Receiving and Processing Multiple Gaps (Mass Quote)

The purpose of this test is to verify that the client system can process newly detected gaps in response to a Retransmit Request.

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 Receiving and Processing Multiple Gaps (Mass Quote) test:
  1. Select a SenderComp from the drop-down and select ASSIGN if a SenderComp is not already assigned.
  2. Select the START TEST button.

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

  1. Submit a two-sided Mass Quote (35=i) message having a quantity greater than 5.
  2. Receive and process a Quote Acknowledgment message.
  3. Receive and process Execution Report - Trade Outright [39=1 (Partially Filled)] messages and detect a sequence gap.
  4. Submit a Retransmit Request message.
  5. Receive and process Execution Report - Trade Outright [39=1 (Partially Filled)] messages and detect a sequence gap.
  6. Submit a Retransmit Request message.
  7. Receive and process Execution Report - Trade Outright [39=1 (Partially Filled)] messages.
  8. Submit a Sequence message.
  9. Receive and process a Sequence message.
  10. Submit a Sequence message.