Bi-Directional Gap Scenario (Sequence Gap Fill) - (Day or FAK/FOK Orders)

The purpose of this test is to verify that the client system can process bi-directional gap Retransmit Request/Not Applied messages by sending a Sequence Reset-Gap Fill message.

Note: FOK functionality is not available for Futures and Options.

 

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.

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

Pre-Registered and On-Demand Format

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

1. To run a Bi-Directional Gap Scenario (Sequence Gap Fill) - (Day or FAK/FOK Orders) fill test:

1. Over an iLink connection, submit 4 separate Limit Day Orders for the selected outright instrument.
2. Receive and process Execution Report - New Order messages and detect sequence gap.
3. Submit a Retransmit Request message.
4. Receive and process an Execution Report - New Order messages.
5. Receive and process a Not Applied message.
6. Submit a Sequence Reset - Gap fill message.
7. Submit a Sequence message.
8. Receive and process a Sequence message.
9. Submit a Sequence message.