Mid-Week Connection for Mass Quote Systems (Binding without Initialization)

The purpose of this test is to verify that the client system can connect to the CME system during the Mid-Week Binding without Initialization and adjust the inbound and outbound sequence numbers as needed.

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 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 Mid-Week Connection for Mass Quote Systems (Binding without Initialization) 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, submit a two-sided Mass Quote (35=i) message having a quantity (tag →134-BidSize / →135-OfferSize) greater than 5.
  2. Receive and process a Mass Quote Acknowledgment message and then Terminate the session.
  1. Over the client application, submit an Establish message. (This is to simulate Binding without Initialization; therefore, it uses the same UUID on step 1 to Establish.)
  2. Receive and process a Establishment Acknowledgment message.
  3. Submit a Retransmit Request message for the undelivered Execution Report, receive and process a Retransmission message. Then submit a Sequence message.
  1. Receive and process a Sequence message.