Subscription Request for FX Link Trades

The purpose of this test is to verify that the client system can successfully submit and maintain a Subscription Request while properly processing FX Link Trade Capture Reports.

  1. Submit a proper Initial Subscription Request (Unfiltered).
  2. Receive a batch file.
  3. Submit a continuous subscription request.
  4. Receive a Trade Capture Report for an FX Link Trade and confirm Product Code (ID), Product Exchange (Exch) and Security Type (SecTyp) and StrategyLinkID from first Trade Capture Report.

See also: CME STP for CME FX Link and FX Spot Plus and CME STP FIXML - CME FX Link Messaging.

  1. Based on StrategyLinkID from previous step, did you receive both legs of the trade?
  2. Submit a continuous subscription request.
  3. Receive a batch file.
  4. Submit a continuous subscription request.
  5. Receive a batch file.