Receiving and Processing Multiple Gaps

The purpose of this test is to verify that the client system can process newly detected gaps in response to a Retransmit Request.

Pre-Registered or On-Demand Format

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

 

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 Receiving and Processing Multiple Gaps test:

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.

4. Over an iLink connection, submit 5 separate Limit Orders with a quantity of 1.
5. Receive and process Execution Report - New Order and Execution Report - Trade Outright [39=2 (Filled)] and detect a sequence gap.
6. Submit a Retransmit Request message.
7. Receive and process Execution Report - New Order and Execution Report - Trade Outright [39=2 (Filled)] and detect sequence gap.
8. Submit a Retransmit Request message.
9. Receive and process Execution Report - New Order and Execution Report - Trade Outright [39=2 (Filled)].
10. Submit a Sequence message.
11. Receive and process a Sequence message.
12. Submit a Sequence message.