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Receive Message Stream (MSGW)

The purpose of this test is to verify that your system can receive and process Execution Reports with a non-unique SessionID and similar message sequence numbers (i.e., same SessionID and MsgSeqNum for 2 different market segments).

Note: For this test, the source session sequence numbers will be reset to 1. Systems are expected to be logged in to both market segments concurrently to gather Execution Reports.

1. To run the Receive Message Stream (MSGW) test:

1. From the Contract drop-down, select the desired contract if the contract is not already locked.
2. Click the START TEST button.

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

3. Log in to market segment 99. Also log in to market segment 70 (for futures contracts) OR segment 60 (for options contracts).

4. Receive an encapsulated (35=n) message from market segment 99.
5. Receive an encapsulated message from market Segment 70 (for futures contracts) OR market segment 60 (for options contracts).
6. Receive an encapsulated Execution Report - Trade Correction from the same market segment as step 3.
7. Receive an encapsulated Execution Report - Trade Cancellation from the same market segment as steps 3 and 4.
8. Receive an encapsulated (35=n) message from market segment 99.
9. Receive an encapsulated Execution Report - Trade Correction from market segment 99.
10. Receive an encapsulated Execution Report - Trade Cancellation from market segment 99.
11. Confirm that your system successfully processed all segment messages with concurrent connections

Example of Encapsulated Message: (Multiple Messages)

The FIX payload is shown in bold below.

8=FIX.4.2|9=377|35=n|34=9152031|49=CMEGROUP|52=20130515-08:56:24.791|56=AT13301|212=300|
213=<RTRF>8=FIX.4.2|9=264|35=G|34=4574256|369=4574258|49=5CS852N|50=852|
52=20130515-06:00:04.128|56=CME|57=G|142=US,IL|1=TEST_TORNADO|11=5CSq4g1k8|21=1|37=991525447|
38=99|40=2|41=5CSq4ft04|44=80|54=1|55=0K|60=20130515-06:00:04.128|107=KRWM3 P0945|
167=OPT|204=0|1028=N|9702=4|9717=5CSq4fkec|10=151|</RTRF>|10=031|