 3 5 Enter the values from the following tags to confirm that your system received and processed the Execution Report Fill Notice message e Additional tag 61 e Additional tag 106 Receive and process an Execution Report Fill Notice message Additional Tag 61 3 o Additional Tag 106 Duplicate Order ID This test verifies that you can receive and process execution reports with a non unique OrderlD and ExecID same OrderID and ExecID for 2 different instruments Also this test determ
33. apshot SPT ID 1 37 Instrument Replay IRP_ID_1 29 Note Press the Start Test button to start or restart a Test Please do not press the Start Test START TEST button again if you are currently running this test Description Flag Status 1 Over a iLink connection send a Limit Day Order message for the selected dummy instrument NotTested 2 Receive and Process Execution Report Acknowledgement message J Not Tested 3 Receive and Process Execution Report Fill message ss NotTested Key D not tested complete spending O failed gt To run an outright vanilla order test E From the Contract drop down select the desired contract if the contract is not already locked 2 Clickthe START TEST button Note DO NOT select the START TEST button once the test process is in progress 3 Submit a Limit Day order New Order tag 35 MsgType D for the instrument over an iLink connection 4 Select Yes or No to indicate whether or not your system processed the Execution Report Acknowledgment message correctly 5 Enter the following information from the Execution Report Fill message e tag 39 OrdStatus partial or complete fill e tag 31 LastPx price e tag 38 OrderQty 13 User Manual AutoCert iLink Description Status i 1 Over a iLink connection send a Limit Day Order message for the selected dummy instrument 0 2 Receive and Process Execution Report Acknowledgement message 0
34. bmit a Limit Day order for the instrument 6 Select Yes or No to indicate whether or not your system processed the Execution Report Acknowledgment message 7 Submit a Limit Day order for the instrument 8 Select Yes or No to indicate whether or not your system processed the Execution Report Acknowledgment message 9 Submit an Order Mass Action Request 35 CA message by Market Segment ID 10 Enter the values from the following tags to confirm that your system received and processed the Order Mass Action Report Accepted 35 BZ message e tag 1300 MarketSegmentlD e tag 1374 MassActionScope e tag 1375 MassActionResponse Receive and Process Order Mass Action Report 35 82 Accepted message MarketSegmentD E MassActionScope D Pending MassActionResponse Mass Action Request by Instrument Group This test verifies that you can submit an Order Mass Action Request tag 35 MsgType CA message to cancel working orders by instrument group User Manual 30 AutoCert iLink interview Test Suite Testcase Post Certification Steps of the test iLink Order Mass Action Request by Instrument Group 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 step1 Purpose The Purpose of this test is to verity that customer appicabon can submit Order Mass Action Requesti35 CA to cancel working orders by Instrument Group S
35. can submit an order and then modify it several times price quantity with and without change of priority in the book Selected Contract EBPM3 EBPK3 EBPM3 EBPK3 703 Category IP Port Incremental Feed A IFA ID 1 23 Incremental Feed B IFB ID 1 25 Snapshot SPT ID 1 37 Instrument Replay IRP ID 1 29 Note Press the Start Test button to start or restart a Test Please do not press the Start Test START TEST button again if you are currently running this test Description Flag Status a Over an iLink connection submit a Limit Day Order for the instrument a Not Tested ES Receive and process an Execution Report Confirmation Acknowledgement message a Not Tested B Submit an Order Cancel Replace Request for the instrument changing the quantity Not Tested EN Receive and process an Execution Report Modification Acknowledgement message PI Not Tested s Submit an Order Cancel Replace Request for the instrument changing the price le Not Tested KI Receive and process an Execution Report Modification Acknowledgement message a Not Tested gt Submit an Order Cancel Replace Request for the instrument changing the price and quantity Not Tested EN Receive and process an Execution Report Modification Acknowledgement message Not Tested a Receive and process an Execution Report Fill Notice message O Not Tested J not tested complete D pending Y failed REFRESH gt To run a multiple cancel replace test 1 From the Contract dr
36. ccc LL aaa 14 Market Limit Order cotos oe oes nama eed arcada beset illa and rea eee te 15 Market Order pa cies a aa EO once a ates ote 16 Stop Wir it AAA 17 Stop ONE a ce eee ee e S 18 RA AN 20 Spread TeSt A ata ee ce ass gas eet eee daes ie ete 21 Spread Vanilla Order 2 2 2 2c2 a ler 21 Spread Complete Order 0 2 0 2 0 ccc cece cece ccc aaa 22 Cancel AA A A r AA 25 Multiple Cancel Replace 2 02 20 2 2 ccc LL aaa 25 Cancel Replace with IFM ct dina 27 Mass Order Cancel Tests 2 22202000 00 La 29 Mass Action Request by Market Segment ID 22 20 00 000 0 00 00 00 la 29 Mass Action Request by Instrument Group 2 00 0 aaa 30 Mass Action Request by Instrument 22020 00 0 0 aa 32 Quote Tests nnnnnens 35 Quote Request Futures 35 Quote Request Options nn DDD Aaaa ona 36 Mass Order Status Tests a 38 Order Status Request 2 2 0 0 20 aaa 39 Order Mass Action Request for All Working Orders 2 220 00 000 00 a 41 Order Mass Action Request for all Working Orders for an Instrument Group 2 2 2 43 Order Mass Action Request for all Working Orders for an Instrument 2 0 2 2 20 222020 2 44 Order Management Tests aaa 46 Order Life Time 22 2 kaaa 46 Good Till Cancel GTC Orders nn 46 Good Till Date GTD nro 48 ENERO Kill FAK sc cite ea deca Ode e et De rd ls
37. cess Execution Report Fill message a Not Tested Ps Submit a Cancel message for the remaining quantity left on the original order submitted a Not Tested Ps Receive and process Execution Report Order Cancellation message a Not Tested J not tested complete D pending failed REFRESH 17 User Manual AutoCert iLink gt Torun a stop limit order 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 Stop Limit Day order with a quantity greater than 1 for the instrument 4 Select Yes or No to indicate whether or not your system processed the first Execution Report Acknowledgment message correctly 5 Select Yes or No to indicate whether or not your system processed the second Execution Report Acknowledgment message when the stop price triggered correctly 6 Select Yes or No to indicate whether or not your system processed the Execution Report Fill 35 8 39 1 Partial Fill message correctly 7 Submit a Cancel message for the remaining quantity left on the original order 8 Select Yes or No to indicate whether or not your system processed the Execution Report Order Cancellation message correctly Stop Order This test verifies that your system can submit and cancel a Stop order for an outright instrument Note Thi
38. cess an Execution Report Confirmation Acknowledgement message le Not Tested 2 Receive and process an Execution Report Fill Notice Message a Not Tested EN Submit a Limit FAK Order for the instrument with a quantity greater than 1 le Not Tested Receive and process an Execution Report Confirmation Acknowledgement message a Not Tested s Receive and process an Execution Report Fill Notice message Not Tested 16 Receive and process an Execution Report Trade Cancellation message KI Not Tested Key D not tested complete D pending failed REFRESH gt To run a FAK test Note To test Fill and Kill FAK steps 7 16 are mandatory 1 From the Contract drop down select the desired contract if the contract is not already locked 2 Clickthe START TEST button Note DO NOT select the START TEST button once the test process is in progress User Manual 50 AutoCert iLink 3 Submit a Limit FAK order 4 Select Yes or No to indicate whether or not your system processed the following messages e Execution Report Confirmation Acknowledgment e Execution Report Order Elimination sent because there is nothing to match in the book 5 Submit a Limit FAK order 6 Select Yes or No to indicate whether or not your system processed the following messages e Execution Report Confirmation Acknowledgment e Execution Report Fill Notice 7 Submit a Limit FAK order for the instrument with a quantity g
39. 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 Quote Request message for the instrument over an iLink connection After the Quote Request message 35 R 9943 1 is received CME Group sends a Quote Request Acknowledgment message 35 b User Manual 80 AutoCert iLink Note Tag 9943 Quote Type 1 tradable 4 Select Yes or No to indicate whether or not your system processed the Quote Request Acknowledgment message correctly 5 Submit a Request for Cross 35 s 549 3 962 0 message with a quantity greater than 10 on each side Note Tag 549 Cross Type 3 cross executed with existing orders and Tag 962 SideTimelnForce O keep on book 6 Select Yes or No to indicate whether or not your system processed the Execution Report Confirmation Acknowledgment message for the buy side correctly 7 Select Yes or No to indicate whether or not your system processed the Execution Report Confirmation Acknowledgment message for the sell side correctly 8 Select Yes or No to indicate whether or not your system processed the Execution Report Fill Notice 35 8 39 1 Partial fill message for the sell side correctly 9 Select Yes or No to indicate whether or not your system processed the Execution Report Fill Notice 35 8 39 1 Partial fill message for the buy sid
40. ct EBPMI EBPKI EBPWI EBPKI 703 Uniock Category iP Incremental Feed A IFA_JD_1 incremental Feed B IFB_JD_1 Snapshot SPT_IO_1 Instument Replay IRP ID 1 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 Submit a Logon message over he primary connection 2 3 1 n 12 a 15 16 17 Receive and process a Logon Confirmation message over the primary connection Receive and process a Test Request message over the primary connection Submit a Heartbeat message over the primary connection Submit a Logon message over he backup connection Receive and process a Logon Confirmabon message over the backup connection Receive and process a Test Request message over the backup connection Submit a Hearibeal message over the backup connection Submit a Limit Day Order for the instrument over the primary connection Receive and process Execution Report Confirmation Acknowledgement message over he primary connection Receive and process a Heartbeat message over the backup connection Receive and process Execution Report Fill Notice messages over the Dackup connection Receive and process Execution Report ConfirmatiowAcknomedgement message over he backup connection Receive and process Execution Report Fill Notice messages over the Dackup connection Submit a Logout message over Me backu
41. der ID test m From the Contract drop down select the desired contract if the contract is not already locked ny Click the START TEST button Note DO NOT select the START TEST button once the test process is in progress 3 Submit a Limit Day order for instrument 1 4 Submit a Limit Day order for instrument 2 5 Enter the values from the following tags to confirm that your system received and processed the Execution Report Confirmation Acknowledgment message for instrument 2 e Tag 17 ExeclD e Tag 37 OderlD Receive and process an Execution Report ConfirmationlAcknowledgement message for instrument 2 ExeciD OrderiD 6 Enter the values from the following tags to confirm that your system received and processed the Execution Report Confirmation Acknowledgment message for instrument 1 User Manual 60 AutoCert iLink e Tag 17 ExeclD e Tag 37 OderlD Receive and process an Execution Report ConfirmatiorvAcknomiedgernent message for instrument 1 61 User Manual Session Management Tests e Logon Tests e Logon Process e Beginning of Week Logon e Logon Process Mid Week e Verify Test Request Procedure Methodology e In Session Sequence Reset Logon Tests Logon tests consist of the following e Logon Process e Beginning of Week Logon e Logon Process Mid Week Logon Process AutoCert iLink This test verifies that your system can connect to the CME Group system after
42. dow stopping test requires to rerun the test from step Purpose The purpose of this test is lo verify that the cient system can logon to the CUE system at the begining of the weet and be able to adjust the Inbound and DABOUNI Sequence TOES BS Needed 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 Flag State KEN Over an iLink connection submit a Logon message la Not Tested 2 Receive and process a Logout Confirmation message lo Not Tested ES Submit a Logon message using the proper sequence number lo Not Tested o Receive and process a Logon Confirmation message lo Not Tested s Receive and process a Test Request message Not Tested KI Submit a Heartbeat message lo Not Tested Key Y nat tested O complete pending taled gt To run a Beginning of Week Logon test 1 2 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 Logon tag 35 MsgType A message with a sequence number tag 34 MsgSeqNum greater than 1 Select Yes or No to indicate whether or not your system received and processed a Logout Confirmation 35 5 message with tag 789 NextExpectedMsgSeqNum Note There should only be ONE logon attempt up to this point in the test If more
43. e 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 New Order 35 D message with tag 1028 ManualOrderIndicator over an iLink connection 4 Select Yes or No to indicate whether or not your system received and processed the Execution Report Confirmation Acknowledgment message correctly User Manual 88 AutoCert iLink Manual Order Indicator for ATS System This test verifies that a client system can submit an order with the Manual Order Indicator tag set to N Note This test is mandatory if you selected ATS for the question How will your system send orders in the Interview Test Suite TestCase Post Certification Steps of the test Manual Order Indicator for ATS 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 step1 Purpose The purpose of this test case is to verify how customer is using Manual Order Indicator tag Selected Contract EBPM3 EBPK3 EBPM3 EBPK3 703 Category Incremental Feed A Incremental Feed B Snapshot Instrument Replay IP IFA ID 1 IFB ID 1 SPT ID 1 IRP ID 1 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 23 25 37 29 START TEST Description Flag S
44. e correctly Request for Cross Message non Equity This test verifies that your system can submit a Request for Cross Message for a non Equity contract after waiting for the appropriate RFC window and process Acknowledgments and Fills Note This test is mandatory if you answered Yes to the question Will your system support Cross Order functionality for contracts belonging to a product complex other than Equity in the Interview Note For non Equity contracts there is an RFC window of 15 seconds between the RFQ and an RFC message If your system sends the RFC message before the window is closed the test will be failed 81 User Manual AutoCert Link Current Testing Configuration Company Hame OA Tester System Profile LP_CERT_CHECKOUT Automated Trading System 1 0 1 0 1 gt TestSuite Test Suite Status AAR00 ETC Pre Certification Interview Complete Test Suite Status In Progress Hink Online Help meriew Tesse MN 55555555 Steps of the test Request for Cross Message non Equity This test could take up to several minutes Please do nat close the window during the test Closing windowistopping test requires to rerun the test from stept Purpose The purpose of tres test is to verity that your application can perform a recovery test for future instruments For example if a user does not receive all messages trom the system during a trading session R wil be necessary to perform a recovery test to update t
45. e instrument group used at Not Tested dep 1 jot Test Receive and process an Order Status Request Acknowledgement 35 8 4 150 1 message s Not Tested Receive and process an Order Status Request Acknowledgement 35 8 amp 150 1 message ss Not Tested Key not tested O complete pending O taled This test verifies that you can submit an Order Status Request 35 H and receive an Order Status Request acknowledgment 35 8 150 1 when requesting the current state of all working orders for an instrument group gt To run an iLink Order Mass Action Request for all working orders for an instrument group 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 1 Submit a Limit Day order message for the selected instrument 2 Select Yes or No to indicate whether or not your system processed the Execution Report Acknowledgment message 3 Submit a Limit Day order for a different instrument in the same instrument group as the order from step 1 on the AutoCert screen 4 Select Yes or No to indicate whether or not your system processed the Execution Report Acknowledgment message 43 User Manual AutoCert iLink 4 __Recene ang Process an Execution Report Aanoweggemert message 5 Send an Order Mass Action Request 35 AF message or al working ord
46. e o Complete KI Submit a Heartbeat message e Complete J not tested complete y pending failed REFRESH gt To run a logon process 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 Logon 35 A message Note Messages sent before the Logon Confirmation 35 A message is sent will cause the test to fail 4 Receive and process a Logon Confirmation 35 A message 5 CME Group sends a Test Request 35 1 message 6 Submit a Heartbeat 35 0 message Note If Tag 112 TestReqID in the Heartbeat message is not identical to Tag 112 TestReqID in the Test Request message the issue must be resolved and you must restart the test 7 Submit a Logout 35 5 message 8 Receive and process a Test Request 35 1 message 9 Submit a Heartbeat 35 0 message 63 User Manual AutoCert iLink Beginning of Week Logon The Beginning of Week Logon test verifies that your system can logon to the CME Group system at the beginning of the week and maintain the correct inbound and outbound sequence numbers tag 34 MsgSeqNum Note This test is mandatory for all client systems interview Test Suite Test Case Steps of the test Beginning of Week Logon Ths test could take up to several minutes Please do not close the window during the test Closing win
47. e whether or not your system processed the following messages e Execution Report Confirmation Acknowledgment e Execution Report Fill Notice Manage Maximum Quantity Display This test verifies that you can submit an order with Maximum Quantity Display tag 210 MaxShow used in different scenarios multiple partial fills greater and smaller than MaxShow with and without cancel replace Note This test is mandatory if the customer selected Yes in response to the question Does your system support Maximum Quantity Display functionality in the Interview User Manual 52 AutoCert iLink Steps of the test Manage Maximum Quantity Display 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 step1 Purpose The purpose of this test is to verify that the client system can submit an order with Maximum Quantity Display MaxShow used in different scenarios multiple partial fills greater and smaller than MaxShow with and without cancel replace Selected Contract EBPM3 EBPK3 EBPM3 EBPK3 703 Category IP Port Incremental Feed A IFA ID 1 23 Incremental Feed B IFB ID 1 25 Snapshot SPT ID 1 37 Instrument Replay IRP ID 1 29 Note Press the Start Test button to start or restart a Test Please do not press the Start Test START TEST button again if you are currently running this test Description Flag Status Over an iLink conn
48. eceive and process an Execution Report Fill Notice message LeavesOty 3 7 Submit an Order CancekReplace Request for the instument decreasing the quantity by 2 o Submit an Order Cancel Replace Request for the instrument decreasing the quantity by 2 Select Yes or No to indicate whether or not your system received an Execution Report Fill Notice Select Yes or No to indicate whether or not your system received an Order Cancel Reject message User Manual 28 AutoCert iLink Mass Order Cancel Tests Mass Order Cancel tests include the following e Mass Action Request by Market Segment ID e Mass Action Request by Instrument Group e Mass Action Request by Instrument Mass Action Request by Market Segment ID This test verifies that you can submit an Order Mass Action Request tag 35 MsgType CA message to cancel working orders by Market Segment ID interview Test Suite Testcase Post Certification Steps of the test iLink Order Mass Action Request by Market Segment ID 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 step1 Purpose The Purpose of this test is to verify that customer appication can subent Order Mass Action Reques1 35 CA to cancel working orders by Market Segment D Selected Contract 26AZ3 26AU3 26AZ3 25AU3 703 Category iP Port incremental Feed A IFAJO 1 23 incremental Feed B IFB_JD_1 25
49. ection submit a Limit Day Order for the instrument with a quantity greater than 4 with maximum quantity MaxShow greater than 2 2 Receive and process an Execution Report Confirmation Acknowledgement message s Not Tested 3 Receive and process an Execution Report Fill Notice message Not Tested Receive and process an Execution Report Fill Notice message Not Tested J not tested complete spending failed REFRESH gt To run a maximum quantity display test NotTested 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 Limit Day order with a quantity greater than 4 and a maximum quantity tag 210 MaxShow greater than 2 for the instrument 4 Select Yes or No to indicate whether or not your system processed the Execution Report Confirmation Acknowledgment message correctly 5 Select Yes or No to indicate whether or not your system processed the Execution Report Fill Notice 39 1 Partial Fill message correctly 6 Select Yes or No to indicate whether or not your system processed the Execution Report Fill Notice 39 2 Complete Fill message correctly Manage Maximum Quantity Display with Cancel Replace This test verifies that you can submit an order with Maximum Quantity Display tag 210 MaxShow used in various scenarios m
50. elected Contract 1 J44 1 J44 36423 2843 644 TS Category p incremental Feed A 224 0 25 101 incremental Feed B 224 0 25 101 Snapshot 224 0 25 127 instrument Replay 224 0 25 127 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 EA Ta EC Pr Over a iLink connection send a Limit Day Order message for one of the selected dummy instrument o Not Tested Pa Receive and Process Execution Report Acknowledgement message la Not Tested Pa Submit a second Limit Day Orders for instrument diferent from step 1 la Not Tested EN Receive and Process Execution Report Acknowledgement message la Not Tested a Submit One Limit Day Orders for instrument different from step 14 3 lo Not Tested Receive and Process Execution Recewe ang Process Execuron Report Acinoweagement message Recewe ang Process Execuron Report Acinoweagement message message a Not Tested Send an Order Mass Action Request 35 CA message by instrument Group for orders submitted in step1 amp 3 Not Tested Receive and Process Order Mass Action Receive ana Process Order Mass Acton Repot 95 82 Acceptedmessage 35282 Accepted Receive and Process Order Mass Acton Repot 35 82 Accepted message S Not Tested Submit an Order CancelReplace Request for the order submitted in step 5 o Not Tested 10 Receive and process an Execution Report Modification Acknowledgement message J
51. elected Contract EBPM3 EBPK3 EBPM3 EBPK3 703 PU las Category IP Incremental Feed A IFA ID 1 Incremental Feed B IFB ID 1 Snapshot SPT ID 1 Instrument Replay IRP ID 1 Note Press the Start Test button to start or restart a Test Please do not press the Start Test START TEST button again if you are currently running this test E SE F E Over an iLink connection submit a Limit GTC Order for the instrument with a quantity greater than 1 Not Tested E Receive and process an Execution Report Confirmation Acknowledgement message lot Tested Receive and process an Execution Report Fill Notice message Not Tested Submit a Limit GTD Order for the instrument with a quantity greater than 1 E elelelelelelelelelelelelelele lela HOHARHABRABRABRRT lot Tested Receive and process an Execution Report Confirmation Acknowledgement message Not Tested Receive and process an Execution Report Fill Notice message Not Tested Submit a Limit FAK Order for the instrument lot Tested Receive and process an Execution Report Confirmation Acknowledgement message Not Tested Receive and process an Execution Report Order Elimination message Not Tested Submit a Limit FAK Order for the instrument Not Tested Receive and process an Execution Report Confirmation Acknowledgement message Not Tested Receive and process an Execution Report Fill Notice Message lot Tested N Submit a Limit FAK Order for the instrument with a quantity g
52. ent same as step 1 s NotTested 4 Receive and Process Execution Report Acknowledgement message sJ NotTested 5 Submit One Limit Day Orders for instrument diferent from step 1 ss NotTested Receive and Process Execution Report Acknowledgement message sJ NotTested 7 Submit Order Mass Action Request 35 CA message by instrument for orders submitted in step1 4 3 ss NotTested 8 Receive and Process Order Mass Action Report 35 82 Accepted message ss NotTested 5 Submit an Order CancelReplace Request for the order submitted in step 5 sJ NotTested 10 Receive and process an Execution Report Modification Acknowledgement message J NotTested Key D not tested O complete D pending taied REFRESH gt Torun an iLink Order Mass Action Request by Instrument test 10 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 Limit Day order message for the selected instrument Select Yes or No to indicate whether or not your system processed the Execution Report Acknowledgment message Submit a second Limit Day order for the same instrument from step 1 on the AutoCert screen Select Yes or No to indicate whether or not your system processed the Execution Report Acknowledgment message Submit a Limit Day order for a different instrument from step 1 Select Yes o
53. er Cancel Replace Request for the instrument decreasing the quantity by 2 Not Tested a Receive and process an Execution Report Fill Notice message Not Tested a Receive and process an Cancel Replace Reject message correctly Not Tested Key D not tested complete D pending failed REFRESH gt To run a cancel replace with IFM test 1 From the Contract drop down select the desired contract if the contract is not already locked 2 Click the START TEST button 27 User Manual 10 11 AutoCert iLink Note DO NOT select the START TEST button once the test process is in progress Submit a Limit Day order with a quantity greater than one hundred for the instrument Select Yes or No to indicate whether or not your system processed the Execution Report Confirmation Acknowledgment message correctly Enter the price and the remaining quantity from the Execution Report Fill Notice message for the executed order Receive and process an Execution Report Fill Notice message LastPx LeavesOty 4 Submit an Order CancekReplace Request for the instument increasing the quantity E Submit an Order Cancel Replace Request with an increase in quantity for the instrument Select Yes or No to indicate whether or not your system processed the Execution Report Modification Acknowledgment message correctly Enter the value from tag 151 LeavesQty from the Execution Report Fill Notice message R
54. ers tor the Instrument group used at step 1 5 Submit an Order Mass Action Request 35 AF message by instrument group for the instrument groups from step 1 6 Enter the values from the following tags to confirm that your system received and processed the Exec Rep 35 8 150 message e Tag 39 OrdStatus e Tag 912 LastRptRequested e Tag 584 MassStatusReqID Order Mass Action Request for all Working Orders for an Instrument This test verifies that you can submit an iLink Order Status Request tag 35 MsgType AF and receive an Order Status Request Acknowledgment 35 8 150 1 when obtaining a status for all working orders for an instrument Steps of the test iLink Order Mass Action Request for all working orders for an instrument This test could take up to several minutes Please do not dose the window during Me test Closing window stopping test requires to rerun the test from step Purpose The Purpose of this test is to verify that customer application can submit Order Mass Status Request 35 AF and receive Order Status Request Acknowledgement 35 8 15031 when obtamang status for all working order for an instrument Please assign a SenderCompiD and make sure a valid contract is selected to start Certifying a test Description Status 1 Over a Link connection send a Limit Day Order message using one of the selected dummy instruments Not Tested Recewe and Process an Execution Report Acknowledgement message Not Tested S
55. essages Detect a Gap and Receive Gap Fill This test verifies that your system can respond to a Resend Request message with a Sequence Reset Gap Fill message in order to gap fill administrative messages 69 User Manual AutoCert iLink Test Suite TestCase Post Certification Steps of the test Detect a Gap and Receive Gap Fill 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 step1 Purpose The purpose of this test is to verify that the client system can respond to a Resend Request message with a Sequence Reset Gap Fill message in order to gap fill over administrative messages Note Press the Start Test button to start or restart a Test Please do not press the Start Test START TEST button again if you are currently running this test Description Status Over an iLink connection submit a Heartbeat message Not Tested Receive and process a Heartbeat message Not Tested Submit a Resend Request message Not Tested Receive and process a Sequence Reset Gap Fill message Not Tested Submit a Heartbeat message Not Tested Receive and process a Heartbeat message Not Tested Submit a Heartbeat message Not Tested Key D not tested complete pending O failed REFRESH gt To run a detect a gap and receive a gap fill test 1 From the Contract drop down select the desired con
56. ew question Does your system support Cancel Replace with In Flight Mitigation IFM functionality Test Suite _ TestCase Post Certification Steps of the test Cancel Replace with IFM 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 step1 Purpose The purpose of this test is to verify that the client system can submit an order and then modify it several times quantity only with IFM Selected Contract EBPM3 EBPK3 EBPM3 EBPK3 703 Category IP Port Incremental Feed A IFA ID 1 23 Incremental Feed B IFB ID 1 25 Snapshot SPT ID 1 37 Instrument Replay IRP_ID_1 29 Note Press the Start Test button to start or restart a Test Please do not press the Start Test START TEST button again if you are currently running this test Description Description flag Status KI Over an iLink connection submit a Limit Day Order for the instrument with a quantity greater than 100 Not Tested 2 Receive and process an Execution Report Confirmation Acknowledgement message Not Tested EN Receive and process an Execution Report Fill Notice message Not Tested EN Submit an Order Cancel Replace Request for the instrument increasing the quantity Not Tested s Receive and process an Execution Report Modification Acknowledgement message Not Tested e Receive and process an Execution Report Fill Notice message Not Tested z Submit an Ord
57. f Options was selected in question 1 If this option is selected the Market Order test is mandatory e Stop Limit Order This option is not available grayed out if Options was selected in question 1 If this option is selected the Stop Limit Order test is mandatory e Stop Order This option is not available grayed out if Options was selected in question 1 If this option is selected the Stop Order test is mandatory For the question What order qualifiers will your system support multiple options may be selected e Day Order e Good Till Cancel GTC Order If this option is selected then steps 1 3 in the Manage Order Life Time test is mandatory e Good Till Date GTD Order If this option is selected then steps 4 6 in the Manage Order Life Time test is mandatory e Fill and Kill FAK Order If this option is selected then steps 7 16 in the Manage Order Life Time test is mandatory For the question Will your system support Cancel Replace with In Flight Mitigation IFM functionality if you answered Yes then the Cancel Replace with In Flight Mitigation test is mandatory For the question Will your system support Give Up Orders if you answered Yes then the Give Up Order test is mandatory For the question Will your system support Minimum Quantity functionality if you answered Yes then the Manage Minimum Quantity test is mandatory For the question Will your system support Maximum Qua
58. fter step 4 on the AutoCert screen the test will be failed and must be restarted User Manual 78 AutoCert Link Cross Message Tests Cross Message tests consist of the following e Request for Cross Message Equity e Request for Cross Message non Equity e Request for Cross Rejection Request for Cross Message Equity This test verifies that your system can submit a Request for Cross message for an Equity contract after waiting for the appropriate RFC window and processing Acknowledgments and Fills Note This test is mandatory if you answered Yes to the Interview question Will your system support Cross Order functionality for Equity contracts Note For Equity contracts there is an RFC window of 5 seconds between the RFQ and an RFC message If a client system sends the RFC message before the window is closed the test will be failed Note The CME Group configured Broker Match Guarantee BMG percentage will be set to 100 79 User Manual OA LP_CERT_CHECKOUT Automated Trading System 1 0 1 0 1 gt AAI200 UNASSIGN interview Test Suite Test Case Post Certification Steps of the test Request for Cross Message Equity AutoCert iLink Current Testing Configuration Tester test user 1 TestSume tra Pre Certification Interview O Complete Test Suite Status In Progress Hink Online Help This test coudd take up to several mines Please do not close the window during the test C
59. he Protection Price Limit e Stop Limit Order Stop Limit orders are activated when an order s trigger price is traded in the market The order is executed at all price levels between the trigger price and the limit price For buy orders the trigger price is lower than the best available price on the opposite side of the market 91 User Manual
60. he books Selected Contract 0411 1080 06AU1 PO920 40 97 RR 0808900073 167 Category ip Port incremental Feed A IFA ID 5 53 incremental Feed B IFB_1D_5 55 Snapshot SPT_ID_5 57 Instrument Replay IRP ID 5 59 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 pesen a Pa Over an Link connection submit a Quote Request message Pa Receive and process a Quote Request Acknowledgement message Pa Submit a Request for Cross message with a quantity greater than 10 on each side Pa Receive and process an Execution Report ConfirratiowAcknowledgement message for buy side s Receive and process an Execution Report Confirmation Acknowledgement message for sell side Ps Receive and process an Execution Report Fill Notice message 7 Receive and process an Execution Report Fill Notice message Key nat tested O complete perding faled gt To run a request for cross message non equity 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 Quote Request 35 R 9943 1 tradable message for the instrument over an iLink connection 4 Select Yes or No to indicate whether or not your system processed the Quote Acknowledgment 35
61. ines whether your system can manage the rare occurrence of a delayed Execution Report 59 User Manual AutoCert iLink Test Suite _ TestCase Post Certification Steps of the test Process Duplicate Order ID 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 step1 Purpose The purpose of this test is to verify that the client system can receive and process execution reports with non unique OrderlD and ExeclD same OrderiD and ExeciD for 2 different instruments and the rare instance of receiving a delayed Execution Report Selected Contract EBPM3 EBPK3 EBPM3 EBPK3 703 Category IP Port Incremental Feed A IFA ID 1 23 Incremental Feed B IFB ID 1 25 Snapshot SPT ID 1 37 Instrument Replay IRP ID 1 29 Note Press the Start Test button to start or restart a Test Please do not press the Start Test START TEST button again if you are currently running this test Description Status Over an iLink connection submit a Limit Day Order for instrument 1 Not Tested Submit a Limit Day Order for instrument 2 Not Tested Receive and process an Execution Report Confirmation Acknowledgement message for instrument 2 ss NotTested Receive and process an Execution Report Confirmation Acknowledgement message for instrument 1 s NotTested Key D not tested complete spending failed gt To run a duplicate or
62. ion If enhanced CME Globex resend logic is used the second resend request will be a duplicate of the first and will include tag 43 PossDupFlag and the client system should ignore the duplicate resend request If basic resend logic is used the client system should ignore the second resend request in order to avoid an infinite loop Gap Continuation on CME Globex The test will be marked as failed if this logic is not properly applied Test Suite TestCase Post Certification Steps of the test Respond to Resend Request 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 step1 Purpose The purpose of this test is to verify that the client system can respond to a Resend Request by either gap filling over business messages or resending orders Selected Contract EBPM3 EBPK3 EBPM3 EBPK3 703 Category IP Incremental Feed A IFA ID 1 23 Incremental Feed B IFB ID 1 25 Snapshot SPT ID 1 ar Instrument Replay IRP ID 1 29 Note Press the Start Test button to start or restart a Test Please do not press the Start Test START TEST button again if you are currently running this test Description Status Over an iLink connection submit a Limit Day Order for the instrument Not Tested Submit another Limit Day Order for the instrument Not Tested Receive and process a Resend Request message Not Tested Submit Sequence Reset Gap Fill me
63. losing windowistopping test requires to rerun the test from step Purpose The purpose of th s test is to verify thet your appiicabon can perform a recovery test for future instruments For example if a user does not receive all messages trom the system during a trading session R wil be necessary to perform a recovery test to update the books Selected Contract gesu1 C1540 0E5U1 P1540 U0 99 RR 0908976001 166 Category Incremental Feed A incremental Feed B Snapshot instrument Replay ip Port IFAID 5 53 IFB ID 5 55 SPTID 5 57 IRP JO 5 59 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 Quote Request message 2 Receive and process a Quote Request Acknowledgement message Receive and process an Execution Report Confirmation Acknowiedgement message for buy side 3 Submit a Request for Cross message with a quantity greater than 10 on each side 5 Receive and process an Execution Report ConfirmationAcknowledgement message for sell side 6 Receive and process an Execution Report Fill Notice message 7 Receive and process an Execution Report Fill Notice message 3 REFRESH gt To run a request for cross message equity test Key nat tested O complete perding taled 1 From the Contract drop down select the desired
64. n The following apply to each iLink test case The book is clear at the beginning of each test AutoCert selects dummy instruments based on the product type selected from the Select a Contract field drop down list After the instrument is selected the instrument is locked until the test is completed If you submit an incorrect response to any question in a test case you must repeat the test case from the beginning For partial or complete fills assume CME Group creates the appropriate orders in the book For all inbound messages tag 60 TransactTime must include milliseconds in the following format HH MM SS sss such as 10 00 29 714 AutoCert validates tag 167 SecurityType on inbound messages where it is required AutoCert requires that tag 1 Account be included in all Order Cancel Request Tag 35 MsgType F messages gt To run and navigate AutoCert MA PS IS 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 Complete the certification process from the Post Certification tab 7 User Manual What s New AutoCert iLink The list below illustrates the updates made to the AutoCert Link Help system Date 4 14 14 2 05 14 1 27 14 8 28 13 6 28 13 5 8 13 9 11 12 4 2 12 6 1 11 2 23 11 Author Topic JJ All Mass Order Status Tests Mass Orde
65. n Report Second Leg Fill message 5 LastPx Key not tested O complete pending O taled Spread Complete Order This test verifies that you can submit a Spread Day Limit order and receive and process Execution Reports for an Acknowledgment Fill Elimination and Bust for a spread instrument Note This test is required if you answered Yes to the Interview question Does your system support Spread instruments User Manual 22 AutoCert iLink Test Suite TestCase Post Certification Steps of the test NIEL IEA ONES This test couki take up to several minutes Please do not close the window during the test Closing window stopping test requires to rerun the test from step1 Purpose The purpose of this test is to verify that your application can submit a spread limit order and receive and process the Execution Reports Ack Fill Elimination Bust for a spread instrument Selected Contract EBPM3 EBPK3 EBPM3 EBPK3 703 Category IP Incremental Feed A IFA ID 1 23 Incremental Feed B IFB ID 1 25 Snapshot SPT ID 1 37 Instrument Replay IRP ID 1 29 Note Press the Start Test button to start or restart a Test Please do not press the Start Test START TEST button again if you are currently running this test Description Ag Status Over an iLink connection send a Limit Day Order message with a quantity greater than 1 for the selected Maid spread dummy instrument J ot Teste Receive and Process Execution Receive and
66. nd process a Quote Request and RFQ Market Data Message J Key D not tested O complete B pending foded gt To run a quote request options test 1 From the Contract drop down select the desired contract if the contract is not already locked 2 Clickthe START TEST button Note DO NOT select the START TEST button once the test process is in progress 3 Submit a Quote Request 35 R message for the instrument CME Group sends a Request for Quote RFQ message User Manual 36 AutoCert iLink 4 Select Yes or No to indicate whether or not your system processed the Quote Request Acknowledgment 35 b and the Quote Request 35 R market data message 37 User Manual AutoCert iLink Mass Order Status Tests Mass Order Status Tests include the following Order Status Request Order Mass Action Request for All Working Orders Order Mass Action Request for all Working Orders for an Instrument Group Order Mass Action Request for all Working Orders for an Instrument User Manual 38 AutoCert iLink Order Status Request This test verifies that you can submit an Order Status Request tag 35 MsgType H and receive an Order Status Request acknowledgment 35 8 150 1 when requesting the current state of individual orders interview Test Suite Test case Post Certineat Steps of the test iLink Order Status Request Tris test could take up fo Several minutes Please Co not close the window C
67. nt message correctly 11 Submit an Order Cancel Request for the order placed in step 7 on the AutoCert screen 12 Select Yes or No to indicate whether or not your system processed the Order Cancel Reject message correctly 13 Submit an Order Cancel Replace Request for the order placed in step 7 on the AutoCert screen 14 Select Yes or No to indicate whether or not your system processed the Order Cancel Reject message correctly 15 Submit a Heartbeat message Additional Tags The test verifies that you can receive and process messages containing tags that are not part of the iLink specifications but are part of the FIX specifications Test Suite _ TestCase Post Certification Steps of the test Process Additional Tags 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 step1 Purpose The purpose of this test is to verify that the client system can receive and process messages containing tags that are not part of iLink specs but part of FIX specs Selected Contract EBPM3 EBPK3 EBPM3 EBPK3 703 Category IP Incremental Feed A IFA_ID_1 23 Incremental Feed B IFB ID 1 25 Snapshot SPT ID 1 37 Instrument Replay IRP ID 1 29 Note Press the Start Test button to start or restart a Test Please do not press the Start Test START TEST button again if you are currently running this test Description f 1 Over
68. ntity Display functionality if you answered Yes then the Maximum Quantity Display and Maximum Quantity Display with Cancel Replace tests are mandatory For the question Will your system support Route Through functionality if you answered Yes then the Manage Route Through test is mandatory For the question Will your system support Quote Request functionality if you answered Yes then the Quote Request test is mandatory Answer the question How will your system respond to Resend Requests for order messages For the question Will your system support Cross Order functionality for Equity contracts if you answered Yes then a Request for Cross Message Equity test is mandatory For the question Will your system support Cross Order functionality for contracts belonging to a product complex other than Equity if you answered Yes then a Request for Cross Message non Equity test is mandatory For the question Will your system support Cross Order Cancel functionality if you answered Yes then a Cross Message testis mandatory For the question Will your system support Cross Order Reject dual execution report rejects functionality if you answered Yes then a Request for Cross Rejection test is mandatory For the question Will your system support Fault Tolerance if you answered Yes then a Fault Tolerance test is mandatory For the question How will your system send orders multiple options
69. ocess the Quote Acknowledgment and RFQ Market Data messages Note This test is mandatory if you selected Options in response to the Interview question What types of Instruments will your system support Current Testing Configuration Company lame OA Tester test useri System Profile LP_CERT_CHECKOUT Automated Trading System 10101 TestSuite tra Test Suite Status SenderComp AM200 METETE Pre Certification interview O Complete Test Suite Status In Progress ilink Online Help merion Test sue MN Steps of the test Options Quote Request Test 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 verity that your application can perform a recovery test for future instrumerts For example if a user does not receive all messages from the system during a trading session wil be necessary to perform a recovery test to update the books Selected Contract gga C1080 05AL1 P0320 UD 97 RR 0808900073 167 Category P incremental Feed A IFA ID 5 Incremental Feed B IFB ID 5 Snapshot SPT_ID_5 Instrument Replay IRP_ID_5 Note Press the Start Test button to start or restart a Test Please do not press the Start Test button again ff you are currently running this test beser a 1 Over an Link connection submit a Quote Request for the instrument J 2 Receive a
70. op 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 Limit Day order for the instrument 4 Select Yes or No to indicate whether or not your system processed the Execution Report Confirmation Acknowledgment message correctly 5 Submit an Order Cancel Replace Request with an adjusted quantity for the instrument 6 Select Yes or No to indicate whether or not your system processed the Execution Report Modification Acknowledgment message correctly 7 Submit an Order Cancel Replace Request with an adjusted price for the instrument 8 Select Yes or No to indicate whether or not your system processed the Execution Report Modification Acknowledgment message correctly User Manual 26 AutoCert iLink 9 Submit an Order Cancel Replace Request with an adjusted quantity and price for the instrument 10 Select Yes or No to indicate whether or not your system processed the Execution Report Modification Acknowledgment message correctly 11 Select Yes or No to indicate whether or not your system processed the Execution Report Fill Notice message correctly Cancel Replace with IFM This test verifies that you can submit an order and then modify only the quantity several times with IFM Note This testis mandatory if you selected Yes in response to the Intervi
71. ort Fill Notice message correctly 9 Submit an Order Cancel Replace Request decreasing the tag 210 MaxShow value 10 Select Yes or No to indicate whether or not your system processed the Execution Report Modification Acknowledgment message correctly 11 Select Yes or No to indicate whether or not your system processed the Execution Report Fill Notice message correctly Manage Route Through Route through functionality allows firms to submit orders for clients as well as other clearing members for whom the firm is authorized to do business This is done by changing the Firm within tag 49 SenderCompID to one that is assigned by another firm This test verifies that you can manage orders which includes alternate submission of orders cancel replace and cancels from different FirmIDs for the same session ID Note This test is mandatory if you selected Yes in response to the question Does your system support Route Through functionality in the Interview Test Suite Test Case Post Certification Steps of the test ELEGANCIA CT 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 step1 Purpose The purpose of this test is to verify that the client system can manage orders using multiple Firm IDs for the same session ID alternate submission of order cancel replace and cancels from different FirmiDs Selected Contract
72. oss 35 s 549 3 message with a quantity greater than 10 on each side over an iLink connection 4 Select Yes or No to indicate whether or not your system received and processed the Execution Report Reject 35 j messages for the buy and sell sides correctly User Manual 84 AutoCert ilink Establish Terminate Fault Tolerance Connections This test verifies that your system can establish and terminate primary and backup Fault Tolerant connections properly as well as establish a backup connection after your primary connection fails Note This test is mandatory if you answered Yes to the question Will your system support Fault Tolerance in the Interview Note See the Client Systems Wiki for more information on Fault Tolerance and the Failover process Note Fault Tolerance Indicator FTI refers to the rightmost character of Tag 49 SenderCompID This character indicates the role of the client connection within the fault tolerant group A 85 User Manual Steps of the test Establish Terminate Fault Tolerance Connections Tha test Could tate up to several mrutes Pease do not close Me window durng the test Cicsing wndowistopong test requres to rerun the test from step Purpose The purpose of this test is to verity Mat the cient system can establish and terminate primary and backup Faut Tolerant connectons properly as wel as establish ther backup connection after ther primary connection tais Selected Contra
73. p connecton Receive and process a Logout Confirmation message over the backup connection Key Y na tested O complete Y pending O tated gt To run an establish terminate fault tolerance connections test 1 2 From the Contract drop down select the desired contract if the contract is not already locked Click the START TEST button Port 23 25 37 2 e e e jelele jeje jejejejejeje e 7 i 3 Not Tested Not Tested Note DO NOT select the START TEST button once the test process is in progress Submit a Logon 35 A FTI U message on Connection A AutoCert iLink Select Yes or No to indicate whether or not your system processed the Execution Report Logon Confirmation 35 A FTI P message on Connection A correctly User Manual 86 AutoCert iLink 5 10 11 12 13 14 15 16 17 18 19 Select Yes or No to indicate whether or not your system processed the Test Request 35 1 FTI P message on Connection A Submit a Heartbeat 35 0 FTI P message on Connection A Submit a Logon FTI U message on Connection B Select Yes or No to indicate whether or not your system processed the Logon Confirmation FTI B message on Connection B correctly Select Yes or No to indicate whether or not your system processed the Test Request FTI B message on Connection B Submit a Heartbeat FTI B message on Connection B Note If the Heartbeat mes
74. port Confirmation Acknowledgement message PI Not Tested Las Receive and process an Execution Report Fill Notice message le Not Tested 16 Receive and process an Execution Report Trade Cancellation message gO Not Tested Key D not tested complete D pending 4 failed REFRESH gt To run a GTC test Note To test the GTC qualifier steps 1 3 are mandatory 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 Limit GTC order for the instrument with a quantity greater than 1 47 User Manual AutoCert iLink 4 Select Yes or No to indicate whether or not your system processed the following messages e Execution Report Confirmation Acknowledgment e Execution Report Fill Notice 39 1 Partial Fill Good Till Date GTD This test is required if you selected Good Till Date GTD in response to the Interview question What order qualifiers will your system support Steps of the test ELECT Bele CA Barr 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 step1 Purpose The purpose of this test is to verify that the client system can submit orders and process corresponding responses for each eligible TimelnForce GTC GTD and FAK S
75. quest This test verifies that your system can process a bi directional resend request User Manual 72 AutoCert iLink Test suite MN 005565000 Steps of the test Bi Directional Resend Request Scenario Resend Orders 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 step1 Purpose The purpose of this test is to verify that the client system can process bi directional Resend Requests by resending orders Selected Contract EBPM3 EBPK3 EBPM3 EBPK3 703 Category IP Incremental Feed A IFA ID 1 23 Incremental Feed B IFB ID 1 25 Snapshot SPT ID 1 37 Instrument Replay IRP ID 1 29 Note Press the Start Test button to start or restart a Test Please do not press the Start Test START TEST button again if you are currently running this test Description Status Over an iLink connection submit 3 separate Limit Day Orders of the same side for the instrument Not Tested Receive and process an Execution Report Confirmation Acknowledgement Not Tested Receive and process a Resend Request message Not Tested Resend the Limit Day Orders Not Tested Receive and process an Execution Report Confirmation Acknowledgement messages and detect sequence gap Not Tested Submit a Resend Request message Not Tested Receive and process an Execution Report Confirmation Acknowledgement messages Not Tested Submit a
76. r No to indicate whether or not your system processed the Execution Report Acknowledgment message Submit an Order Mass Action Request 35 CA message by instrument from steps 1 and 3 Enter the values from the following tags to confirm that your system received and processed the Order Mass Action Report Accepted 35 BZ message 33 User Manual 11 12 AutoCert iLink e tag 1374 MassActionScope e tag 1375 MassActionResponse Receive and Process Order Mass Action Report 35 BZ Accepted message MassActionScope 8 l D Pending MassActionResponse Submit Submit an Order Cancel Replace Request for the order submitted in step 5 Select Yes or No to indicate whether or not your system processed the Execution Report Modification Acknowledgment message User Manual 34 AutoCert iLink Quote Tests Quote tests include the following e Quote Request Futures e Quote Request Options Quote Request Futures This test verifies that you can submit a Quote Request for futures and receive and process the Quote Acknowledgment and RFQ Market Data message Note This test is mandatory if you selected Futures in response to the Interview question What types of Instruments will your system support Steps of the test Futures Quote Request Test 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 s
77. r ATS System e Manual Order Indicator for Semi Automated System Manual Order Indicator for Manual System This test verifies that a client system can submit an order with the Manual Order Indicator tag set to Y Note This test is mandatory if you selected Manual for the question How will your system send orders in the Interview 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 from step1 Purpose The purpose of this test case is to verify how customer is using Manual Order Indicator tag Selected Contract EBPM3 EBPK3 EBPM3 EBPK3 703 Category IP Incremental Feed A IFA ID 1 23 Incremental Feed B IFB ID 1 25 Snapshot SPT ID 1 37 Instrument Replay IRP ID 1 29 Note Press the Start Test button to start or restart a Test Please do not press the Start Test START TEST button again if you are currently running this test Description Flag Status 1 Over an ILink connection submit a Limit New Order with the proper Manual Order Indicator tag s NotTested Receive and Process Execution Report Confirmation Acknowledgement message correctly s NotTested Key D not tested complete D pending failed REFRESH gt To run a manual order indicator for manual system certification test 1 From the Contract drop down select the desired contract if th
78. r Status Tests All Mass Order Cancel Tests Beginning of Week Logon Logon Process Mid Week Getting Started Minimum Quantity Description Updated links and edited to meet Help standards Update section Added entire section Condensed all chapters Added new topics Added new topics Enhanced Getting Started section Updated Minimum Quantity test steps Miscellaneous updates Initial release User Manual 8 AutoCert iLink The 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 gt To complete the interview process Answer each question and click the Complete button when finished 1 For the first question What types of Instruments will your system support note the following e If you select both Futures and Options then future dummy contracts are used for all test cases futures override options e If you select Futures or both Futures and Options all order types are available for a selection e If you select only Options then only Market Limit is available for the order type 9 User Manual AutoCert iLink Current Testing Configuration Company Mame OA Tester System Profile LP_CERT_CHECKOUT Automated Trading System 101 0 1 gt TestSuite wk al Test Suite Status Pre Certification Interview O Complete Test Suite Status In Progress Hink
79. reater than 1 8 Select Yes or No to indicate whether or not your system processed the following messages e Execution Report Confirmation Acknowledgment e Execution Report Fill Notice 39 1 Partial Fill e Execution Report Trade Cancellation for the quantity that was not filled Manage Minimum Quantity This test verifies that you can submit an order with a Minimum Quantity in various Fill and Kill FAK order scenarios Note This test is mandatory if you selected Yes in response to the question Does your system support Minimum Quantity functionality and Fill and Kill for the question What order qualifiers will your system support in the Interview Note This test is optional if you selected No in response to the question Does your system support Minimum Quantity functionality or if you DID NOT select Fill and Kill for the question What order qualifiers will your system support in the Interview 51 User Manual co Steps of the test Manage Minimum Quantity This test could take up to several minutes Please do not close he window during the test Closing windowistopping test requires to rerun the test from stepi Purpose The purpose of this test is to verify hat the cient system can submit an order wih Minimum Quantty used in a different scenaros Selected Contract OESM20ESUZ 0ESM2 0ESU2 165 Unlock Category IP incremental Feed A IFANO 5 incremental Feed B FB O 5 Snapshot SPT_IO_S
80. reater than 1 ot Tested w Receive and process an Execution Repor Confirmation Acknowledgement message Not Tested ub Receive and process an Execution Report Fill Notice message Not Tested un O EH O Ka al re El g EI E EN a Ea Receive and process an Execution Report Trade Cancellation message Not Tested pr m 2 2 Ha a 2 T 2 e o o 3 a 2 o o T o a 2 2 e 2 T 2 Key gt REFRESH gt Toruna GTDtest User Manual 48 AutoCert iLink Note To test Order Life Time GTC steps 4 6 are mandatory 1 From the Contract drop down select the desired contract if the contract is not already locked 2 Clickthe START TEST button Note DO NOT select the START TEST button once the test process is in progress 3 Submit a Limit GTD order with a quantity greater than 1 4 Select Yes or No to indicate whether or not your system processed the following messages e Execution Report Acknowledgment e Execution Report Fill Notice 39 2 Complete Fill message correctly Fill and Kill FAK This test is required if you selected Fill and Kill FAK in response to the question What order qualifiers will your system support in the Interview 49 User Manual AutoCert iLink Steps of the test ELE DA GG This test could take up to several minutes Please do not close the window during the test Closing window stopping test requires to
81. ription Flag Status a Over a iLink connection send a Limit Day Order message for the selected spread dummy instrument Not Tested 2 Receive and Process Execution Report Acknowledgement message le Not Tested a Receive and Process Execution Report Fill message g Not Tested EN Receive and Process Execution Report First Leg Fill message Not Tested g Receive and Process Execution Report Second Leg Fill message Not Tested Key D not tested complete D pending Y failed REFRESH gt Torun a spread vanilla order 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 Spread Limit Day order for the instrument 21 User Manual AutoCert iLink 4 Select Yes or No to indicate whether or not your system processed the Execution Report Acknowledgment message correctly 5 Enter the following information from the Execution Report Fill message that your system received e Tag 39 OrdStatus e Tag 31 LastPx e Tag 38 OrderQty Receive and Process Execution Report Fill message OrdStatus 3 LastPx 3 OrderQty gumaan Receive and Process Execution Report First Leg Fill message 4 LastPx o 7 Enter the value in Tag 31 LastPx from the Execution Report Fill message for the second leg Receive and Process Executio
82. rom the Execution Report message for the first leg Receive and Process Execution Report First Leg Fill message 4 LastPx Enter tag 31 LastPx from the Execution Report message for the second leg Receive and Process Execution Report Second Leg Fill message 5 LastPx 3 Select Yes or No to indicate whether or not your system processed the Execution Report Trade Cancellation message correctly Submit a Spread Limit Day Order with any quantity for the instrument Select Yes or No to indicate whether or not your system processed the Execution Report Order Elimination message correctly User Manual 24 AutoCert iLink Cancel Tests Cancel tests include the following e Multiple Cancel Replace e Cancel Replace with IFM e Mass Order Cancel Tests e Mass Action Request by Market Segment ID e Mass Action Request by Instrument Group e Mass Action Request by Instrument Multiple Cancel Replace This test verifies that you can submit an order and then modify it several times price quantity with and without changing its priority in the book 25 User Manual AutoCert iLink Test Suite Test Case Post Certification Steps of the test Multiple Cancel Replace 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 step1 Purpose The purpose of this test is to verify that the client system
83. rument Replay IRP ID 1 29 Note Press the Start Test button to start or restart a Test Please do not press the Start Test START TEST button again if you are currently running this test Description Flag Status Pa Over an iLink connection submit Market Day Order message with a quantity greater than 10 g Complete Pa Receive and Process Execution Report Acknowledgement message g Complete B Receive and Process Execution Report Fill message g Complete EN Submit a Cancel message for the remaining quantity left on the original order submitted g Complete s Receive and process Execution Repor Order Cancellation message je Complete J not tested complete D pending failed REFRESH gt To run a market order test User Manual 16 AutoCert iLink 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 Market Day order with a quantity greater than 10 for the instrument 4 Select Yes or No to indicate whether or not your system processed the Execution Report Acknowledgment message correctly 5 Select Yes or No to indicate whether or not your system processed the Execution Report Fill message correctly 6 Cancel the remaining quantity left on the original order 7 Select Yes or No to indicate whether or not your system processed the Exec
84. s of More than 2500 Messages 0 1 aaa 77 Cross Message Tests o cece ec cece cece cece ence cece ence eeeceeeeceeeeseeesseeseeeeseeees 79 Request for Cross Message Equity O aaa nna 79 Request for Cross Message non Equity a 81 Request for Cross Rejection 2 0 20 0 ccc cnn cnn nn nn AA DLLD DEARA LLD PPRA a aL o nnn 83 Establish Terminate Fault Tolerance Connections ccoo co coco cono ncncccccocononos 85 Manual Order Indicator Tests 220 coe cece cece ccc ec cece ccc cece ceececcececeececcececsececseceeeeee 88 Manual Order Indicator for Manual System 20 2 00 20 ccc cece ence ccc cceccecceceecteceeseeseesseeeseess 88 Manual Order Indicator for ATS System aa 89 Manual Order Indicator for Semi Automated System 2 22 22 0 ccc c cence a 90 APRENDE A a a AA pa MB paa bA nb BALAG dl a Eo EAA ETE 91 Definitions eesse ae aE tie Ri OK AANO 91 4 User Manual AutoCert iLink Please submit user experience feedback about this help system 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 certificatio
85. s test is mandatory if you selected Stop Order in response to the Interview question Which order type does your system support User Manual 18 AutoCert iLink Test Suite Testcase Post Certification Steps of the test Stop Order Test 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 stepi Purpose The purpose of this test is to verify the cient system can submit and cancel a stop order and receive and process the Acknowledgement and Fil messages for an outright instrument Selected Contract EBPW3 EBPK3 EBPMI EBPK3 703 Unlock Category IP Port Incremental Feed A IFAID 1 23 incremental Feed B IFBJD 1 25 Snapshot SPT ID 1 37 Instrument Replay IRP ID 1 29 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 Stop Order message with a quantity greater than 10 Not Tested Receive and Process Execution Report Acknowledgement message Not Tested Receive a second Execution Report Acknowledgement message when the stop price is triggered Not Tested Receive and Process Execution Report Fill message Not Tested Submit a Cancel message for the remaining quantity left on the original order submitted Not Tested Receive and process Execution Report Order Cancellation message Sd NotTested
86. sage contains any value other than B for the FTI a Session Level Reject 35 3 message will be generated and the test will be failed Submit a Limit Day Order message 35 D FTI P with a quantity greater than 10 on Connection A Select Yes or No to indicate whether or not your system processed the Execution Report Confirmation Acknowledgment message on Connection A CME Group sends a Heartbeat message FTI P on Connection B Determine if your system processed the Heartbeat 35 0 FTI P message on connection B Select Yes or No to indicate whether or not your system processed the Execution Report Fill Notice FTI P message on Connection B correctly Submit a Limit Day Order FTI P message for the instrument with a quantity greater than 10 on Connection B Select Yes or No to indicate whether or not your system processed the Execution Report Confirmation Acknowledgment FTI P message on Connection B correctly Select Yes or No to indicate whether or not your system processed the Execution Report Fill Notice FTI P messages on Connection B correctly Submit a Logout message on Connection B Select Yes or No to indicate whether or not your system processed the Logout Confirmation message correctly 87 User Manual AutoCert iLink Manual Order Indicator Tests Manual Order Indicator tests consist of the following e Manual Order Indicator for Manual System e Manual Order Indicator fo
87. ssActionScope 8 Pendin MassActionResponse o Submit an Order Cancel Replace Request for the order submitted in step 5 Select Yes or No to indicate whether or not your system processed the Execution Report Modification Acknowledgment message Mass Action Request by Instrument This test verifies that you can submit an Order Mass Action Request tag 35 MsgType CA message to cancel working orders by instrument User Manual 32 AutoCert iLink Steps of the test Link Order Mass Action Request by Instrument This test could take up to several minutes Please Go 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 customer application can submit Order Mass Action Request 35 CA to cancel working orders by Instrument Selected Contract 2847328413 264Z3 28443 703 Unlock Category IP Port Incremental Feed A IFA_ID_1 23 Incremental Feed B IFB_ID_1 25 Snapshot SPT_ID_1 37 Instrument Replay IRP_ID_1 29 Note Press the Start Test button to start or restart a Test Please do not press the Start Test START TEST button again if you are currently running this test Description Flag Status 1 Over a iLink connection send a Limit Day Order message for one of the selected dummy instrument ss NotTested 2 Receive and Process Execution Report Acknowledgement message s NotTested 3 Submit a second Limit Day Orders for instrum
88. ssage or resend Limit Day Orders Not Tested Submit a Heartbeat message Not Tested Receive and process a Heartbeat message Not Tested Submit a Heartbeat message s NotTested Key D not tested complete D pending Y failed REFRESH gt To run a respond to resend request 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 71 User Manual AutoCert iLink 3 Submit a Limit order for the instrument 4 Submit another Limit Day order for the instrument 5 Receive and process a Resend Request message Note If the client system uses enhanced resend logic tag 369 LastMsgSeqNumProcessed for both orders the second request will be a duplicate of the first and will include tag 43 PossDupFlag 6 Submit a Sequence Reset Gap Fill message or Resend both orders to respond to the resend requests The Gap Fill message requires tag 123 GapFillFlag and refer tag 122 OrigSendingTime to the resend request Note In order to resend an order include tag 43 PossDupFlag and refer tag 122 OrigSendingTime to the previous order 7 Submit a Heartbeat message 8 Receive and process a Heartbeat message 9 Submit a Heartbeat message Note If a Resend Request is sent the test will be failed and must be restarted Bi Directional Resend Re
89. st Case Post Certification Steps of the test Request for Cross Rejection 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 step1 Purpose The purpose of this test is to verity that your application can perform a recovery test for future instrumerts For example if a user does not receive all messages from the system during a trading session wil be necessary to perform a recovery test to update the books Selected Contract ogau1 01080 05A1J1 P0920 UD 97 RR 0808900073 167 Category La Port Incremental Feed A FA ID 5 53 Incremental Feed B IFB_ID_5 55 Snapshot SPT_ID_5 57 Instrument Replay IRP_ID_5 59 Note Press the Start Test button to start or restart a Test Please do not press the Start Test button again ff you are currently running this test Description Status 1 Over an iLink connection submit a Request for Cross message with a quantity greater than 10 on each side 3 2 Receive and process an Execution Report Reject messages buy and sell 3 Key D not tested complete pending 1oded REFRESH 83 User Manual AutoCert iLink gt Torun a request for cross rejection 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 Request for Cr
90. sted KI Receive and process an Execution Report Fill Notice message Not Tested 7 Submit an Order Cancel Replace Request decreasing the MaxShow amount Qo Not Tested ES Receive and process an Execution Report Modification Acknowledgement message Not Tested EN Receive and process an Execution Report Fill Notice message Not Tested J not tested complete D pending Y failed REFRESH gt To run a maximum quantity display with cancel replace 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 Limit Day order with a quantity greater than four with a maximum quantity greater than two for the instrument 4 Select Yes or No to indicate whether or not your system processed the Execution Report Confirmation Acknowledgment message correctly 5 Select Yes or No to indicate whether or not your system processed the Execution Report Fill Notice message correctly 6 Submit an Order Cancel Replace Request increasing both the quantity and tag 210 MaxShow value for the instrument 7 Select Yes or No to indicate whether or not your system processed the Execution Report Modification Acknowledgment message correctly User Manual 54 AutoCert iLink 8 Select Yes or No to indicate whether or not your system processed the Execution Rep
91. t 35 H message for the first Limit Day Order Click the REFRESH button After receiving the Order Status Request Acknowledgment 35 8 and 150 1 process it User Manual 40 AutoCert iLink Order Mass Action Request for All Working Orders This test verifies that you can submit an Order Status Request tag 35 MsgType AF and receive an Order Status Request Acknowledgment 35 8 150 1 to obtain a status for all working orders O Steps of the test iLink Order Mass Action Request for all working orders This test could take up to several minutes Please do not close Me window during the test Closing windowstopping test requires to rerun the test from step Purpose The Purpose of this test is to verify Mal customer application can submit Order Mass Status Request 35 AF and receive Order Status Request Acknowledgement 35 3 18021 when obtaining status for all working order Please assign a SenderComplD and make sure a valid Contract is selected to start certifying a test Description Flag Status 1 Over a Link connection send a Limit Day Order message using one of the selected dummy instruments Not Tested 2 Receive and Process an Execution Report Acknowledgement message Not Tested 3 Submit a second Limit Day Order for an instrament different than step 1 Not Tested Receive and Process an Execution Report Acknowledgement message Not Tested Send an Order Mass Status Request 35 AF message for all working orders Not Tes
92. t if the contract is not already locked 2 Clickthe START TEST button User Manual 76 AutoCert iLink Note DO NOT selectthe START TEST button once the test process is in progress 3 Submit a Limit Day order with an order quantity of five for the instrument 4 Select Yes or No to indicate whether or not your system received and processed an Execution Report Order Confirmation 35 8 message 5 Select Yes or No to indicate whether or not your system received and processed four Execution Report Partial Fill 35 8 messages and detected the sequence gap 6 Submit a Resend Request 35 2 message 7 Select Yes or No to indicate whether or not your system received and processed 3 Execution Report Partial Fill messages 35 8 messages and detected a sequence gap 8 Submit a Resend Request 35 2 message 9 Receive and process 3 Execution Report Partial Fill 35 8 messages 10 Submit a Heartbeat message 11 Receive and process a Heartbeat message 12 Submit a Heartbeat message Note If a Resend Request is sent after step 7 on the AutoCert screen the test will be failed and must be restarted Process Message Gaps of More than 2500 Messages This test verifies that your system does not enter an infinite resend loop when facing an inbound sequence number gap greater than the maximum of 2500 messages Test Suite Testcase Post Certification Steps of the test Processing Message Gaps of More th
93. t message correctly 5 Submit a New Order 35 D message for an automated order with tag 1028 ManualOrderlndicator over an Link connection 6 Select Yes or No to indicate whether or not your system received and processed the Execution Report Confirmation Acknowledgment message correctly User Manual 90 AutoCert iLink Appendix The appendix contains the following sections e Definitions Definitions e Fill and Kill FAK Order FAK orders are immediately executed against resting orders Any quantity that remains unfilled is cancelled e Fill or Kill FOK Order FOK orders are cancelled if not immediately filled for the total quantity at the specified price or better e Give Up An order to be given to another member firm in the clearing system an allocation An order executed by clearing firm A and given to clearing firm B where it will be cleared and processed Give up order indicator is GU populated in the F Ex field e Good Till Cancel GTC Order GTC orders remain open until they are completely executed or cancelled e Good till Date GTD Order GTD orders expire either at a specified date or when the security expires e In Flight Mitigation IFM Customers who use the IFM Cancel Replace functionality are able to mitigate in flight fills and prevent overfilling e Limit Order Limit orders allow customers to define the maximum price for buying a security or the minimum price for selling a securit
94. tatus 1 Over an ILink connection submit a Limit New Order with the proper Manual Order Indicator tag J Not Tested REFRESH Receive and Process Execution Report Confirmation Acknowledgement message correctly e Not Tested Key o not tested complete y pending Y failed gt To run the manual order indicator for ATS system certification 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 New Order 35 D message with tag 1028 ManualOrderIndicator over an iLink connection 4 Select Yes or No to indicate whether or not your system received and processed the Execution Report Confirmation Acknowledgment message correctly 89 User Manual AutoCert iLink Manual Order Indicator for Semi Automated System This test verifies that a client system can submit both a manual order and an ATS order Note This test is mandatory if you selected Semi Automated for the Interview question How will your system send orders Test Suite TestCase Post Certification 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 step1 Purpose The purpose of this
95. te a sequence number gap that could interfere with the logon process for your next test User Manual 66 AutoCert iLink Steps of the test Verify Test Request Procedure Methodology This test could take up to several mirades Please do not close the window during the test Closing window stopping test requires to rerun the test trom stepi Purpose The purpose of this test is to verify that your appicabon can perform a recovery test for future instruments For example if a user does not receive all messages trom the system during a trading session wil be necessary to perform a recovery test to update the books 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 Pr Stat 1 Over an Link connection submit a Heartbeat message e 2 Submit a Test Request message 0 Submit a Logout message 3 AWartning This test has created a sequence number gap that could interfere with the logon process of your xt test D nat tested O complete B perxing Otaled In Session Sequence Reset This test verifies that your system is capable of initiating a sequence number reset during an existing FIX session Your system must submit a Test Request message before resetting the sequence numbers in order to verify that it is synchronized with CME Group Inbound and outbound sequence numbers have not been reset Note This test is optional for all c
96. ted Recene and Process an Order Status Request Acknowledgement 35 8 amp 150 1 message Not Tested Receive and Process an Order Status Request Acknowledgement 35 8 amp 150 1 message s Not Tested Key not tested O complete pending O taled gt To run an iLink Order Mass Action Request for all working orders 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 Submit a Limit Day order message for the selected instrument 4 Select Yes or No to indicate whether or not your system processed the Execution Report Acknowledgment message 5 Submit a Limit Day order for a different instrument from step 1 6 Select Yes or No to indicate whether or not your system processed the Execution Report Acknowledgment message Suomt an Orcer Mass Action Request 35 AF message for alll working orders for an Instrument Receive and Process an Order Status Request Acimowiecgemert 35 5 amp 150 1 message 41 User Manual AutoCert Link 7 Submit an Order Mass Action Request for all working orders 35 AF 8 Enter the values from the following tags to confirm that your system received and processed the Exec Rep 35 8 150 message e Tag 39 OrdStatus e Tag 912 LastRptRequested e Tag 584 MassStatusReqID User Manual 42
97. tep1 Purpose The purpose of this test is to verify that the client system can submit a Quote Request and receive and process the Quote Acknowledgement and RFQ Market Data message Selected Contract EBPM3 EBPK3 EBPM3 EBPK3 703 Category IP Port Incremental Feed A IFA ID 1 23 Incremental Feed B IFB ID 1 25 Snapshot SPT ID 1 37 Instrument Replay IRP ID 1 29 Note Press the Start Test button to start or restart a Test Please do not press the Start Test START TEST button again if you are currently running this test Description ee Flag Status Over an iLink connection submit a Quote Request for the instrument Not Tested 2 Receive and process a Quote Request and RFQ Market Data Message Not Tested D not tested complete D pending failed REFRESH gt To run a quote request futures 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 Quote Request 35 R message for the instrument CME Group sends a Request for Quote RFQ message 4 Select Yes or No to indicate whether or not your system processed the Quote Request Acknowledgment 35 b and the Quote Request 35 R market data message 35 User Manual AutoCert iLink Quote Request Options This test verifies that you can submit a Quote Request for options and receive and pr
98. the beginning of the week logon and maintain the correct inbound and outbound sequencing numbers This test also verifies that e The client system clock is synchronized with the CME Group clock e The client system can receive and process a delayed Logon Confirmation message Note This test is mandatory for all customers User Manual 62 AutoCert iLink Test Suite TestCase Post Certification Steps of the test Logon Process 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 step1 Purpose The purpose of this test is to verify that the client system can connect to the CME system after beginning of the week logon and maintain the correct inbound and outbound sequencing numbers Note Press the Start Test button to start or restart a Test Please do not press the Start Test START TEST button again if you are currently running this test Description Pr Status Over an iLink connection submit a Logon message e Complete 2 Receive and process a Logon Confirmation message KI Complete a Receive and process a Test Request message KI Complete EN Submit a Heartbeat message g Complete s Submit a Logout message KI Complete e Receive and process a Logout Confirmation message KI Complete EG Submit a Logon message KI Complete a Receive and process a Logon Confirmation message g Complete a Receive and process a Test Request messag
99. 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 Limit Day order for the instrument 4 Select Yes or No to indicate whether or not your system processed the Execution Report Acknowledgment message 5 Submit a Limit Day order for a different instrument from ACP step 1 39 User Manual 10 11 12 13 AutoCert iLink Select Yes or No to indicate whether or not your system processed the Execution Report Acknowledgment message Submit an Order Request Acknowledgment 35 8 and 150 1 Status Request 35 H message for the first Limit Day Order Click the REFRESH button Receive ang Process an Execution Report Ackmowleogement message Suomk an Order Status Request 3 H message for he order suomimed at step 1 Recele anc Process an Order Status Request Acknowleogement 35 8 5 150 1 message Sumik an Order Statue Request 35 H message for he order sunmines at step 3 Recene anc Process an Order Status Request Acknowleogemert 3525 amp 150 1 message Enter the values from the following tags to confirm that your system received and processed the Order Status Request Acknowledgment Report Accepted 35 BZ 35 7 150 I message e Tag 39 OrdStatus Click the SUBMIT button Submit an Order Mass Action Request 35 H message by Market Segment ID Status Reques
100. tract if the contract is not already locked 2 Clickthe START TEST button Note DO NOT select the START TEST button once the test process is in progress Submit a Heartbeat 35 0 message Receive and process a Heartbeat 35 0 message There should be a gap in sequence numbers Submit a Resend Request message 35 2 Receive and process a Sequence Reset Gap Fill message Submit a Heartbeat 35 0 message Receive and process a Heartbeat 35 0 message tO 2 AD PL O Submit a Heartbeat 35 0 message Note If a Resend Request is sent after step 4 on the AutoCert screen the test will be failed and must be restarted Respond to Resend Request This test verifies that your system can respond to a Resend Request by either gap filling over business messages or resending orders For resend requests on CME Globex two types of resend logic are currently supported User Manual 70 AutoCert iLink e Basic FIX Resend Logic standard FIX protocol resend request logic which is NOT RECOMMENDED e Enhanced CME Globex Resend Logic additional resend logic beyond that defined in the FIX protocol to facilitate rapid recovery in high transaction per second TPS scenarios which is HIGHLY RECOMMENDED For more details on resend logic refer to the Session Layer Resend Request topic of the Client Systems Wiki In this scenario the client system receives two resend requests one for each order sent simulating a gap continuat
101. ubmit a second Limit Day Order using the same instrument used at step 1 increasing the price Not Tested Recewe and Process an Execution Report Acknowledgement message Not Tested Submit an Order Mass Status Request 35 AF message for all woriong orders for an instrument Not Tested Recewe and Process an Order Status Request Acknowledgement 35 8 amp 150 1 message Not Tested Recewe and Process an Order Status Request Acknowledgement 35 8 amp 150 1 message J Not Tested Key Grettested O complete Y pending teted gt To run an iLink Order Mass Action Request for all Working Orders for an Instrument 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 44 AutoCert iLink Note DO NOT selectthe START TEST button once the test process is in progress 3 Submit a Limit Day order message for the selected instrument 4 Select Yes or No to indicate whether or not your system processed the Execution Report Acknowledgment message 5 Submit a second Limit Day order for the same instrument from step 1 on the AutoCert screen 6 Select Yes or No to indicate whether or not your system processed the Execution Report Acknowledgment message 7 Submit an Order Mass Action Request 35 CA message for all working orders for an instrument Suomk an Order Mass Action Request 35 AF message for all working orders for an Instrument
102. ultiple partial fills greater and smaller than MaxShow with and without cancel replace 53 User Manual AutoCert iLink Steps of the test Manage Maximum Quantity Display with Cancel Replace 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 step1 Purpose The purpose of this test is to verify that the client system can submit an order with Maximum Quantity Display MaxShow used in different scenarios multiple partial fills greater and smaller than MaxShow with and without cancel replace Selected Contract EBPM3 EBPK3 EBPM3 EBPK3 703 Category IP Port Incremental Feed A IFA ID 1 23 Incremental Feed B IFB ID 1 25 Snapshot SPT ID 1 37 Instrument Replay IRP ID 1 29 Note Press the Start Test button to start or restart a Test Please do not press the Start Test START TEST button again if you are currently running this test Dsn cc al o Submit a Limit Day Order for the instrument with a quantity greater than 4 with a maximum quantity greater than 2 Not Tested Receive and process an Execution Repor Confirmation Acknowledgement message gt Not Tested ES Receive and process an Execution Report Fill Notice message le Not Tested KI Submit an Order Cancel Replace Request increasing the quantity and the MaxShow amount Not Tested ls Receive and process an Execution Report Modification Acknowledgement message Not Te
103. uring te test Closing Wincow stopping test requires to rerun the test from step Purpose The Purpose of this test Is 10 vert mat customer application can suomR EUOMIR Orcer Status Request Se anc recene Orcer Status Request Acmowleogenet 2925 190m when requesting the current state of each IncMoual orders Selected Contract OGEM4 0GEU4 OGEMI OGEUE 703 Unioek Category ip incremental Feec A FAO incremental Feed B E801 Sraperat STO1 natument Repay RPO1 Note Press the Start Test button to start or restart a Test Pisase do not press the Start Test button Over a Link connection send a Limit Day Order message using one of me selected Gummy instruments Recele ano Process an Execution Report AATOWIROQETER message Not Tested Not Tested we 3 KI 3 J KI J J KONR a second Lime Day Orcer for an instrument aeren man step 1 Recele and Process an Execution Report Acimowiedgemert message Not Tested Suomik an Orcer Status Request 35eM message Dr he order Summed at step 1 Not Tested Recele and Process an Order Status Request Acmowleogement 35 5 amp 150 1 message Not Tested Suomk an Orcer Status Request 35 M message for he Order suomimed at step 3 Not Tested Recene anc Process an Order Status Request Acmnowleagement 35 5 amp 150 1 message Not Testes Key D not tested O complete D pending O taled gt To run an iLink Order Status Request 1 From the Contract drop down select
104. ust have a different firm ID in tag 49 SenderCompID than the first order to pass this step for example ABC123 and ABC456 Select Yes or No to indicate whether or not your system processed the Execution Report Confirmation Acknowledgment message correctly User Manual 56 AutoCert iLink Additional Processing Additional Processing tests include the following e Processing Rejects e Additional Tags e Duplicate Order ID Processing Rejects This test verifies that you can receive and process various reject messages Note This test is mandatory Steps of the test Processing Rejects Test 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 your appicabon can receive and process reject messages Selected Contract EBPWIEBPKI EBPUI EBPKI 703 Ka Category ip Incremental Feed A IFA_LID_1 Incremental Feed B FBJD 1 Snapshot SPT_JD_1 instrument Replay RP 01 Wote 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 4 Overan iLink Connection submit a Limit Order for the instrument Receive and Process Execution Report Reject message correctly Not Tested Submit a Limit Order for the instrument Not Tested Receive and Process Session Level Reject message correctly Not Tested
105. ustomers Test Suite Test Case Post Certification Steps of the test In Session Sequence Reset 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 step1 Purpose The purpose of this test is to verify that the client system is capable of initiating a sequence number reset during an existing FIX connection The client system should submit a Test Request message before resetting the sequence numbers in order to verify that it is in sync with the CME system Inbound and outbound sequence numbers have not been reset Note Press the Start Test button to start or restart a Test Please do not press the Start Test START TEST button again if you are currently running this test Beseription fog Status a Over an iLink connection submit a Test Request message ol Not Tested a Receive and process a Heartbeat message Not Tested EN Submit an In Session Logon message requesting to reset sequence numbers O Not Tested Ja Receive and process a Logon Confirmation message a Not Tested a Receive and process a Test Request message e Not Tested KI Submit a Heartbeat message g Not Tested 5 not tested complete D pending failed 67 User Manual AutoCert iLink gt Torun an in session sequence reset test 1 gt oo ee a From the Contract drop down select the desired contract if the contract is not already locked Click the
106. ution Report Order Cancellation message correctly Stop Limit Order This test verifies that you can submit and cancel a Stop Limit order and receive and process Execution Reports for Acknowledgment and Fill messages for an outright instrument Note This testis mandatory if you selected Stop Limit Order in response to the question Which order types does your system support in the Interview Steps of the test Stop Limit Order Test 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 step1 Purpose The purpose of this test is to verify the client system can submit and cancel a stop limit order and receive and process the Acknowledgement and Fill messages for an outright instrument Selected Contract EBPM3 EBPK3 EBPM3 EBPK3 703 Category IP Port Incremental Feed A IFA_ID_1 23 Incremental Feed B IFB ID 1 25 Snapshot SPT ID 1 37 Instrument Replay IRP ID 1 29 Note Press the Start Test button to start or restart a Test Please do not press the Start Test START TEST button again if you are currently running this test KI Over an iLink connection submit Stop Limit Order message with a quantity greater than 1 o Not Tested Ei Receive and Process Execution Report Acknowledgement message Not Tested gt Receive a second Execution Repor Acknowledgement message when the stop price is triggered Not Tested Pa Receive and Pro
107. utures 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 O 2014 CME Group Inc All rights reserved Table of Contents Table of Contents Getting Started AAA SE Dn NPA AO ENG Ban Oa SASA NGA po oko ngn 7 What s New 1 2222 AN aaa aaa 8 The Interview IA 9 Order Type Tests a a Ya ana naa caldera aa 12 Outright Vanilla Order ooo coco aaa 12 Outright Complete Order 2 0 2 2 20 0 0c ccc
108. xecution Report Fill message Not Tested EN Receive and process an Execution Report Trade Cancellation message g Not Tested s Submit a Limit Day Order for the instrument Not Tested EN Receive and process an Execution Report Order Elimination message e Not Tested Key D not tested complete D pending Y failed REFRESH gt To run an outright complete order test User Manual 14 AutoCert iLink 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 Limit Day order with a quantity greater than one for the instrument 4 Select Yes or No to Indicate whether or not your system processed the following messages e Execution Report Confirmation Acknowledgment e Execution Report Fill e Execution Report Trade Cancellation 4 Submit a Limit Day order for any quantity on this instrument 5 Select Yes or No to Indicate whether or not your system processed the Execution Report Order Elimination message Market Limit Order This test verifies that you can submit and cancel a Market Limit order for an outright instrument Note This test is mandatory if you selected market Limit Order in response to the Interview question Which order types does your system support Steps of the test Market Limit Order Test This test could take up to
109. y Limit orders submitted for buying a security are executed at or below the limit price Limit orders submitted for selling a security are executed at or above the limit price e Market Limit Order Market Limit orders are executed at the best available price on the opposite side of the market If the order cannot be completely filled the order becomes a Limit order and the remaining quantity rests on the order book at the fill price If no market is available the order is rejected e Market Order A Market order with protection has a protection range limiting the price at which an order can trade Market orders with protection are assigned Protection Price Limits based upon pre defined protection points and the best available price on the opposite side of the market e Minimum Quantity Minimum quantity of an order to be executed This tag can be used in conjunction with FAK e Maximum Quantity Display Maximum quantity of an order to be shown in the order book to other customers at any given time e Route Through Route Through allows firms to submit orders for clients as well as other clearing members for whom the firm is authorized to do business This occurs by changing the firm within the SenderCompID to the one assigned to another firm e Stop Order A Stop order with protection has a protection range limiting the price at which an order can trade When a Stop order with protection is triggered it becomes a Limit order at t

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