Process Real-Time Messages for FAK/FOK 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.

Note: FOK functionality is not available for Futures and Options.

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 for FAK/FOK 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 3 separate FAK/FOK 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.