AutoCert+ Eris Exchange User Manual
Contents
1. FIX and FAST are trademarks of FIX Protocol Limited FIX FAST SM is a service mark of FIX Protocol Limited Eris Exchange and the Eris Logo are registered trademarks of Eris Exchange LLC Eris SwapBook Eris BlockBox and Eris PAI are trademarks of Eris Exchange LLC 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 document are hypothetical situations used for explanation purposes only and should not be considered investment advice legal advice or the results of actual market experience The information contained within this document does not constitute legal or investment advice All matters pertaining to rules and specifications herein are made subject to and are superseded by official CME CBOT and NYMEX rules Current rules should be consulted in all cases concerning contract specifications Copyright 2014 CME Group Inc All rights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 Ss esas en ees ee eee 4 CLAN CA 5 Interview 0000000000000nnnnnnnnnnnnnnnnnnnn nenn nnnnnnnnnnnnnnnnnn nenn nenn nn nennen nenn nee LDD neeenn oonan 6 Security Definition 8 Book Management Market by Order 10 Recovery via TCP Replay 12 Single Order Book Reset 14 Channel Reset 22 2 12 22 a02. Selected Contract 10Y USO 724 TEE Category IP Port Incremental Feed A 239 43 100 25 15627 Incremental Feed B 239 43 100 26 15628 TCP Replay 1721632 231 20029 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 Confirm hat Me book Is empty 2 Confirm you have recevied Book Reset message with 269eJ pP 3 Receive resent book without resetting the report sequence number d 4 Confirm quantities and prices on the book for Me selected instrument 2 Key not tested conpicte D panding talied gt To complete the Single Order Book Reset test 1 From the Contract drop down select the desired contract if the contract is not already locked 2 Click the START TEST button to begin the test Note DO NOT select the START TEST button once the test is in progress 3 Confirm that the book is empty User Manual 14 AutoCert Eris Exchange 4 Confirm that the Book Reset message was received Note Tag 83 RptSeq should increment up from the last value from the previous message 5 Receive the resent book message and process the orders 6 Confirm the quantities and prices on the book Enter the price tag 270 MDEntryPx and quantity tag 271 MDEntrySize for each bid 269 0 and ask 269 1 order now present in the order book Confirm quantities and prices on the book for the select
3. 1 order now present in the order book Confirm quantities and prices on the book Instrument 10Y USO BuyPrice BuyQuantity SellPrice SellQuantity oo le I Jb 0 0 l o 0 0 Ia fo 0 0 0 0 lo 0 0 0 0 0 D 0 0 o 0 0 lio 4 0 0 fo 0 0 Jp g P 0 0 0 0 0 o 0 0 0 0 0 0 0 0 0 0 0 0 lo 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 7 Receive anew offer book update message at the same price Enter the book level tag 290 MDEntryPositionNo and price tag 270 MDEntryPx of the new order 8 Receive a changed bid book update message with a new quantity Enter the book level tag 290 MDEntryPositionNo and quantity tag 271 MDEntrySize of the changed order 9 Confirm the quantities and prices on the book Enter the price tag 270 MDEntryPx and quantity tag 271 MDEntrySize for each bid 269 0 and ask 269 1 order now present in the order book 11 User Manual AutoCert Eris Exchange Recovery via TCP Replay This test verifies that your application can recover missed Streamlined FIX FAST Eris Exchange messages via TCP Replay Note This test is mandatory for all customers Current Testing Configuration Company tarme o Tester test uent System Profite TewtSutte Ure Cuchange lt Test Suite Status sense ome vo MEILEN Pre Z orp aha iierview Complete Tem tute States In Progress Ena E chanae Onkne Meis u ras Steps of the test Recovery via TCP Replay
4. for ERIS instruments The test cout take up amp several mutes Pease do nat Cone De window Gung De test LEA window tanning test requews to reran the teat tom sieg 1 Purpose The purpose of the iest m to verity Pal your soptcation cen perform a recovery vie TCP Anpwy fe ERS messages Selected Contract 107 050 753 C Category P Port incremental Feed A 24310026 15427 inoemental Feed B 239 43 100 26 15528 TCP Repay mnn 20929 Bote Pross the Start Test bution to start or restart a Tost Please donot press the Start Test START TEST bution agen if you are currently rumrang thes test Descripeen Sites 1 Corim tat the book ts empty Pr ader r pends some Maret Oats back epcates hen creates 3 gap Put ceeds to be recovers 3 Estabesh a TOP connecton and suber 3 Logon message using pour MBC gris codentats pr a Recene a Logon Conemaiion message Suber 2 Market Oats Request messaze 6 Receive st eamined FOUF AST recovery messapes Kia were requested in the Market Data Request message a 7 Recone and process a Leg message Key cet tetied conpite Grerdng istes gt To run a Recovery via TCP Replay test 1 oe a E E 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 is in progress Confirm that the book is empty Receive market data book updates There will be missing messages which
5. lt 3 CME Group AutoCert Eris Exchange User Manual 3 15 15 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 Notice to individuals located in the United Kingdom The materials contained in this communication are directed only at persons with investment experience i e investment professionals Persons who do not have professional experience in matters relating to investments should not rely on any of the information herein The investment activities to which these materials relate are only available to persons with investment experience Any request to engage in the investment activities to which these materials relate by persons other than those with investment experience shall be denied 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
6. need to be recovered Establish a TCP connection and submit a Logon message using AutoCert credentials Confirm that a Logon message was received Submit a Market Data Request message to request the range of missing messages Receive Streamlined FIX FAST recovery messages that were requested in the Market Data Request message Confirm that a Logout message was received User Manual 12 AutoCert Eris Exchange AutoCert closes the TCP connection 13 User Manual AutoCert Eris Exchange Single Order Book Reset This test verifies that your application can properly receive and process book reset messages in order to recover a single order book Note This test is mandatory for all customers Current Testing Configuration Company Name QA Tester test useri System Profse DEV TEST FRoFLE Avtometes Trading System 1 0 TeatSuite Es Exchange lt Test Suite Status SenderComp P09725 GGR Pre Certification interview Complete Test Suite Status in Progress Eris Exchange Online Help Interview Teat Suite Testcase Post Certification Steps of the test Single Instrument Book Reset for ERIS Instruments This test could tate up to several minutes Please do not close the window during the test Closing windowistopping test requires to rerun the test from step1 Purpose The purpose of this test is to verify that your application can property receive and process book reset messages in order to recover the bock
7. 4 Confirm that a Security Definition message with a delete instruction was received and processed Enter the values for the following tags and click Submit e tag 55 Symbol e tag 1151 SecurityGroup e tag 980 SecurityUpdate Action 5 Confirm that a Security Definition message for a spread instrument was received and processed Enter the values for the following tags and click Submit e tag 55 Symbol e tag 1151 SecurityGroup e tag 167 SecurityType 6 Confirm that a Security Definition message with a delete instruction for a spread instrument was received and pro cessed Enter the values for the following tags and click Submit e tag 55 Symbol e tag 1151 SecurityGroup e tag 980 SecurityUpdate Action 9 User Manual AutoCert Eris Exchange Book Management Market by Order This test verifies that you can receive and process book management information that is arranged in Market by Order levels for Eris instruments Note This test is mandatory for all customers Current Testing Configuration Company Name QA Tester test usert Test Suite Status SenderComp v097 ELIS Pre Certiication interview Complete Test Suite Status in Progress L change Oni ow one M Steps of the test Book Management for ERIS Instruments Tha test Could take wp io several maies Pease Gp not close De window Surng the test Cosing winiow stoopng test requires to rerun the test from sieg Purpose The purpose of as test m Io verity that your a
8. ed instrument Instrument 10 USD BuyPrice BuyQuantity SellPrice SellQuantity 0 0 o 0 0 Jio 0 0 o 0 0 0 0 0 Jo 0 0 0 0 0 o 0 0 0 0 0 o 0 0 0 ip p ST l 89 p 0 0 b 0 0 0 0 0 0 0 0 0 0 o 0 0 0 0 0 Ip 0 0 0 0 0 lI 0 0 0 lTag 35 X Tag 269 15 User Manual AutoCert Eris Exchange Channel Reset This test verifies that your application can properly receive and process book reset messages in order to recover all books on the channel Note This test is mandatory for all customers Current Testing Configuration Company Name QA Tester lest usert System Profike DEV_TEST_PROFLE Automates Trading System 1 0 TestSute i US Test Suite Status erder omp P09725 CE PreCert cabon Intermew Coengiete Test Sune Status in Progress ns Exchange Onin U e r Steps of the test Channel Reset for ERIS Instruments Ths test could take up to several mestes Piesse do nat cose the PAZ sung the test Closing PAZ A era test requires to reran the test tom step Purpose The purpose of ths test a to verify Mat your application can properly receive and process book reset messages n order fo recover De boot Setected Contract 10v u50 724 OT Category P Port Incremental Feed A 294310026 15827 Tent Feed B 25 43 100 26 15628 TCP Replay 172 1632 231 20029 Note Press the Start Test button to start or restart a Test Pease do not press
9. h a delete instruction for a spread will be sent during the Security Definition test 3 Click Complete Current Testing Configuration Company Name CME NTERNAL TESTING N Tester smoke test System Profile KT TestS Non Automated Trading System 1 0 Testsuite Eris Exchange Test Suite Status SenderComp Select SenderCom v PASSION Pre Certification Interview Not Complete Test Suite Status Not Tested ris Ex Hel interview Test Sute TestCase Post Certification ce Yes c No Yes G No 6 User Manual AutoCert Eris Exchange 7 User Manual AutoCert Eris Exchange Security Definition This test verifies that your application can properly receive Security Definition messages and properly handle the deletion of Dynamic Security Definition messages Note This test is mandatory for all customers Note If you answered Yes to the question Does your system support spreads in the Interview then steps 3 and 4 will be included for this test Interview Test Suite Test case Post Certificatior Steps of the test Security Definition Messages for ERIS 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 step Purpose The purpose of this test is to verify that your application can property receive Securty Definition Messages and property handie the deletion of Dynamic Securty Definti
10. on messages Selected Contract 10Y USO SY USD 20121219 0 S00 10Y USD 20130320 0 500 724 Unlock Category IP Port Incremental Feed A 239 43 100 26 15627 Incremental Feed B 239 43 100 26 15628 TCP Replay 172 16 32 232 12345 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 1 Confirm that your application successfully received and processed Security Definition Response Message Confirm that your application successfully received and processed the delete Security Definition Response Message Confirm that your application successfully received and processed Security Definition Message for a Spread instrument kad 4 Confirm that your application successfully received and processed the delete Security Definition Response Message for a Spread Instrument 4 Key ret tested complete pending Otaied gt To complete the Security Definition 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 testis in progress 3 Confirm that a Security Definition message was received and processed Enter the values for the following tags and click Submit e tag 55 Symbol e tag 1151 SecurityGroup User Manual 8 AutoCert Eris Exchange e tag 541 Maturity Date
11. pplication can propery receve and process book management mtarmaten Tat m arranged m Wartet by Order levels for ERS instruments Selected Contract 10Y uso 724 L Category P Port Incremental Feed A 239 43 100 26 18627 incremental Feed B 239 43 100 26 15628 TCP Replay 1721632231 20029 Note Press the Start Test bution to start or restart a Test Please do not press the Start Test STARTTEST button again if you are currently running this test Descrip on Status 1 Contiem that te book is empty C 2 Receive and process orders for one Instrument f 3 Receive cancelkabons for orders 4 Contem quarrades anc pnces on the dook 2 Receive a new offer Dook update message at same price 6 Receme 3 changed bic book update message with new quantty 7 Contem quantities and prices on the dook Key not tested Qoompicte D perdrg Otated gt To run a Book Management 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 is in progress 3 Confirm that the book is empty User Manual 10 AutoCert Eris Exchange 4 Receive and process orders for one instrument 5 Receive cancellations for orders 6 Confirm the quantities and prices on the book Enter the price tag 270 MDEntryPx and quantity tag 271 MDEntrySize for each bid 269 0 and ask 269
12. ryPx and quantity tag 271 MDEntrySize for each bid 269 0 and ask 269 1 order now present in the order book ltag 35 X tag 269 17 User Manual Request for Quote This test verifies that your application can properly receive and process Request for Quote messages AutoCert Eris Exchange Note If you answered Yes to the question Does your system support RFQ Request for Quote Messages in the Interview then this test is mandatory If you answered No then this test is optional Current Testing Configuration Company home QA Tester test useri System Profte OEV TEST PROFLE Automated Trading e to Tent Marte fS Exchange Test Suite Status enterCenp P09725 frenz es Pee C erf he Kader B Complete Test butte Metus Progress Era Exchanse Ontne meig BRD Testcase Steps of the test Request For Quote Message for ERIS Instruments The wet could tate ua to severa mutes Pease Go not cose he window Gung De leet CEA window stoppers test requres to rerun Me teat ton step Purpose The DW DOSE A NT U WONT Det you ADDEN Con EEN EE OM EEE Request fe vite Messepes Selected Contract 50 794 IE ger Peet icremerta Feed A 23043 100 26 15627 incremental Fees B 239 43 100 26 15028 TOP Reptay 1721032201 Moie Press Me Start Test buthon te siori or restart a Test Meese Go not press the Start Test T Tamat Button again if pou are OurTenmy UANG Tes test Deseripton 7 neien 1 Contier that your appbca
13. suite navigation and general interview information Complete the Interview for this test suite Complete applicable test cases aes I ZEN ei Complete the certification process from the Post Certification tab 4 User Manual What s New AutoCert Eris Exchange The list below illustrates the updates made to the AutoCert Eris Help system Date 10 13 15 4 15 14 11 5 12 9 17 12 9 23 11 2 24 11 Author JJ NU Topic All Security Definition Interview Getting Started Description Added Feedback feature Updated links and edited for Help standards Updated test to include Security Definition for spreads Updated to include question about supporting spreads Enhanced Getting Started section Updated all screens for 4 0 enhancements Initial release User Manual 5 AutoCert Eris Exchange Interview The interview consists of a series of questions about your system Based on your responses certain tests are required and others are optional gt To complete the interview process 1 If you answer Yes to the question Does your system support RFQ Request for Quote Messages then the RFQ Request for Quote Message test is included as a mandatory test If you answer No the RFQ Request for Quote Mes sage test is included as an optional test 2 If you answer Yes to the question Does your system support spreads then a Security Definition and a Security Definition message wit
14. ten Krr E EEZ ans processed REO message P Key gt ret Seez Q coreiete amp poring Ores gt To complete the Request for Quote 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 is in progress 3 Confirm that an RFQ message was received Enter the values from the following tags tag 55 Symbol tag 1151 SecurityGroup tag 537 QuoteType tag 38 OrderQty Description Confiem that your appicaten successtuly receives ans processed RFQ message ad SR EE QuoteTipe dr User Manual 18
15. the Start Test STARTTEST button again if you are currem y running tes test Description 1 Confirm books are empty for the selected instrument 2 Receive market data for a set of ceders 3 Confirm quanttes and prices on the ook for the selectes instrument Recea Channel reset message win 260 Receive resent book wath report sequence number reset to 1 6 Confirm quanttes and prices on the book for the selected instrument eje ejejejel Key gt rot tested Qoompiete Z pending rabez gt To run the Channel Reset 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 is in progress 3 Confirm that the book is empty 4 Receive market data for a set of orders 5 Confirm the quantities and prices on the book Enter the price tag 270 MDEntryPx and quantity tag 271 MDEntrySize for each bid 269 0 and ask 269 1 order now present in the order book User Manual 16 AutoCert Eris Exchange Confirm quantities and prices on the book for the selected instrument Instrument 10Y USD BuyPrice BuyQuantity SellPrice SellQuantity 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 Submit 6 Receive aChannel Reset message 7 Receive the resent book Note Tag 83 RptSeq should be set to 1 8 Confirm the quantities and prices on the book Enter the price tag 270 MDEnt
16. van ee ee nat ee os Dee ce ee te 16 Reguest for CUO Coa nennen ee ee ee ga een 18 User Manual 3 AutoCert Eris Exchange 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 Streamlined FIX FAST for the Eris Exchange CME Group provides a dedicated certification environment to allow customers to test their systems before they complete certification The Streamlined FIX FAST for the Eris Exchange tests focus on verifying that customer applications can receive and process market data messages for Eris Exchange products Streamlined FIX FAST for the Eris Exchange certification testing consists of the following test cases e Security Definition e Book Management Market by Order e Recovery via TCP Replay e Single Order Book Reset e Channel Reset e Request for Quote RFQ The following assumptions apply to each test case e The book is clear at the beginning of any scenario requiring orders to be sent e AutoCert selects dummy instruments e Aset of instruments is reserved for each customer while running scenarios that require orders to be sent gt To run and navigate AutoCert Log into the automated certification tool Review general AutoCert test
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