Unsolicited Quote Cancellations for Pre-Registered / On-Demand Format

The purpose of this test is to verify that the client system can receive and process an unsolicited Quote Cancellations (disconnect, terminate, and GCC initiated).

Note: Due to the assisted hard-disconnection setup needed for repeatable conditions during certification, the port require a few seconds to prepare for a connection.
For the purposes of the certification tests, wait before attempting a connection after hard-disconnection.

  • 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 Unsolicited Quote Cancellations test:

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 iLink connection, submit a two-sided Mass Quote (35=i) with at least 2 quotes from the same instrument group.
  2. Receive and process Mass Quote Acknowledgment (35=b, 297=0,5).

A hard disconnect is simulated to prompt an unsolicited Quote Cancellation. After few seconds, reconnect FIXP session successfully.

  1. Upon connected, send Retransmit Request and receive and process any resent messages.
  2. Submit a two-sided Mass Quote (35=i) with at least 2 quotes from the same instrument group.
  3. Receive and process Mass Quote Acknowledgment (35=b, 297=0,5).
  4. Submit a Terminate message.

Terminate is performed to prompt quote cancellations.

  1. Receive and process Terminate message.
  2. Reconnect FIXP session successfully.
  3. Upon connected, send Retransmit Request and receive and process any resent messages.
  4. Submit a two-sided Mass Quote (35=i) with at least 2 quotes from the same instrument group.
  5. Receive and process a Mass Quote Acknowledgment (35=b, 297=0,5) message.
  6. Receive and process an unsolicited Quote Cancellation (35=b, 297=1,3,4,100).