Binary Trade Reporting for Pre-Registered / On-Demand format

The purpose of this test is to verify the client system utilize repeating group NoOrderEvents [35=8, 39=1,2 (tag 1795)] for binary trade reporting.

If the customer application supports order entry, as indicated in the Interview, this test is mandatory.

1. To run the Binary Trade Reporting test:

1. Select a SenderComp from the drop-down and select ASSIGN if a SenderComp is not already assigned.
2. Select an Instrument from the drop-down menu, then click Select.
3. Select the START TEST button.

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

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.

4. Over an iLink connection, submit a Limit Order [35=D (tag 40-OrdType=2) (tag 59-TimeInForce=0, 3 or 4)] message with a quantity (tag 38-OrderQty) greater than 1000.
5. Receive and Process Execution Report - New Order message (35=8, 39=0).

6. Receive and process Execution Report - Trade Outright (35=8, 39=1,2) message, then enter the below values from the repeating groups received in the message:

• tag 1795-NoOrderEvents

First Order

• →1797-OrderEventExecID
• →1799-OrderEvenPx
• →1800-OrderEventQTY

Second Order

• →1797-OrderEventExecID
• →1799-OrderEventPx
• →1800-OrderEventQTY