Process a Test Request and Respond to a Trade Allocation Request

The purpose of this test is to verify that the client system can successfully connect and maintain an STP FIX session while processing Trade Capture Reports for Trade Allocation Events on CME ClearPort / CME GlobexTrades.

See:CME STP - Post-Trade Events

 

1. Select a SenderComp / API ID from the drop-down and select ASSIGN if not already assigned.
2. (If applicable) From the Instrument(s) drop-down, select the desired instrument if the instrument is not already locked.
3. Select the START TEST button.

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

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

 

1. To run a Trade Allocation test:

1. Submit a Logon (35=A).
2. Receive a Logon Acknowledgment (35=A).
3. Submit a Trade Capture Report Request (35=AD and 263=1).
4. Receive a Trade Capture Report Response (35=AQ).
5. Receive a Trade Capture Report (35=AE|487=2) of the Original Trade.
6. Receive Trade Capture Report(s) (35=AE|487=2 | 826=1) with Mark for Allocation (Allocation Indicator) of the Original Trade.
7. Receive Trade Capture Report(s) (35=AE|487=0|10021=1) with Onset of the Original Trade.
8. Receive Trade Capture Report(s) (35=AE|487=0|10021=0) with Offset of the Original Trade.
9. Submit a Logout (35=5) Request.
10. Receive a Logout Acknowledgment (35=5).