Cross Order Cancel

The purpose of this test is to verify that the client system can cancel a Cross order side after the RFC process has completed and the instrument state has returned to Resume Trading (i.e., unmatched RFC quantity remains as a resting order on one side of the book).

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.

 

Note: If a test is not proceeding to the next step, selecting the Refresh button ( ) below the test steps may resolve the issue.

  1. To run a Cross Order Cancel 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 New Order Cross with a quantity greater than 10 on each side.
  2. Select Yes or No to indicate whether your system received and processed the Execution Report - New Order for buy side.
  3. Select Yes or No to indicate whether your system received and processed the Execution Report - New Order for sell side.
  4. Select Yes or No to indicate whether your system received and processed the Execution Reports - Trade Outright for buy side.
  5. Select Yes or No to indicate whether your system received and processed the Execution Report - Trade Outright for sell side.
  6. Submit an Order Cancel Request message for the remaining quantity left on the sell side.
  7. Select Yes or No to indicate whether your system received and processed the Execution Report - Cancel message.