Receive and Process Encapsulated Message (MSGW)

The purpose of this test is to verify the client system can receive and process encapsulated messages with new EBS tags provided in the Drop Copy payload with MSGW session.

Additional Drop Copy Information

See the following documentation for more information on Drop Copy functionality:

• Drop Copy Service for iLink - EBS Market
• iLink 3 Binary Order Entry - EBS Market on CME Globex
• iLink FIX Tag Library

 

1. Select a SenderComp from the drop-down and select ASSIGN if a SenderComp is not already assigned.
2. From the Contracts drop-down, select the desired contract if the contract is not already locked.
3. Select the START TEST button.

Note: DO NOT select the START TEST button once the test is in progress.

1. To run the Receive and Process Encapsulated Message (MSGW) test:

1. Enter the following tag values to confirm that your system received and processed an encapsulated Execution Report - New Order message:

• tag 57-TargetSubID
• tag 34-MsgSeqNum
• tag 37-OrderID
• tag 1-Account

2. Enter the following repeating group tag values to confirm that your system received and processed an encapsulated message for a partial fill.

• tag 1797-OrderEventExecID
• tag 1799-OrderEventPx
• tag 1800-OrderEventQty
• tag 1802-OrderEventText

3. Select Yes or No to indicate whether your system successfully processed an encapsulated Execution Report - New Order.
4. Enter the tag 39-OrdStatus value to indicate that your system received and processed the encapsulated execution report for Execution Report - Pending Replace message.
5. Enter the tag 44-Price value to indicate that your system received and processed the Receive and process an encapsulated Execution Report - Modify message.
6. Select Yes or No to indicate whether your system successfully processed an encapsulated Execution Report - New Order message.
7. Enter the tag 39-OrdStatus value to indicate that your system received and processed an encapsulated Execution Report - Pending Cancel message.
8. Enter the tag 39-OrdStatus value to indicate that your system received and processed an encapsulated Execution Report - Cancel message.
9. Select Yes or No to indicate whether your system successfully processed an encapsulated Execution Report - New Order message.
10. Enter the tag 39-OrdStatus value to indicate that your system received and processed the encapsulated Execution Report - Elimination message.

Example of Encapsulated Message: (Multiple Messages)

The FIX payload is shown in bold below.

[8=FIX.4.2|9=509|35=n|34=185|369=57|52=20200610-05:47:01.098|49=CME|50=98|56=717NEXN|57=CSET|143=SG|212=413|213=<RTRF>8=FIX.4.2|9=377|35=8|34=208|369=106|52=20200610-05:47:01.096|49=CME|50=98|56=EIVACPUSP|57=GUSUS|143=US,IL|1=ACP_ORDER|6=0|11=ACP1591768021071|14=0|17=9848:28271|20=0 37=982167244|38=67|39=0|40=2|41=0|44=130|48=3273848|54=2|55=#USBD|59=0|60=20200610-05:47:01.071|107=UB07#_1/2_05/27|150=0|151=67|167=TNOTE|432=20200610|819=0|1028=Y|1031=H|1598=1|5149=Memo ACPOS|5906=A|5979=1591768021071320596|10=249|</RTRF>|10=027|]