Processing Real-Time Messages

The following instructions illustrate the process to run and complete tests for Real-Time messages.

  • To select the test:
  1. Select a SenderComp from the drop-down and select ASSIGN if not already assigned.
  1. From the Test Suite tab, select from the linked tests (below), then proceed to the instructions.
  1. Click the START TEST button.

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

Referential information is included for messages sent / received during the test.

Process real-time messages during a Resend Response from CME Globex for Pre-Registered Format / On-Demand Format

The purpose of this test is to verify that the client system can receive out-of-sequence messages with message interleaving.

Note: This test is used for both Pre-Registered and On-Demand formats. The above image shows the Pre-Registered version of the test.

  • To run the Process real-time messages during a Resend Response from CME Globex test:
  1. Over an iLink connection, submit three separate Limit Day Orders [35=D, tag 40-OrdType=2] for the selected outright instrument.
  2. Receive and process an Execution Report - Confirmation / Acknowledgement (35=8) message and detect sequence gap.
  3. Submit a Retransmit Request message.
  4. Receive real-time interleaved messages with Retransmission and process an Execution Report - Confirmation / Acknowledgement (35=8).
  5. Submit a sequence message.
  6. Receive and process a sequence message.
  7. Submit a sequence message.

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Process real-time messages for FAK during a Resend Response from CME Globex for Pre-Registered Format / On-Demand Format

The purpose of this test is to verify that the client system can receive out-of-sequence messages with message interleaving.

Note: This test is used for both Pre-Registered and On-Demand formats. The above image shows the Pre-Registered version of the test.

  • To run the Process real-time messages for FAK during a Resend Response from CME Globex test:
  1. Over an iLink connection, submit three separate FAK [35=D (tag 59-TimeInForce=3)] Orders for the selected outright instrument.
  2. Receive and process an Execution Report - Confirmation / Acknowledgement (35=8, 39=0) message and detect sequence gap.
  3. Submit a Retransmit Request message.
  4. Receive real-time interleaved messages with Retransmission and process an Execution Report - Confirmation / Acknowledgement (35=8, 39=0).
  5. Submit a sequence message.
  6. Receive and process a sequence message.
  7. Submit a sequence message.

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Process real-time Mass Quote messages during a Resend Response from CME Globex for Pre-Registered Format / On-Demand Format

The purpose of this test is to verify that Mass Quoting systems can receive out-of-sequence messages with message interleaving.

Note: This test is used for both Pre-Registered and On-Demand formats. The above image shows the Pre-Registered version of the test.

  • To run the Process real-time Mass Quote messages during a Resend Response from CME Globex test:
  1. Over an iLink connection, submit a two-sided Mass Quote (35=i) for at least 2 quotes from the same selected outright instrument group, each having a quantity (→134-BidSize / →135-OfferSize) greater than 10.
  2. Receive and process Execution Report - Fill notice (35=b) and detect sequence gap.
  3. Submit a Retransmit Request message.
  4. Receive real-time interleaved messages with Retransmission and process an Execution Report - Confirmation / Acknowledgement (35=8, 39=0).
  5. Submit a sequence message.
  6. Receive and process a sequence message.
  7. Submit a sequence message.

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