Subscription Requests for Post Trade Events

The Subscription Request for Post Trade Events tests verify that your application can properly process post trade events that occur when you have already received your STP messages.

Note: Brokered trades, including Broker Fee’s (commissions data), flow through the ClearPort venue for retrieval in CME STP, enabling Clearing Firms to see the broker fees on their trade capture reports. To include tests with brokered trade data in the test suite, select 'ClearPort' in response to the interview question, "What venues does your application support? Select one or more:" Detailed information on broker fee retrieval in CME STP is available here.

Example Subscription Request Test for Post Trade Events

Note: The example test procedure below is for a subscription request for CPC trades and may not appear in your test suite. The tests included in the test suite will depend on the answers provided in th Interview.

 

 

  1. To run the Unfiltered Subscription Request for CPC Trades test:
  1. Click START TEST to begin.

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

  1. Send an initial subscription request.
  2. Receive a batch file.
  3. Send a continuous subscription request and confirm that polling is greater than 3 seconds.
  4. Receive a set of trades and confirm that the trade has been voided.

  1. Send a continuous subscription request and confirm if polling is greater than 3 seconds.
  2. Receive a set of trades and confirm that the trade has been allocated and the quantity allocated.

  1. Send a continuous subscription request and confirm that polling is greater than 3 seconds.
  2. Receive a set of trades and confirm what the original price was and what the new price is due to Transfer Correction.

  1. Send a continuous subscription request and confirm if polling is greater than 3 seconds.
  2. Receive a set of trades and confirm that the trade has been voided (Account update away from the firm).

  1. Send a continuous subscription request and confirm that polling is greater than 3 seconds.
  2. Receive a set of trades and confirm the status of the trade (Trade has been transferred).

  1. Send a continuous subscription request and confirm that polling is greater than 3 seconds.
  2. Receive a set of trades and confirm that the trade has been updated to a different account within the same firm.