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Receive Message Stream (CGW)

This test verifies that your system can receive and unpack encapsulated XML non-FIX (35=n) messages over a Drop Copy CGW connection.

  1. To run the Receive Message Stream (CGW) test:
  1. From the Contract drop-down, select the desired contract if the contract is not already locked.
  2. Click the START TEST button.

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

  1. Verify that your system received the encapsulated (35=n) message with an Execution Report - Order Creation.

Enter the following tag values:

  • tag 44-Price
  • tag 38-OrderQty

  1. Verify that your system received the encapsulated (35=n) message with an Execution Report - Partial Fill.

Enter the following tag values:

  • tag 44-Price
  • tag 151-LeavesQty

  1. Enter the tag 31-LastPx value to verify that your system received the encapsulated (35=n) message with an Execution Report - Trade Correction.

  1. Select Yes or No to indicate whether or not your system processed the encapsulated (35=n) message with an Execution Report - Trade Cancellation.

 

Example of Encapsulated Message: (Multiple Messages)

The FIX payload is shown in bold below.

8=FIX.4.2|9=377|35=n|34=9152031|49=CMEGROUP|52=20130515-08:56:24.791|56=AT13301|212=300|
213=<RTRF>8=FIX.4.2|9=264|35=G|34=4574256|369=4574258|49=5CS852N|50=852|
52=20130515-06:00:04.128|56=CME|57=G|142=US,IL|1=TEST_TORNADO|11=5CSq4g1k8|21=1|37=991525447|
38=99|40=2|41=5CSq4ft04|44=80|54=1|55=0K|60=20130515-06:00:04.128|107=KRWM3 P0945|
167=OPT|204=0|1028=N|9702=4|9717=5CSq4fkec|10=151|</RTRF>|10=031|