Cancel on Behalf using Quote Cancellation by Instrument Group Level with Mass Quote Unblock

The purpose of this test is to verify that the client system can submit and process Cancel on Behalf using Mass Quote Cancellations at Instrument Group level with Mass Quote Block.

For the purposes of this test, the definition of an Original SenderComp represents the iLink session whose orders or Mass Quotes will be canceled. The definition of On-Behalf SenderComp is the iLink session that will submit the cancel requests.

  • To access the Cancel on Behalf - Quote Cancellation by Instrument Group Level with Mass Quote Unblock test:
  1. Select a SenderComp from the drop-down and select ASSIGN if an Instrument is not already assigned.
  2. From the Instrument(s) drop-down, Select the desired instrument if it is not already locked.

Test cases also require configuration of client system sessions using Category, IP and Port information provided on the AutoCert+ test screens.

  1. Select the START TEST button.

Note: DO NOT select the START TEST button once the test is in progress. If a test is not proceeding to the next step, selecting the Refresh button () below the test steps may resolve the issue.

Pre-Registered or On-Demand Format

This test is used for both Pre-Registered and On-Demand formats. The below instructions show the Pre-Registered format.

  1. To run a Cancel on Behalf - Quote Cancellation by Instrument Group Level with Mass Quote Unblock test:
  2. Prior to selecting Start Test, ensure the selected SenderComp is not Blocked for Mass quotes.

After starting the test, over the selected Original SenderComp, submit a Mass Quote (35=i).

  1. Over the selected Original SenderComp, receive and process Mass Quote Acknowledgement (35=b, 297=0) message.

Select (Yes or No) to indicate whether the Mass Quote Acknowledgement message was processed.

  1. Over the selected Original SenderComp, submit a second Mass Quote (35=i) with quotes using a different instrument group than what was used in the first Mass Quote.
  1. Over the selected Original SenderComp, receive and process Mass Quote Acknowledgement (35=b, 297=0) message.

Select (Yes or No) to indicate whether the Mass Quote Acknowledgement message was processed.

  1. Over an On-Behalf SenderComp (Not the selected Original SenderComp), submit a Quote Cancel (35=Z) message with Mass Quote Block for the instrument group used in Step 1.
  2. Receive and process the Quote Cancel Acknowledgement (35=b, 297=3) message.

Select (Yes or No) to indicate whether the Quote Cancel Acknowledgement message was processed.

  1. Over the selected Original SenderComp, receive and process the Quote Cancel Acknowledgement (35=b, 297=3) message.
  2. Over the selected Original SenderComp, submit a Mass Quote (35=i) using the same instrument group used in Step 1 with Mass Quote Unblock.
  3. Over the Original SenderComp, receive and process Mass Quote Acknowledgement (35=b, 297=0).