Beginning of the Week Connection with GT Orders for On-Demand Format test

The purpose of this test is to verify that the client system can download a fill that is generated for the GT order in the current week before Start of Week Initialization.

  • To select the test:
  1. Select a SenderComp from the drop-down and select ASSIGN if not already assigned.
  1. From the Test Suite tab, select the linked test.
  2. Use the Instrument(s) drop down menu to choose an instrument and channel and click SELECT.

Note:
If a test is not proceeding to the next step, clicking the Refresh button () below the test steps may resolve the issue.

Referential information is included for messages sent / received during the test.

  • To run the Beginning of the Week Connection with GT Orders test:
  1. Over an connection, submit a Limit GT Order [35=D (tag 40-OrdType=2) (tag 59-TimeInForce)] for the selected outright instrument with a quantity greater than 1 (tag 38-OrderQty); to simulate a GT order is entered for the previous week.

Start of Week Initialization, CME reset its sequence numbers to 1 and reset Pre-registered administrative information in the Service Gateway for beginning of week simulation.

  1. Submit a Negotiate message.
  2. Receive and process a Negotiate Response message.
  3. Submit an Establish message to bind connection.
  4. Receive and process a Establishment Acknowledgment message.
  5. Submit a Retransmit Request message for the undelivered Execution Report on the GT order.
  6. Receive and process a Retransmission message for the undelivered Execution Report on the GT order.
  7. Submit a sequence message.
  8. Receive and process a sequence message.