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

The purpose of this test is to verify that Mass Quoting systems 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 a Process Real-Time Mass Quote 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.

4. Over the MSGW connection, on segment 99 submit a two-sided Mass Quote (35=i) for at least 2 quotes from the same selected outright instrument group, each having a quantity greater than 10.
5. Receive and process Execution Report - Fill notice message and detect sequence gap.
6. Submit a Retransmit Request message.
7. Receive real-time interleaved messages with Retransmission and process Execution Report - Confirmation / Acknowledgment message.
8. Submit a Sequence message.
9. Receive and process a sequence message.
10. Submit a sequence message.