Create a recursive UDS contract and send an order on the new contract for Pre-Registered / On-Demand Format

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Create a recursive UDS contract and send an order on the new contract for Pre-Registered / On-Demand Format

The Purpose of this test is to verify that your application can create a User-Defined Spread with one or more of its legs being a User-Defined Spread and send a New Order message on such instrument.

To select the test:

Select a SenderComp from the drop-down and select ASSIGN if not already assigned.

From the Test Suite tab, select the linked test.
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.

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

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

To run the recursive UDS contract and new contract order test:

Using options instrument from product group (A$, 96, 6$, 94 and Y$), Send a Security Definition Request (35=c) to create Spread Combo or Covered Option (tag 762-SecuritySubType=COVERED or COMBO) instrument with at least one leg being a User-Defined Spread.
Receive and process Security Definition Response (35=d) acknowledging the reception of the Security Definition Request message and creation of the UDS instrument.
Send an order on the UDS contract [35=D(iLink 3 New Order)] created in step 2.
Receive and Process Execution Report - New Order (35=8, 39=0) message for the order sent in step 3.
Send a Cancel Request (35=F) message on the order sent in step 3.
Receive and Process Execution Report - Cancel for Cancel Request submitted in step 5.