GFS Limit Order Test

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

  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.

  1. To run a GFS Limit Order test:
  1. Over an iLink connection, submit a GFS Limit Order message with a quantity greater than 100 million
  2. Receive and Process Execution Report - New Order message
  3. Enter the following tag values to indicate that your system received and processed the Execution Report - Trade Outright message.
  • first tag 1797-OrderEventExecID
  • first tag 1799-OrderEventPx
  • first tag 1800-OrderEventQty
  • first tag 1802-OrderEventText
  • second tag 1797-OrderEventExecID
  • second tag 1799-OrderEventPx
  • second tag 1800-OrderEventQty
  • second tag 1802-OrderEventText
  1. Receive and process Execution Report - Trade Outright as Maker.
  2. Submit an Order Cancel Request message for the remaining quantity left on the original order submitted.
  3. Receive and process Execution Report - Cancel message.
  4. Submit a GFS Limit Order for the instrument.
  5. Receive and process an Execution Report - Elimination.