FOK Order

The purpose of this test is to verify the client system can submit an FOK order and receive and process the Acknowledgement and Fill messages using tag 1797-OrderEventExecID as unique ID for each fill.

  • submit an FOK (Fill or Kill) order
  • receive and process the acknowledgment and fill messages

 

  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 an FOK Order test:
  1. Submit a Limit FOK Order for the instrument with a quantity of 100 million.
  2. Select Yes or No to indicate whether your system received and processed the Execution Report - New Order.
  3. Select Yes or No to indicate whether your system received and processed the Execution Report - Elimination.
  4. Submit a Limit FOK Order for the instrument with a quantity of 100 million.
  5. Select Yes or No to indicate whether your system received and processed the Execution Report - New Order.
  1. Enter the following tag values to indicate that your system received and processed the Execution Report - Trade Outright message as taker.
  • 1797-First OrderEventExecID
  • 1799-First OrderEventPx
  • 1800-First OrderEventQty
  • 1802-First OrderEventText
  • 1797-Second OrderEventExecID
  • 1799-Second OrderEventPx
  • 1800-Second OrderEventQty
  • 1802-Second OrderEventText