AutoCert + CME Europe FIX/FAST User Manual
Contents
1. Market Snapshot channel 4 User Manual AutoCert CME Europe FIX FAST What s New The list below illustrates the updates made to the AutoCert CME Europe FIX FAST Help system Date Author Topic Description 4 14 14 JJ All Updated links and edited to meet Help standards 2 10 14 Miscellaneous updates 4 30 13 All New Content for CME Europe User Manual 5 AutoCert CME Europe FIX FAST Interview The interview consists of a series of questions about your trading application Based on your responses certain tests are required and others are optional You must complete the pre certification interview before running the test cases gt To complete the interview Answer each question and click Complete when finished Note The items selected in the Interview will determine what types of instruments are tested interview Test Suite Test Case Post Certification Futures FX Yes No Test Suite Following Successful Runs Interview Test Suite Test Case Post Certification FIX FAST Europe Certification Tests Status Mandatory Optional Complete Mandatory es for Futures Instruments Complete Complete Book Reset security Definition Messages Market States and Market Statistics Messages Futures Complete Mandatory Key nottested complete O pending failed 6 User Manual AutoCert CME Europe FIX FAST Book Management Messages Futures This test verifies that your application can pr2. Trade Price tag 270 MDEntryPx when tag 269 MDEntryType 2 e Quantity tag 271 MDEntrySize e Lowest Trade Price tag 270 MDEntryPx when tag 269 MDEntryType 8 e Highest Trade Price tag 270 MDEntryPx when tag 269 MDEntryType 7 Click Verify Trade reports and a change of market statistics are sentL amp utoCert prompts you f enter the trade Statistics LastTradePrite 00 Quantity D 5 Lowest Trade Price 0 0 E Highest Trade Price 10 0 Select the current market state as indicated in the Security Status tag 35 MsgType f message that your application received Click Submit The rnarket changed states AutoCerl prompts you to enter the cumani market state of your application 5 SecurityTradingStatus Pre Open Receive a Security Status tag 35 MsgType f message indicating a Market Open Continuous Trading event our application will receme a Market OpenfConbnuous Trading event Autocert is simulating a GCC correction ofthe market and resumed fading of instruments Your application will receive an instrument fading resumed and simulated prices event 7 P AutoCert rs simulating a market halt event triggered by a cascade of stop orders Your application will recewe an instrument trading halted event rd Receive a Security Status tag 35 MsgType f message indicating an instrument trading halted event tag 326 SecurityTradingStatus 2 tag 327 HaltReason 1 Receive a Sec
3. a market halt event triggered by a cascade of stop orders Your application will receive an instrument trading halted event Not Tested AutoCert is simulating a GCC correction ofthe market and resumed trading of instruments Your application will receive an instrument trading resumed and simulated prices event mE EON BD E Trade statistics are sent AutoCert prompts you to enter the trade price and qty J Not Tested Key O not tested complete O pending failed REFRESH gt To run the Market States and Market Statistics Messages Futures test 1 From the Contract drop down select the desired contract if the contract is not already locked 2 Click START TEST User Manual 15 AutoCert CME Europe FIX FAST 10 Note DO NOT select the START TEST button once the test process is in progress Note Once you reserve an instrument no other tester can use it AutoCert displays the IP addresses and port numbers for channels Select the current market state as indicated in the Security Status tag 35 MsgType f message that your application received Repeat for the next 3 steps Click Submit The market state is sent AutoCert prompts you to enter the cumani market state of your application i SecurityTradingStatus Pre Open e Enter the applicable trade statistics from the Market Data Incremental Refresh tag 35 MsgType X message that your application received e Last
4. lt 3 CME Group AutoCert CME Eurorc User Manual 4 15 2014 Disclaimer Futures trading is not suitable for all investors and involves the risk of loss Futures are a leveraged investment and because only a percentage of a contract s value is required to trade it is possible to lose more than the amount of money deposited for a futures position Therefore traders should only use funds that they can afford to lose without affecting their lifestyles And only a portion of those funds should be devoted to any one trade because they cannot expect to profit on every trade All references to options refer to options on futures CME Group is a trademark of CME Group Inc The Globe Logo CME Chicago Mercantile Exchange Globex iLink E mini CME EOS Trader Galax C FirmSoft CME DataSuite and CME DataMine are trademarks of Chicago Mercantile Exchange Inc New York Mercantile Exchange NYMEX miNY and ClearPort are registered trademarks of the New York Mercantile Exchange Inc COMEX is a trademark of Commodity Exchange Inc FIX and FAST are trademarks of FIX Protocol Limited FIX FASTSM is a service mark of FIX Protocol Limited Dow Jones Dow Jones AIG Commodity Index The Dow Dow Jones Industrial Averagesm and DJIA 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 CBO
5. the Contract drop down select the desired contract if the contract is not already locked 2 Click START TEST Note DO NOT select the START TEST button once the test process is in progress 3 Confirm that your application received and processed the Futures Security Definition Response message Enter the following tag values e Activation Date tag 866 EventDate when tag 865 EventType 5 e Activation Time tag 1145 EventTime when tag 865 EventType 5 e Expiration Date tag 866 EventDate when tag 865 EventType 7 e Expiration Time tag 1145 EventTime when tag 865 EventType 7 e tag 461 CFlCode Click Submit User Manual 13 AutoCert CME Europe FIX FAST 14 User Manual Confirm that your application successfully received and processed the Futures Security Definition Response Message sctvaton Date EE sctvatonTime coe Submit AutoCert CME Europe FIX FAST Market States and Market Statistics Messages Futures This test verifies that your application can properly receive and process market states Security Status tag 35 MsgType f message and statistics Market Data Incremental Refresh tag 35 MsgType X message for Futures instruments Test Suite TestCase Post Certification Steps of the test Market States and Market Statistics Messages Futures This test could take up to several minutes Please do not close the window during the test Closing window stopping test r
6. P 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 rz Confirm books are empty for the selected instruments Not Tested m Receive market data for a set of orders J Not Tested m Confirm quantities and prices on the book for the selected instrument nan implied a Not Tested mn Receive Book Reset message a Not Tested EJ Receive resent book a Not Tested 5 Confirm quantities and prices on the book for the selected instrument non implied a Not Tested elelelelele Key not tested complete S pending failed REFRESH gt To run the Book Reset test 1 From the Contract drop down select the desired contract if the contract is not already locked 2 Click START TEST Note DO NOT select the START TEST button once the test process is in progress Confirm that the order book for the selected instrument is empty Receive market data for a set of orders for the instrument Enter the quantities tag 271 MDEntrySize and prices tag 270 MDEntryPx on the book Click Submit ID o s e User Manual 11 AutoCert CME Europe FIX FAST Confirm quantities and prices on the book for the selected instrument non implied BuyfPrice BuyOQuantity SellPrice Sell nanity BS 18 B8 1B 3J 7 Receive a Book Reset messag
7. T futures and options on futures contracts based on the Dow Jones Industrial Average are not sponsored endorsed sold or promoted by Dow Jones and Dow Jones makes no representation regarding the advisability of trading such product s BM amp FBOVESPA is a trademark of BM amp FBOVESPA KRX is a trademark of Korea Exchange DME is a trademark of Dubai Mercantile Exchange BMD is a trademark of Bursa Malaysia BMV is a trademark of Bolsa Mexicana De Valores All other trademarks are the property of their respective owners The information within this document has been compiled by CME Group for general purposes only CME Group assumes no responsibility for any errors or omissions Additionally all examples in this brochure are hypothetical situations used for explanation purposes only and should not be considered investment advice or the results of actual market experience All matters pertaining to rules and specifications herein are made subject to and are superseded by official CME CBOT and NYMEX rules Current rules should be consulted in all cases concerning contract specifications Copyright 2014 CME Group Inc All rights reserved Table of Contents Table of Contents Getting Started 2 4 What s New 5 InterVieW ce 6 Test Suite Following Successful Runs 2 6 Book Management Messages Futures ___ aaa aaao anaana anaa Doaa e eee eeeeeeeeeeee 7 Recovery Test Futures 0 000 o oo ooo ce
8. ce cece ence cece eee cee cece eeeeeeeeceeeeteeceeeeeettteeeeceesttsees 9 B k OSC BRENT ERR ee ee a eect dee be IA 11 Security Definition Messages __ 2 0 2 ce aoa LALALA LLALLA DLADLA LLDD ADLAD ALa aa naaa 13 Market States and Market Statistics Messages Futures 15 User Manual 3 AutoCert CME Europe FIX FAST 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 CME Group provides a dedicated certification environment to allow customers to test their systems before they complete certification The AutoCert CME Europe FIX FAST tests focus on the Market Data Platform FIX FAST 2 0 Test Suite Note Where possible AutoCert logs messages in the FIX FAST format gt To run and navigate AutoCert Log into the automated certification tool Review general AutoCert test suite navigation and general interview information Complete the Interview for this test suite Complete applicable test cases oe x er m Complete the certification process from the Post Certification tab Note TCP functionality may be disabled for some tests In that situation your application should use the
9. e 8 Receive the resent book 9 Enter the quantities and prices on the book 10 Click Submit Confirm quantites and prices on the book for the selected instrument non implied BuyPrice BuyOuanity SellPrice Salaa ps 8 B5 8 i gs Je Bs B 12 User Manual AutoCert CME Europe FIX FAST Security Definition Messages This test verifies that your application can properly receive and process the Security Definition tag 35 MsgType d message for Futures instruments Steps of the test Security Definition Messages 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 properly receive Security Definition Messages Future Contracts Select Contract 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 Description Flag Status Confirm that your application successfully received and processed the Futures Security Definition 1 ci m NotTested Response Message Key nottested d complete S pending failed REFRESH gt To run the Security Definition Messages test 1 From
10. e Sell inantity T lle mi T j 0 0 IC 9 Confirm that a Security Definition message was missed for a contract not in the set chosen by viewing the AutoCert log files 10 Receive the previously missed book updates a Security Definition message and process the corresponding book updates 11 Enter the quantities tag 271 MDEntrySize and prices tag 270 MDEntryPx on the order book for the recovered instrument 12 Click Submit Confirm quantities and prices on ihe book for the recovery instrument non implied BuyPrice BunyCOuatitity SellPrice Seat w 00 IC ao CE fn 0 0 0 0 po Il po 10 User Manual AutoCert CME Europe FIX FAST Book Reset This test verifies that your application can receive and process a Book Reset message empty the books and then properly receive and process the resent books Test Suite Test Case Post Certification Steps of the test Book 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 your application can properly receive and process book management information for futures instruments Selected Contract EBPM3 EBPK3 EBPM3 EBPK3 703 INIT Category IP Port Incremental Feed IFA ID 1 23 Incremental Feed B IFB ID 1 2h Snapshot SPT ID 1 37 Instrument Replay IR
11. equires to rerun the test from step1 Purpose The Purpose of this test is to verify that your application can properly recerve and process information related to market states and statistics throughout a trading Session Selected Contract EBPM3 EBPK3 EBPM3 EBPK3 702 BUIS Category IP Port Incremental Feed A IFA ID 1 23 Incremental Feed B IFB ID 1 25 snapshot SPT ID 1 af 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 Flag Status The market state is sent AutoCert prompts you to enter the current market state of your application J Not Tested The market changed states AutoCert prompts you to enter the current market state of your application J Not Tested The market changed states AutoCert prompts you to enter the current market state of your application Not Tested The market changed states AutoCert prompts you to enter the current market state of your application J Not Tested Trade reports and a change of market statistics are sentAutoCert prompts you to enter the trade statistics J Not Tested The market changed states AutoCert prompts you to enter the current market state of your application J Not Tested Your application will receive a Market Open Continuous Trading event J Not Tested AutoCert is simmulating
12. ity SellPrice Selles 0 0 n 0 0 0 0 f 0 0 ilo 0 0 fr 0 0 Ila 0 0 fr 0 0 00 0 0 0 0 P 0 0 T 0 0 lla 00 1 0 0 a 0 0 0 0 0 0 0 0 0 0 00 0 0 0 8 User Manual AutoCert CME Europe FIX FAST Recovery Test Futures This test verifies that your application can perform a recovery for Futures contracts non implied Steps of the test Recovery Test Futures Instrument 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 perform a recovery test for future instruments For example if a user does not receive all messages from the system during a trading session it will be necessary to perform a recovery test to update the books Selected Contract EBPM3 EBPK3 EBPM3 EBPK3 703 Category IP Incremental Feed A IFA_ID_1 Incremental Feed B IFB ID 1 Snapshot SPT ID 1 Instrument Replay IRP ID 1 Hote 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 I P A Pt FE m Status Confirm books are empty for selected instruments Not Tested Not Tested Not Tested Not Tested Not Tested Receive market data for a set of orders and cancels for the instrument Miss market data f
13. operly receive and process book management information Market Data Incremental Refresh tag 35 MsgType X messages for futures instruments that have differing book depths on the same channel Steps of the test Book Management Messages for Futures Instruments 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 properly receive and process book management information for futures instruments that have differing book depths on the same channel Selected Contract EBPM3 EBPK3 EBPM3 EBPK3 703 Selected Second Contract AUDH4 AUDG4 AUDH4 AUDG4 703 Category IP Incremental Feed A IFA ID 1 Incremental Feed B IFB ID 1 Snapshot SPT ID 1 Instrument Replay IRP ID 1 BEBE 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 Confirm that all 6 books are empty Receive a set of orders for the first instrument Receive cancellations for orders Not Tested Not Tested Not Tested Confirm quantities and prices on the book for the first instrument non implied Receive a set of orders for the second instrument Receive cancellations for orders Not Tested Not Tested Key O not tested d complete O pending failed Confirm quantitie
14. or a set of orders and cancels Receive market data for a set of orders and cancels for the recovery instrument Confirm quantities and prices on the book for the selected instrument non implied Mot Tested Miss security definition message for the recovery instrument Not Tested Not Tested Key nottested complete pending failed Receive market data for a set of orders for the recovery instrument Confirm quantities and prices on the book for the recovery instrument non implied e e e e e e e e gt To run the Recovery Test Futures Instrument test oo M dew SE From the Contract drop down select the desired contract if the contract is not already locked Click START TEST Note DO NOT select the START TEST button once the test process is in progress Note Once you reserve an instrument no other tester can use it Confirm that all 3 books are empty Receive market data for a set of orders and cancels for the instrument Confirm that your application has missed several book updates by viewing the AutoCert log files Receive market data for a set of orders and cancels for the instrument Enter the quantities tag 271 MDEntrySize and prices tag 270 MDEntryPx for the order book received by your application Click Submit User Manual 9 AutoCert CME Europe FIX FAST Confirm quantities and prices on the book for the selected instrument non implied BuyPrice Bunny SellPric
15. s and prices on the book for the second instrument non implied 0000000 gt To run the Book Management Messages for Futures Instruments test 1 From the Contract drop down select the desired contract if the contract is not already locked 2 Click START TEST Note DO NOT select the START TEST button once the test process is in progress AutoCert clears the order book for both instruments 3 Confirm that all 6 books for the locked instruments are empty 4 Receive market data Market Data Incremental Refresh tag 35 MsgType X messages for a set of orders for the first instrument 5 Receive cancellations for the orders User Manual 7 AutoCert CME Europe FIX FAST 6 Enter the quantities tag 271 MDEntrySize and prices tag 270 MDEntryPx on the book for the first instrument 7 Click Submit Canfim quantities and prices on the book for the first instrument non implied BuyfPrice BuyCuantity SellPrice Selle 0 0 0 00 0 0 lla gt 0 0 0 0 ll a 0 0 0 0 D 1 J 8 Receive market data Market Data Incremental Refresh tag 35 MsgType X messages for a set of orders for the second instrument 9 Receive cancellations for the orders 10 Enter the quantities tag 271 MDEntrySize and prices tag 270 MDEntryPx on the book for the second instrument 11 Click Submit Confirm quantities and prices on the book for the second instrument non implied Buyfrice Bunuant
16. urity Status tag 35 MsgType f message indicating an instrument trading resumed and simulated prices event tag 1174 SecurityTradingEvent 2 16 User Manual AutoCert CME Europe FIX FAST 11 Enter the applicable trade statistics from the Market Data Incremental Refresh tag 35 MsgType X message that your application received e Last Trade Price tag 270 MDEntryPx when tag 269 MDEntryType 2 e Quantity tag 271 MDEntrySize e Lowest Trade Price tag 270 MDEntryPx when tag 269 MDEntryType 8 e Highest Trade Price tag 270 MDEntryPx when tag 269 MDEntryType 7 12 Click Verify Trade statistics are sentAutoCerte prompls you to enter the trade price and qty Last Trade Price 0 0 Quantsty T Lowest Trade Price 0 0 J Highest Trade Price 0 0 User Manual 17
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