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Spread Vanilla Order Behavior 2

The Spread Vanilla Order test verifies that you can submit a Limit Order and receive and process the Acknowledgment and Fill messages for a spread instrument.

  1. To run 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.

  1. Submit a Limit Day order (tag 35-MsgType=D, tag 40-OrdType=2, tag 59-TimeInForce=0) for a spread instrument.

After the New Order message is received, CME Group sends an Execution Report - Confirmation/Acknowledgment.

CME Group sends an Execution Report - Fill Notice (tag 35-MsgType=8) for the order, returning a complete fill.

CME Group sends an Execution Report - Leg Fill Notice for the order.

CME Group sends an Execution Report - Leg Fill Notice for the order.

  1. Determine if your system processed the Execution Report - Confirmation/Acknowledgment message correctly. Select "Yes" or "No.
  1. Determine if your system processed the Execution Report - Fill message correctly.

Enter the following information and click the Submit button:

  • Order Status (tag 39-OrdStatus)
  • Price received (tag 31-LastPx)
  • Quantity received (tag 38-OrderQty)

CME Group sends an Execution Report - First Leg Fill Notice for the order.

  1. Determine if your system processed the Execution Report - First Leg Fill message correctly. Enter the price received (tag 31) and click the Submit button.

CME Group sends an Execution Report - Second Leg Fill Notice for the order.

  1. Determine if your system processed the Execution Report - Second Leg Fill Notice message correctly. Enter the price received (tag 35-MsgType=8, tag 31-LastPx) and click the Submit button.