Process Real-Time Messages During a Resend Response from CME Globex

The purpose of this test is to verify that the client system can receive out-of-sequence messages with message interleaving.

Pre-Registered or On-Demand Format

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

 

  1. To run an iLink MSGW - Process Real-Time Messages During a Resend Response from CME Globex 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 process is in progress.

  1. Over the MSGW connection, on segment 99 submit three separate Limit Day Orders for the selected outright instrument.
  2. Receive and process an Execution Report - New Order message and detect sequence gap.
  3. Submit a Retransmit Request message.
  4. Receive real-time interleaved messages with Retransmission and process an Execution Report - New Order message.
  5. Submit a Sequence message.
  6. Receive and process a Sequence message.
  7. Submit a Sequence message.