Cancel on Behalf (COB) using Order Mass Action Request

The following instructions illustrate the process to run and complete tests for Cancel on Behalf (COB) using Order Mass Action Request.

  • 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 from the following linked tests then proceed to the specific instructions.
  1. Use the Instrument(s) drop down menu to choose an instrument and channel and click SELECT.
  2. Click 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, clicking the Refresh button () below the test steps may resolve the issue.

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

COB using Order Mass Action Request by Market Segment ID

The purpose of this test is to verify that customer application can submit Cancel on Behalf using Order Mass Action Request(35=CA) to cancel working orders by Market Segment ID.

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 be submitting the cancel requests.

  • To run the COB using Order Mass Action Request by Market Segment ID test: 

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

Note: This test is used for both Pre-Registered and On-Demand formats. The above image shows the Pre-Registered version of the test.

  1. Over an Original Sendercomp (Not the selected On-Behalf SenderComp), send a Limit Day Order [35=D (tag 40-OrdType=2, tag 59-TimeInForce=0)] message for the selected dummy instrument.
  2. Receive and process Execution Report - New Order (35=8, 39=0).
  3. Over the Original Sendercomp, send another Limit Day Order [35=D (tag 40-OrdType=2, tag 59-TimeInForce=0)] message for the selected dummy instrument. Receive and process Execution Report - New Order (35=8, 39=0).
  4. Over the selected On-Behalf Sendercomp, send an Order Mass Action Request (35=CA) by Market Segment ID (tag 1374-MassActionScope) to cancel (tag 1373-MassActionType) all Original Sendercomp's (tag 9937-OrigOrderUser) orders.
  5. Over the selected On-Behalf Sendercomp, receive and process Order Mass Action Report (35=BZ) - Accepted (tag 1375-MassActionResponse=1) message.
  6. Over the Original Sendercomp, receive and process Order Mass Action Report (35=BZ) - Accepted (tag 1375-MassActionResponse=1) message.

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COB using Order Mass Action Request by Instrument Group

The Purpose of this test is to verify that customer application can submit Order Mass Action Request(35=CA) to cancel working orders by Instrument Group.

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

Note: This test is used for both Pre-Registered and On-Demand formats. The above image shows the Pre-Registered version of the test.

  • To run the COB using Order Mass Action Request by Instrument Group test:
  1. Over a iLink connection, send a Limit Day Order [35=D (tag 40-OrdType=2, tag 59-TimeInForce=0)] message for one of the selected dummy instrument.
  2. Receive and Process Execution Report - New Order (35=8, 39=0).
  3. Submit a second Limit Day Order [35=D (tag 40-OrdType=2, tag 59-TimeInForce=0)] for instrument same as step 1.
  4. Receive and Process Execution Report - New Order (35=8, 39=0).
  5. Submit One Limit Day Order [35=D (tag 40-OrdType=2, tag 59-TimeInForce=0)] for instrument different from step 1 of different instrument group.
  6. Receive and Process Execution Report - New Order (35=8, 39=0).
  7. Send an Order Mass Action Request (35=CA) message by instrument Group for orders submitted in step 1 & 3.
  8. Receive and Process Order Mass Action Report (35=BZ) - Accepted (tag 1375-MassActionResponse=1) message.
  9. Submit an Order Cancel/Replace Request for the order submitted in step 5.
  10. Receive and process Execution Report - Modify.

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COB using Order Mass Action Request by Instrument

The Purpose of this test is to verify that customer application can submit Order Mass Action Request(35=CA) to cancel working orders by Instrument.

  • To run the COB using Order Mass Action Request by Instrument test: 

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

Note: This test is used for both Pre-Registered and On-Demand formats. The above image shows the Pre-Registered version of the test.

  1. Over a iLink connection, send a Limit Day Order [35=D (tag 40-OrdType=2, tag 59-TimeInForce=0)] message for one of the selected dummy instrument.
  2. Receive and Process Execution Report - New Order (35=8, 39=0).
  3. Submit a second Limit Day Order [35=D (tag 40-OrdType=2, tag 59-TimeInForce=0)] for instrument same as step 1.
  4. Receive and Process Execution Report - New Order (35=8, 39=0).
  5. Submit One Limit Day Order [35=D (tag 40-OrdType=2, tag 59-TimeInForce=0)] for instrument different from step 1.
  6. Receive and Process Execution Report - New Order (35=8, 39=0).
  7. Submit Order Mass Action Request (35=CA) message by instrument for orders submitted in step 1 & 3.
  8. Receive and Process Order Mass Action Report (35=BZ) - Accepted (tag 1375-MassActionResponse=1) message.
  9. Submit an Order Cancel/Replace Request for the order submitted in step 5.
  10. Receive and process Execution Report - Modify.

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