Spread Complete Order Test

This test verifies that you can submit a spread Limit order and receive and process the Execution Report (Acknowledgment, Fill, Elimination, Correction, Bust) for a spread instrument.

Note: This test is required if you answered "Yes" to the Interview question, "Does your system support Spread instruments?"

1. To run a Spread Complete Order 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 is in progress.

3. Over an iLink connection, send a Limit order message for the selected spread dummy instrument.

4. Receive and process an Execution Report - Order Elimination message correctly.
5. Submit a Limit order message with a quantity of 1 for the selected spread dummy instrument.

6. Receive and process an Execution Report - Acknowledgment message correctly.

7. Verify that your system processed the Execution Report - Complete Fill message.

Enter the following tag values:

• Tag 39 OrdStatus
• Tag 31 LastPx
• Tag 38 OrderQty

8. Enter the tag 31-LastPx value to verify that your system processed the Execution Report - Complete Fill message for the first leg.

9. Enter the tag 31-LastPx value to verify that your system processed the Execution Report - Complete Fill message for the second leg.

10. Receive and process an Execution Report - Trade Cancellation (tag 35-MsgType=8, tag 39-OrdStatus=H) message for the spread and each leg.
11. Submit 4 separate Limit orders with a quantity of 1.
12. Receive and process 4 Execution Report - Complete Fill messages.
13. Verify that your system processed the Execution Report - Trade Correction (tag 35-MsgType=8, tag 39-OrdStatus=G) messages (some legs only) for the first set of Complete Fill messages.

Enter the following tag values:

• tag 19-ExecRefID
• tag 31-LastPx
• tag 527-SecondaryExecID

13. Verify that your system processed the Execution Report - Trade Correction messages (spread and some legs) for the second set of Complete Fill messages.

Enter the following tag values:

• tag 19-ExecRefID
• tag 31-LastPx
• tag 527-SecondaryExecID

14. Confirm that your system processed 3 separate Execution Report - Trade Correction messages (spread and all legs) for the third set of Execution Report - Complete Fill messages.
15. Confirm that your system processed 2 separate Execution Report - Trade Correction messages (legs only) for the fourth set of Execution Report - Complete Fill messages.