Processing Message Gaps of More than 2500 Messages for Mass Quote Systems

The purpose of this test is to verify that the client system does not enter an infinite resend loop when facing an inbound sequence number gap greater than the maximum of 2500 messages.

• Pre-Registered Format
• On-Demand Format

Pre-Registered Format

1. To run a Processing Message Gaps of More than 2500 Messages for Mass Quote Systems with Pre-Registered Format 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 is in progress.

4. Please set your KeepAliveInterval to a minimum of 30 seconds when taking this test. Over an iLink connection, submit 3 separate two-sided Mass Quote messages with a quantity of 850.
5. Receive and process a Mass Quote Acknowledgment and Execution Report - Trade Outright [39=2 (Filled)] message and detect a sequence gap.
6. Submit a Retransmit Request message to obtain all messages.
7. Receive and process an Execution Report - Trade Outright [39=2 (Filled)] message.
8. Submit a Sequence message.
9. Receive and process a Sequence message.
10. Submit a Sequence message.

 

On-Demand Format

1. To run a Processing Message Gaps of More than 2500 Messages for Mass Quote Systems with On-Demand Format 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 is in progress.

4. Please set your KeepAliveInterval to a minimum of 30 seconds when taking this test.Over an iLink connection, submit 3 separate two-sided Mass Quote messages with a quantity of 425.
5. Receive and process a Mass Quote Acknowledgment and Execution Report - Trade Outright [39=2 (Filled)] message and detect a sequence gap.
6. Submit a Retransmit Request message to obtain all messages.
7. Receive and process an Execution Report - Trade Outright [39=2 (Filled)] message.
8. Submit a Sequence message.
9. Receive and process a Sequence message.
10. Submit a Sequence message.