AutoCert+ iLink 2.x
User Manual
October 6, 2022

Disclaimer

Neither futures trading nor swaps trading are suitable for all investors, and each involves the risk of loss. Swaps trading should
only be undertaken by investors who are Eligible Contract Participants (ECPs) within the meaning of Section 1a(18) of theCommodity Exchange Act. Futures and swaps each are leveraged investments and, because only a percentage of a contract’s
value is required to trade, it is possible to lose more than the amount of money deposited for either a futures or swaps
position. Therefore, traders should only use funds that they can afford to lose without affecting their lifestyles and only aportion of those funds should be devoted to any one trade because traders cannot expect to profit on every trade. All
examples discussed are hypothetical situations, used for explanation purposes only, and should not be considered investment
advice or the results of actual market experience.
CME Group, the Globe Logo and CME are trademarks of Chicago Mercantile Exchange Inc. CBOT is a trademark of the Board ofTrade of the City of Chicago, Inc. NYMEX is a trademark of New York Mercantile Exchange, Inc. COMEX is a trademark ofCommodity Exchange, Inc. All other trademarks are the property of their respective owners.
The information within this manual has been compiled by CME Group for general purposes only. CME Group assumes noresponsibility for any errors or omissions. Additionally, all examples in this manual are hypothetical situations, used for
explanation purposes only, and should not be considered investment advice or the results of actual market experience. All
matters pertaining to rules and specifications herein are made subject to and are superseded by official CME, CBOT and NYMEX
rules. Current rules should be consulted in all cases concerning contract specifications.
Copyright © 2023 CME Group Inc. All rights reserved.

Table of Contents

Table of Contents
Getting Started
What's New
The Interview
Tests 1-4
Order Type Tests
Outright Complete Order
Market Limit Order
Market Order
Stop Limit Order
Stop Order
Give Up Order
Spread Complete Order Test
Cancel Tests
Multiple Cancel Replace
Cancel/Replace with IFM
Quote Request
Tests 5-9
Order Mass Action Request Tests
Order Mass Action Request by Market Segment ID
Order Mass Action Request by Instrument Group
Order Mass Action Request by Instrument
Order Mass Status Request Tests
Order Mass Status Request for All Working Orders
Order Mass Status Request for all Working Orders for an Instrument Group
Order Mass Status Request for all Working Orders for an Instrument
Support MOSR Functionality for a Particular Market Segment
Order Management Tests
Manage Order Lifetime
Manage Minimum Quantity
Manage Maximum Quantity Display
Manage Maximum Quantity Display with Cancel-Replace
Manage Route-ThroughAdditional Processing
Processing Rejects
Process Additional Tags
Process Additional Tags (Mass Quote)
Session Management Tests
Logon Tests
Logon Process
Beginning of Week Logon
Logon Process Mid Week
Mid-Week Key Rotation (CGW)
Verify Test Request Procedure Methodology
In-Session Sequence ResetUser Manual - 3 -

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Table of Contents

Tests 10-12
Sequencing Tests
Introduction to Sequencing Tests
Detect a Gap and Receive a Gap Fill
Respond to Resend Request
Respond to Resend Request (Mass Quotes)
Bi-Directional Resend Request
Bi-Directional Resend Request for Mass Quotes
Bi-Directional Sequence Reset - Gap Fill
Bi-Directional Sequence Reset - Gap Fill for Mass Quotes2
Receiving and Processing Multiple Gaps
Receiving and Processing Multiple Gaps (Mass Quote)
Processing Message Gaps of More than 2500 Messages
Cross Message Tests
Request for Cross Message (Equity)
Request for Cross Message (non-Equity)
Request for Cross Rejection
Manual Order Indicator Tests
Manual Order Indicator for Manual System
Manual Order Indicator for ATS System
Manual Order Indicator for Semi Automated System
Test-13-17
CGW Tests
iLink CGW - Logon Message with Primary Enforcement
iLink CGW - Process Real-Time Messages During a Resend Response from CME
GlobexiLink CGW - Failover from Primary to Backup Components
iLink CGW - Failover from Primary to Backup Components for Mass Quoting Systems
Mass QuoteTests
Mass Quote Submission
Modify Quote Price and Quantity
Cancellation
Quote Cancellation (Instrument Level)
Quote Cancellation (Instrument Group Level)
Quote Cancellation (Cancel All Quotes)
Quote Cancellation (Quote Set ID Level)
Unsolicited Quote Cancellations
Mass Quote Protection
Mass Quote New Quote Fill Protection
Mass Quote Execution Protection
Mass Quote Traded Quantity Protection
Mass Quote Buy/Sell Protection
Manual Order Indicator (Mass Quote)
Manual Order Indicator for Manual System (Mass Quote)
Manual Order Indicator for ATS System (Mass Quote)
Manual Order Indicator for Semi Automated System (Mass Quote)
UDS Tests- 4 - User Manual

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Table of Contents

Create a Combo Option Contract and Send an Order on the New Contract
Create a Combo Option Contract and Send a Mass Quote on the New Contract
Create a Covered Option Contract and Send an Order on the New Contract
Create a Covered Option Contract and Send a Mass Quote on the New Contract
Process a Business-Level Reject Message
Process a Security Definition Reject in Response to a Security Definition Request
Send an Order on a UDS Instrument Created by Another Application
Send a Mass Quote Message on One or More UDS Contracts
Create a Recursive UDS Contract and Send an Order on the New Contract
Create a Recursive UDS Contract and Send a Mass Quote on the New Contract
Create a Recursive UDS Contract
Committed Cross Tests
Committed Cross (C-Cross) Order Submission
Committed Cross (C-Cross) Rejection

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AutoCert+ iLink 2.x

Getting Started
The AutoCert+ tool is an automated testing tool for validating application functionality. It provides an easy-to-use web interface
for walking through CME Group certification scenarios.
To facilitate the process of connecting a customer application to CME Globex, CME Group provides a dedicated certification
environment to allow customers to test their systems before they complete certification.
The following apply to each iLink test case:ll

The book is clear at the beginning of each test.
AutoCert+ selects dummy instruments based on the product type selected from the Select a Contract field dropdown list.

lAfter the instrument is selected, the instrument is locked until the test is completed.

l

If you submit an incorrect response to any question in a test case, you must repeat the test case from the beginning.

l

For partial or complete fills, assume CME Group creates the appropriate orders in the book.

l

For all inbound messages, tag 60-TransactTime must include milliseconds in the following format: HH:MM:SS.sss, suchas 10:00:29.714.

lAutoCert+ validates tag 167-SecurityType on inbound messages where it is required.

l

AutoCert+ requires that tag 1-Account be included in all Order Cancel Request Tag 35-MsgType=F messages.

To run and navigate AutoCert+:
1. Log into the automated certification tool.
2. Review general AutoCert+ test suite navigation and general interview information.
3. Complete the Interview for this test suite.
4. Complete applicable test cases.
5. Complete the certification process from the Post Certification tab.

- 6 - User ManualAutoCert+ iLink 2.x

What's New
The list below illustrates the updates made to the AutoCert+ iLink 2.x Help system.
Date

Topic

Description

6 Oct 2022

FormatWebsite and PDF format changes only

19 Oct 2021

All

Updated message specification links.

11 Mar 2021

Removed MSGW test topics.

Interview

Updated screenshot.

30 Apr 2019

Receiving and Processing Multiple
Gaps

Updated screenshot and steps.

29 Mar 2019

Receiving and Processing Multiple
Gaps
Spread Complete Order Test

Updated topics.

22 Feb 2019

Added new test.
iLink CGW - Process Real-Time Messages During a Resend Response fromCME Globex
iLink MSGW - Process Real-Time Mes- Updated screenshot and test name.
sages During a Resend Response fromCME Globex

28 Jan 2019

Updated screenshot.
Process Sequence Streams Based on
Session and Market Segment

05 Apr 2018

iLink CGW - Mid-Week Key Rotation

Added new topics.

iLink MSGW - Mid-Week Key Rotation

23 Feb 2018

Added notes about CME Globex API Secure
Logon and fault tolerance.

Support MOSR Functionality for a Par- Updated main screenshot.
Updated steps 3 and 5.
ticular Market Segment
Moved to Mass Order Status Tests section.
Order Mass Action Request by Market Segment ID

Moved test topics from Mass Order Cancel
Tests chapter to new Order Mass Action
Request Tests chapter.

Order Mass Action Request by Instrument Group
Order Mass Action Request by Instru-

User Manual - 7 -AutoCert+ iLink 2.x
Date

Topic

Description

ment

16 Feb 2018

Order Mass Status Request Tests

Changed "Action" to "Status" in test names
and replaced screenshots.

CGW Failover Tests

Added new CGW Failover Tests chapter.

Spread Complete Order Test

Updated main screenshot.
Updated steps 3 and 5.

09 Feb 2018

Spread Complete Order Test

Added steps for trade correction and cancellation.

18 Jan 2018

FormatChanged format to comply with new CME
standards. Content is the same.

13 Oct 2017

Order Mass Action Request for All
Working Orders

Updated screenshot and step 3.

21 Aug 2017

All

Initial release.

- 8 - User ManualAutoCert+ iLink 2.x

The Interview
The interview consists of a series of questions about your trading application. Based on your responses, certain tests are
required and others are optional. You must complete the pre-certification interview before running the test cases.
To complete the interview process:Answer each question and click the" Complete" button when finished.

User Manual - 9 -AutoCert+ iLink 2.x

Tests 1-4
Tests 1-4 include the following:lOrder Type Testsl

Spread Complete Order Testl

Cancel Testsl

Quote Request Test

Order Type Tests
Order Type tests include the following:l

Outright Complete OrderlMarket Limit OrderlMarket OrderlStop Limit OrderlStop OrderlGive Up Order

Outright Complete Order
This test verifies that you can submit a Limit order and receive and process Execution Reports for Acknowledgment, Fill,
Cancellation and Order Elimination for an outright instrument.
Note: This test is mandatory.

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To run an Outright 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. Submit a Limit Day order with a quantity greater than one for the instrument.
4. Select "Yes" or "No" to indicate whether or not your system processed the following messages:lExecution Report - Confirmation/Acknowledgmentl

Execution Report - Partial Fill

3. Enter the tag 31-LastPx value to verify that your system received the Execution Report - Trade Correction message.

4. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report - Trade Cancellation
message.
5. Submit a Limit Day order for any quantity on this instrument.
6. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report - Order Elimination
message.

User Manual - 11 -

AutoCert+ iLink 2.x

Market Limit Order
This test verifies that you can submit and cancel a Market Limit order for an outright instrument.
Note: This test is mandatory if you selected market "Limit Order" in response to the Interview question, "Which ordertypes does your system support?"

To run a market-limit 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 process is in progress.
3. Submit a Market-Limit Day order message with a quantity greater than 1 for the instrument.
4. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report - Confirmation/Acknowledgment message correctly.
5. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report - Fill Notice message.

- 12 - User ManualAutoCert+ iLink 2.x
6. Submit an order to cancel the remaining quantity left on the original order submitted.
7. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report - Order Cancellation
message.

Market Order
This test verifies that you can submit and cancel a Market order for an outright instrument.
Note: This test is mandatory if you selected "Market Order" in response to the Interview question, "Which order types
does your system support?"

To run a market 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 process is in progress.
3. Submit a Market Day order with a quantity greater than 1 for the instrument.
4. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report - Acknowledgment
message correctly.
5. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report - Fill message correctly.
6. Cancel the remaining quantity left on the original order.
7. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report - Order Cancellation
message correctly.

Stop Limit Order
This test verifies that you can submit and cancel a Stop Limit order and receive and process Execution Reports for
Acknowledgment and Fill messages for an outright instrument.

User Manual - 13 -

AutoCert+ iLink 2.x
Note: This test is mandatory if you selected "Stop Limit Order" in response to the question, "Which order types does
your system support?" in the Interview.

To run a stop-limit 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 process is in progress.
3. Submit a Stop-Limit Day order with a quantity greater than 1 for the instrument.
4. Select "Yes" or "No" to indicate whether or not your system processed the first Execution Report - Acknowledgment message correctly.
5. Select "Yes" or "No" to indicate whether or not your system processed the second Execution Report - Acknowledgment message when the stop price triggered correctly.
6. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report - Fill (35=8, 39= 1 (Partial Fill) message correctly.
7. Submit a Cancel message for the remaining quantity left on the original order.

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8. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report - Order Cancellation
message correctly.

Stop Order
This test verifies that your system can submit and cancel a Stop order for an outright instrument.
Note: This test is mandatory if you selected "Stop Order" in response to the Interview question, "Which order type does
your system support?"

To run a stop 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 process is in progress.
3. Submit a Stop Order with a quantity greater than 1 for the instrument.
4. Select "Yes" or "No" to indicate whether or not your system processed the first Execution Report - Acknowledgment message correctly.
5. Select "Yes" or "No" to indicate whether or not your system processed the second Execution Report - Acknowledgment message when the stop price is triggered correctly.
6. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report - Fill [35=8, 39=1 (Partial Fill)] message correctly.
7. Submit an Order Cancel Request message for the remaining quantity left on the original order submitted.
8. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report - Order Cancellation
Acknowledgment message correctly.

User Manual - 15 -

AutoCert+ iLink 2.x

Give Up Order
This test verifies that your system can submit a Give Up order.
Note:This test is mandatory if you selected "Yes" in response to the question, "Does your system support Give Up
Orders?" in the Interview.

To run a give up 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 process is in progress.
3. Submit a Limit order, populating tag 9707-GiveUpFirm and tag 9708-CmtaGiveupCD, over an iLink connection.
4. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report - Confirmation/Acknowledgment message correctly.
5. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report - Fill Notice [35=8,
39=1 (Partial Fill)] message correctly.

- 16 - User ManualAutoCert+ iLink 2.x

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?"

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:lTag 39 OrdStatusl

Tag 31 LastPxl

Tag 38 OrderQty

User Manual - 17 -

AutoCert+ iLink 2.x

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

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

10. Receive and process an Execution Report - Trade Cancellation (tag 35-MsgType=8, tag 39-OrdStatus=H) message forthe 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:ltag 19-ExecRefIDltag 31-LastPxltag 527-SecondaryExecID

13. Verify that your system processed the Execution Report - Trade Correction messages (spread and some legs) for thesecond set of Complete Fill messages.
Enter the following tag values:ltag 19-ExecRefIDltag 31-LastPxltag 527-SecondaryExecID- 18 - User ManualAutoCert+ iLink 2.x

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.

User Manual - 19 -

AutoCert+ iLink 2.x

Cancel Tests
Cancel tests include the following:lMultiple Cancel Replacel

Cancel Replace with IFM

Multiple Cancel Replace
This test verifies that you can submit an order and then modify it several times (price, quantity) with and without changing its
priority in the book.

To run a multiple cancel replace test:
1. From the Contract drop-down, select the desired contract if the contract is not already locked.
2. Click the "START TEST" button.

- 20 - User ManualAutoCert+ iLink 2.x
Note: DO NOT select the "START TEST" button once the test process is in progress.
3. Submit a Limit Day order for the instrument.
4. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report - Confirmation/Acknowledgment message correctly.
5. Submit an Order Cancel/Replace Request with an adjusted quantity for the instrument.
6. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report - Modification Acknowledgment message correctly.
7. Submit an Order Cancel/Replace Request with an adjusted price for the instrument.
8. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report - Modification Acknowledgment message correctly.
9. Submit an Order Cancel/Replace Request with an adjusted quantity and price for the instrument.
10. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report - Modification/Acknowledgment message correctly.
11. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report - Fill Notice message
correctly.

Cancel/Replace with IFM
This test verifies that you can submit an order and then modify only the quantity several times with IFM.
Note: This test is mandatory if you selected "Yes" in response to the Interview question, "Does your system support
Cancel Replace with In-Flight Mitigation (IFM) functionality?"

To run a cancel replace with IFM test:

User Manual - 21 -

AutoCert+ iLink 2.x
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. Submit a Limit Day order with a quantity greater than one hundred for the instrument.
4. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report - Confirmation/Acknowledgment message correctly.
5. Enter the price and the remaining quantity from the Execution Report - Partial Fill Notice message for the executedorder.

6. Submit an Order Cancel/Replace Request with an increase in quantity for the instrument.
7. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report – Modification Acknowledgment message correctly.
8. Enter the value from tag 151-LeavesQty from the Execution Report - Fill Notice message.

9. Submit an Order Cancel/Replace Request for the instrument, decreasing the quantity by 2.
10. Select "Yes" or "No" to indicate whether or not your system received an Execution Report - Fill Notice.
11. Select "Yes" or "No" to indicate whether or not your system received an Order Cancel Reject message.

Quote Request
This test verifies that you can submit a Quote Request and receive and process the Quote Acknowledgment and RFQ Market
Data messages.

- 22 - User ManualAutoCert+ iLink 2.x

To run a quote request 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. Submit a Quote Request (35=R) message for the instrument.
4. Select "Yes" or "No" to indicate whether or not your system processed the Quote Request - Acknowledgment(35=b) and the Quote Request (35=R) market data message.

User Manual - 23 -

AutoCert+ iLink 2.x

Tests 5-9
Tests 5-9 include the following:l

Mass Order Status Testsl

Order Management Testsl

Additional Processing Testsl

Session Management Tests- 24 - User ManualAutoCert+ iLink 2.x

Order Mass Action Request Tests
Order Mass Action Request tests include the following:lOrder Mass Action Request by Market Segment IDlOrder Mass Action Request by Instrument Groupl

Order Mass Action Request by Instrument

Order Mass Action Request by Market Segment ID
This test verifies that you can submit an Order Mass Action Request (35=CA) message to cancel working orders by market
segment ID.

To run an Order Mass Action Request by Market Segment ID 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. Over an iLink connection, send 3 Limit Day order messages for the selected dummy instrument.
4. Recieve an Execution Report - Acknowledge message for each Limit Day order message.
5. Send an Order Mass Action Request (35=CA) by market segment ID message.
6. Receive and process an Order Mass Action Report (35=BZ) - AcceptedEnter the following tag values:ltag 1300-MarketSegmentIDltag 1374-MassActionScopeltag 1375 MassActionResponse

User Manual - 25 -AutoCert+ iLink 2.x

Order Mass Action Request by Instrument Group
This test verifies that you can submit an Order Mass Action Request (35=CA) message to cancel working orders by
instrument group.

To run an Order Mass Action Request by Instrument Group 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. Over an iLink connection, send the following messages and receive the appropriate responses:lLimit Dayl

Execution Report - Acknowledgment

4. Send an Order Mass Action Request (35=CA) by instrument group message.
5. Verify that your system received and processed the Order Mass Action Report (35=BZ) - Accepted message.
Enter the following tag valuesltag 1374-MassActionScopeltag 1375-MassActionResponse- 26 - User ManualAutoCert+ iLink 2.x

6. Send the following message and receive the appropriate response:l

Order Cancel/Replace RequestlExecution Report - Modification Acknowledgment

Order Mass Action Request by Instrument
This test verifies that you can submit an Order Mass Action Request (35=CA) message to cancel working orders by
instrument.

To run an Order Mass Action Request by Instrument 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. Over an iLink connection, send the following messages and receive the appropriate responses:lLimit Dayl

Execution Report - Acknowledgment

User Manual - 27 -

AutoCert+ iLink 2.x
4. Send an Order Mass Action Request (35=CA) by instrument.
5. Verify that your system received and processed the Order Mass Action Report (35=BZ) - Accepted message.
Enter the following tag values:ltag 1374-MassActionScopeltag 1375-MassActionResponse

5. Send the following message and receive the appropriate response:l

Order Cancel/Replace RequestlExecution Report - Modification Acknowledgment- 28 - User ManualAutoCert+ iLink 2.x

Order Mass Status Request Tests
Order Mass Status Request tests include the following:lOrder Mass Status Request for All Working Ordersl

Order Mass Status Request for all Working Orders for an Instrument Groupl

Order Mass Status Request for all Working Orders for an InstrumentlSupport MOSR Functionality for a Particular Market Segment

Order Mass Status Request for All Working Orders
This test verifies that you can submit an (Order Mass Status Request (tag 35-MsgType=AF) and receive an Order Status
Request Acknowledgment (35-8, 150-I) to obtain a status for all working orders.

To run an Order Mass Action Request for all working orders:
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. Over an iLink CGW connection, submit a Limit Day order message for the selected instrument.
4. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report - Acknowledgment

message.
5. Submit a Limit Day order for a different instrument from step 1.
6. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report - Acknowledgment message.

User Manual - 29 -

AutoCert+ iLink 2.x

7. Submit an Order Mass Action Request for all working orders (35=AF).
8. Enter the values from the following tags to confirm that your system received and processed the Exec Rep - 35=8, 150
message.
l
Tag 39-OrdStatusl
Tag 912-LastRptRequestedl
Tag 584-MassStatusReqID

Order Mass Status Request for all Working Orders for an Instrument Group
This test verifies that you can submit an (Order Mass Status Request (tag 35-MsgType=AF) and receive an Order Status
Request acknowledgment (35-8, 150-I) when requesting the current state of all working orders for an instrument group.

To run an iLink Order Mass Action Request for all working orders for an instrument group 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. Submit a Limit Day order message for the selected instrument.
4. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report - Acknowledgment

message.

- 30 - User ManualAutoCert+ iLink 2.x
5. Submit a Limit Day order for a different instrument in the same instrument group as the order from step 1 (on the
AutoCert+ screen).
6. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report - Acknowledgment message.

7. Submit an Order Mass Action Request (35=AF) message by instrument group for the instrument groups from step 1.
8. Enter the values from the following tags to confirm that your system received and processed the Exec Rep - 35=8, 150
message.
l
Tag 39-OrdStatusl
Tag 912-LastRptRequestedl
Tag 584-MassStatusReqID

Order Mass Status Request for all Working Orders for an Instrument
This test verifies that you can submit an iLink Order Mass Status Request (tag 35-MsgType=AF) and receive an Order Status
Request Acknowledgment (35-8, 150-I) when obtaining a status for all working orders for an instrument.

To run an iLink Order Mass Action Request for all Working Orders for an Instrument 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.

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3. Submit a Limit Day order message for the selected instrument.
4. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report - Acknowledgment

message.
5. Submit a second Limit Day order for the same instrument from step 1 (on the AutoCert+ screen).
6. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report - Acknowledgment message.
7. Submit an Order Mass Action Request (35=CA) message for all working orders for an instrument.

8. Enter the values from the following tags to confirm that your system received and processed received and processed
the Exec Rep - 35=8, 150 message.
l

Tag 39-OrdStatusl

Tag 912-LastRptRequestedl

Tag 584-MassStatusReqID

Support MOSR Functionality for a Particular Market Segment
The purpose of this test is to verify that your system can submit an Order Mass Status Request (35=F) message and receive
Order Status Request Acknowledgment (35=8,150=i) messages when obtaining the statuses for all working orders for a
specific market segment.

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To run a Support MOSR Functionality for a Particular Market Segment 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. Over an iLink connection, submit a Limit Day order [New Order (35=D)] for the selected instrument on segment 99.
4. Select Yes or No to indicate whether or not your system properly received and processed the Execution Report Confirmation/Acknowledgment.

5. Using the same instrument, submit a second Limit Day order [New Order (35=D)] for the selected instrument on segment 99.
6. Select Yes or No to indicate whether or not your system properly received and processed the Execution Report - Confirmation/Acknowledgment.

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7. Submit an Order Mass Status Request (35=AF) message with tag 585-MassStatusReqType=100 (Market Segment) for
all orders for a specific market segment. Receive the following messages.
lOrders Status Request Acknowledgment (35=8,150=I) for the first orderl

Orders Status Request Acknowledgment (35=8,150=I) for the second order- 34 - User ManualAutoCert+ iLink 2.x

Order Management Tests
Order Management tests include the following:lManage Order LifetimelManage Minimum QuantitylManage Maximum Quantity DisplaylManage Maximum Quantity Display with Cancel/ReplacelRoute-ThroughManage Order Lifetime
This test verifies that your system can submit orders and process corresponding responses for each eligible TimeInForce.
Note: The required steps will vary based on your responses to the question, "What order qualifiers will your system
support?" in the Interview.

To run a Manage Order Lifetime test:

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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.
For the GTC qualifier:
3. Submit a Limit GTC order for the instrument with a quantity greater than 1.
4. Select "Yes" or "No" to indicate whether or not your system processed the following messages:lExecution Report - Confirmation/Acknowledgmentl

Execution Report - Fill Notice [39=1 (Partial Fill)]

For the GTD qualifier:5. For the GTD qualifier, submit a Limit GTD order with a quantity greater than 1.
6. Select "Yes" or "No" to indicate whether or not your system processed the following messages:lExecution Report - Acknowledgmentl

Execution Report - Fill Notice [39=2 (Complete Fill)] message correctly.

For the FAK qualifier:
7. Submit a Limit FAK order.
8. Select "Yes" or "No" to indicate whether or not your system processed the following messages:lExecution Report - Confirmation/Acknowledgmentl

Execution Report - Order Elimination (sent because there is nothing to match in the book.)

9. Submit a Limit FAK order.
10. Select "Yes" or "No" to indicate whether or not your system processed the following messages:lExecution Report - Confirmation/Acknowledgmentl

Execution Report - Fill Notice

11. Submit a Limit FAK order for the instrument with a quantity greater than 1.
12. Select "Yes" or "No" to indicate whether or not your system processed the following messages:lExecution Report - Confirmation/Acknowledgmentl

Execution Report - Fill Notice [39=1 (Partial Fill)]l

Execution Report - Trade Cancellation (for the quantity that was not filled.)

Manage Minimum Quantity
This test verifies that you can submit an order with a Minimum Quantity in various Fill and Kill (FAK) order scenarios.
Note: This test is mandatory if you selected "Yes" in response to the question, “Does your system support Minimum
Quantity functionality?" and "Fill and Kill" for the question, "What order qualifiers will your system support?" in the Interview.
Note: This test is optional if you selected "No" in response to the question, “Does your system support Minimum
Quantity functionality?" or if you DID NOT select "Fill and Kill" for the question, "What order qualifiers will your system
support?" in the Interview.

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To run a minimum quantity 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. Submit a Limit FAK order for the instrument with a minimum quantity value.
4. Select "Yes" or "No" to indicate whether or not your system processed the following messages:lExecution Report - Confirmation/Acknowledgmentl

Execution Report – Order Elimination (sent because there is nothing in the book to match.)

5. Submit a Limit FAK order for the instrument with a minimum quantity value.
6. Select "Yes" or "No" to indicate whether or not your system processed the following messages:lExecution Report - Confirmation/Acknowledgment.

lExecution Report - Fill NoticeManage Maximum Quantity Display
This test verifies that you can submit an order with Maximum Quantity Display (tag 210-MaxShow) used in different scenarios(multiple partial fills greater and smaller than MaxShow, with and without cancel/replace).
Note: This test is mandatory if the customer selected "Yes" in response to the question "Does your system support
Maximum Quantity Display functionality?" in the Interview.

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To run a maximum quantity display 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. Submit a Limit Day order with a quantity greater than 4 and a maximum quantity (tag 210-MaxShow) greater than 2
for the instrument.
4. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report - Confirmation/Acknowledgment message correctly.
5. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report - Fill Notice [39=1 (Partial Fill)] message correctly.
6. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report - Fill Notice [39=2 (Complete Fill)] message correctly.

Manage Maximum Quantity Display with Cancel-Replace
This test verifies that you can submit an order with Maximum Quantity Display (tag 210-MaxShow) used in various scenarios(multiple partial fills greater and smaller than MaxShow, with and without cancel/replace).

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To run a maximum quantity display with cancel-replace 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. Submit a Limit Day order with a quantity greater than four with a maximum quantity greater than two for the instrument.
4. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report - Confirmation/Acknowledgment message correctly.
5. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report - Fill Notice message
correctly.
6. Submit an Order Cancel/Replace Request increasing both the quantity and tag 210-MaxShow value for the instrument.

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AutoCert+ iLink 2.x
7. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report - Modification Acknowledgment message correctly.
8. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report - Fill Notice message correctly.
9. Submit an Order Cancel/Replace Request decreasing the tag 210-MaxShow value.
10. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report - Modification/Acknowledgment message correctly.
11. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report - Fill Notice message correctly.

Manage Route-ThroughRoute-through functionality allows firms to submit orders for clients as well as other clearing members for whom the firm isauthorized to do business. This is done by changing the Firm within tag 49-SenderCompID to one that is assigned by anotherfirm.
This test verifies that you can manage orders which includes alternate submission of orders, cancel replace and cancels fromdifferent FirmIDs for the same session ID.
Note: This test is mandatory if you selected "Yes" in response to the question, "Does your system support Route-Throughfunctionality?" in the Interview.

To run a route-through test:- 40 - User ManualAutoCert+ iLink 2.x
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. Submit a Limit order with a quantity greater than 1 using Firm ID #1 (tag 49-SenderCompID).
4. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report - Confirmation/Acknowledgment message correctly.
5. Submit a Limit Order with a quantity greater than 1 using a different Firm ID .
Note: This order must have a different firm ID in tag 49-SenderCompID than the first order to pass this step, forexample, ABC123 and ABC456.
6. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report - Confirmation/Acknowledgment message correctly.

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Additional Processing
Additional Processing tests include the following:l

Processing Rejectsl

Process Additional Tagsl

Process Additional Tags (Mass Quote)

Processing Rejects
This test verifies that you can receive and process various reject messages.
Note: This test is mandatory.

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To run a processing rejects 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. Submit a Limit order for the instrument.

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4. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report - Reject message correctly.
5. Submit a Limit order for the instrument.
6. Select "Yes" or "No" to indicate whether or not your system processed the Session Level Reject message correctly.
7. Submit a Limit order for the instrument.
8. Select "Yes" or "No" to indicate whether or not your system processed the Business Level Reject message correctly.
9. Submit a Limit order for the instrument.
10. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report - Confirmation/Acknowledgment message correctly.
11. Submit an Order Cancel Request for the order placed in step 7 on the AutoCert + screen.
12. Select "Yes" or "No" to indicate whether or not your system processed the Order Cancel Reject message correctly.
13. Submit an Order Cancel/Replace Request for the order placed in step 7 on the AutoCert + screen.
14. Select "Yes" or "No" to indicate whether or not your system processed the Order Cancel Reject message correctly.
15. Submit a Heartbeat message.

Process Additional Tags
The test verifies that you can receive and process messages containing tags that are not part of the iLink specifications, but arepart of the FIX specifications.

To run a process additional tags test:
1. From the Contract drop-down, select the desired contract if the contract is not already locked.
2. Click the "START TEST" button.

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Note: DO NOT select the "START TEST" button once the test process is in progress.
3. Submit a Limit order for the instrument.
4. Enter the values from the following tags to confirm that your system received and processed the Execution Report Confirmation/Acknowledgment message.
lAdditional tag 61lAdditional tag 106

5. Enter the values from the following tags to confirm that your system received and processed the Execution Report Fill Notice message.
lAdditional tag 61lAdditional tag 106

Process Additional Tags (Mass Quote)
The test verifies that you can receive and process messages containing tags that are not part of the iLink specifications, but arepart of the FIX specifications.

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To run a process additional tags (mass quote) 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. Submit a two-sided Mass Quote (35=i) message.
4. Receive and process a Quote Acknowledgment (35=b) message.
5. Receive and process an Execution Report - Fill Notice (35=8) message.

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Session Management Testsl

Logon Testsl

Logon Processl

Beginning of Week Logonl

Logon Process Mid Weekl

Verify Test Request Procedure/MethodologylIn-Session Sequence Reset

Logon Tests
Logon tests consist of the following:l

Logon Processl

Beginning of Week Logonl

Logon Process Mid Weekl

Mid-Week Key Rotation (CGW)

Logon ProcessThis test verifies that your system can connect to the CME Group system after the beginning of the week logon and maintainthe correct inbound and outbound sequencing numbers. This test also verifies that:l

The client system clock is synchronized with the CME Group clock.

l

The client system can receive and process a delayed Logon Confirmation message.
Note: This test is mandatory for all customers.

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To run a logon process 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. Submit a Logon (35=A) message.
Note: Messages sent before the Logon Confirmation (35=A) message is sent will cause the test to fail.
4. Receive and process a Logon Confirmation (35=A) message.
5. CME Group sends a Test Request (35=1) message.
6. Submit a Heartbeat (35=0) message.
Note: If Tag 112-TestReqID in the Heartbeat message is not identical to Tag 112-TestReqID in the Test Request
message, the issue must be resolved and you must restart the test.

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7. Submit a Logout (35=5) message.
8. Receive and process a Test Request (35=1) message.
9. Submit a Heartbeat (35=0) message.

Beginning of Week Logon
The Beginning of Week Logon test verifies that your system can logon to the CME Group system at the beginning of the week
and maintain the correct inbound and outbound sequence numbers (tag 34-MsgSeqNum).
Note: This test is mandatory for all client systems.

To run a Beginning of Week Logon 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. Submit a Logon (tag 35-MsgType=A) message with a sequence number (tag 34-MsgSeqNum) greater than 1.
4. Select "Yes" or "No to indicate whether or not your system received and processed a Logout Confirmation (35=5)
message with tag 789-NextExpectedMsgSeqNum.
Note: There should only be ONE logon attempt up to this point in the test. If more than one logon attempt ismade by the client system, the test will be failed.
5. Submit a Logon (35=A) message using the proper sequence number (tag 34-MsgSeqNum).
Note: If more than one logon attempt is made by the client system, the test will be marked as failed.

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6. Select "Yes" or "No to indicate whether or not your system received and processed a Logon Confirmation (35=A)
message.
7. Select "Yes" or "No to indicate whether or not your system received and processed a Test Request (35=1) message.
8. Submit a Heartbeat (35=0) message.

Logon Process Mid Week
The Logon Process Mid Week test verifies that your system can connect to the CME Group system during the week andmaintain the correct inbound and outbound sequence numbers (tag 34-MsgSeqNum).
Note: This test is mandatory for all client systems.

To run a logon process 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. Submit a Logon (tag 35-MsgType=A) message .
4. Select "Yes" or "No to indicate whether or not your system received and processed a Logout Confirmation (35=5)
message with tag 789-NextExpectedMsgSeqNum.
Note: There should only be ONE logon attempt up to this point in the test. If more than one logon attempt ismade by the client system, the test will be failed.
5. Submit a Logon (35=A) message using the proper sequence number (tag 34-MsgSeqNum).

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Note: If more than one logon attempt is made by the client system, the test will be marked as failed.
6. Select "Yes" or "No to indicate whether or not your system received and processed a Logon Confirmation (35=A)
message.
7. Select "Yes" or "No to indicate whether or not your system received and processed a Test Request (35=1) message.
8. Submit a Heartbeat message.

Mid-Week Key Rotation (CGW)This test verifies that the client system can properly logon to the CME system using the security enhancement functionality withkey rotation. You will need two valid keys to complete this test.

To complete the Mid-Week Key Rotation (CGW) test:
1. Select an iLink CGW SenderComp from the drop-down and click ASSIGN if a SenderComp is not already assigned.

2. Click Start Test to begin.
Note: DO NOT select the "START TEST" button once the test is in progress.

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3. Over an iLink connection, submit a Logon (35=A) message.
Note: Messages sent before the Logon Confirmation (35=A) message is sent will cause the test to fail.
4. Receive and process a Logon Confirmation (35=A) message.
5. Receive and process a Test Request (35=1) message.
6. Submit a Heartbeat (35=0) message.
Note:If Tag 112-TestReqID in the Heartbeat message is not identical to Tag 112-TestReqID in the Test Request
message, the issue must be resolved and you must restart the test.
7. Submit a Logout (35=5) and process a Logout Confirmation (35=5).
8. Submit a Logon (35=A) message using a different set of secure key pairs other than the ones used in step 1.
9. Receive and process a Logon Confirmation (35=A) message.
Note: Client systems with Cancel on Disconnect (COD) or Mass Quote functionality enabled may send 1 Resend

Request (35=2) message to have any missed messages resent.
10. Receive and process a Test Request (35=1) message.
11. Submit a Heartbeat message.

Verify Test Request Procedure Methodology
This test verifies that your system reacts correctly during an interruption of service with CME Group.
Note: This test is mandatory for all customers.

To run a verify test request procedure/methodology test:
1. From the Contract drop-down, select the desired contract if the contract is not already locked.
2. Click the "START TEST" button.

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Note: DO NOT select the "START TEST" button once the test process is in progress.
3. Submit a Heartbeat (35=0) message.
4. Submit a Test Request (35=1) message.
5. Submit another Test Request message.
6. Submit a Logout (35=5) message.
Note: This test will create a sequence number gap that could interfere with the logon process for your next test.

In-Session Sequence ResetThis test verifies that your system is capable of initiating a sequence number reset during an existing FIX session. Your system
must submit a Test Request message before resetting the sequence numbers in order to verify that it is synchronized with CMEGroup. Inbound and outbound sequence numbers have not been reset.
Note: This test is optional for all customers.

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To run an in-session sequence reset 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. Submit a Test Request (35-MsgType=1) message.
4. Select "Yes" or "No to indicate whether or not your system received and processed the Heartbeat (35=0) message.
5. Submit a Logon message requesting a sequence number reset.
6. Select "Yes" or "No to indicate whether or not your system received and processed a Logon Confirmation message.
7. Select "Yes" or "No to indicate whether or not your system received and processed a Test Request message (35=1,34=2).
8. Submit a Heartbeat (35=0) message.

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Tests 10-12
Tests 10-12 include the following:lSequencing Testsl

Cross Message Testsl

Manual Order Indicator Tests

Sequencing Tests
This section contains information on the Sequencing Tests.

Introduction to Sequencing Tests
The Sequence Tests focus on managing message sequence numbers. These tests determine if your system can determine a gap
and receive a gap fill, respond to resend requests, receive and process multiple gaps, manage more than 2500 messages andreset sequence numbers.
l

Detect a Gap and Receive a Gap Filll

Respond to Resend RequestlBi-Directional Resend RequestlBi-Directional Sequence Reset - Gap Filll

Receiving and Processing Multiple Gapsl

Processing Message Gaps of More than 2500 Messages

Detect a Gap and Receive a Gap Fill
This test verifies that your system can respond to a Resend Request message with a Sequence Reset - Gap Fill message in orderto gap fill administrative messages.

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To run a "detect a gap and receive a gap fill" 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. Submit a Heartbeat (35=0) message.
4. Receive and process a Heartbeat (35=0) message. There should be a gap in sequence numbers.
5. Submit a Resend Request message (35=2).
6. Receive and process a Sequence Reset - Gap Fill message.
7. Submit a Heartbeat (35=0) message.
8. Receive and process a Heartbeat (35=0) message.
9. Submit a Heartbeat (35=0) message.
Note: If a Resend Request is sent after step 4 on the AutoCert+ screen, the test will be failed and must be
restarted.

Respond to Resend Request
This test verifies that your system can respond to a Resend Request by either gap filling over business messages or resendingorders.

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For resend requests on CME Globex, two types of resend logic are currently supported:ll

Basic FIX Resend Logic - standard FIX protocol resend request logic, which is NOT RECOMMENDED.
Enhanced CME Globex Resend Logic - additional resend logic beyond that defined in the FIX protocol to facilitate rapid
recovery in high transaction-per-second (TPS) scenarios which is HIGHLY RECOMMENDED.

For more details on resend logic, refer to the Session Layer - Resend Request topic of the Client Systems Wiki.
In this scenario, the client system receives two resend requests, one for each order sent, simulating a gap continuation. Ifenhanced CME Globex resend logic is used, the second resend request will be a duplicate of the first and will include tag 43PossDupFlag and the client system should ignore the duplicate resend request. If basic resend logic is used, the client systemshould ignore the second resend request in order to avoid an infinite loop (Gap Continuation) on CME Globex. The test will bemarked as failed if this logic is not properly applied.

To run a respond to resend request 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. Submit a Limit order for the instrument.
4. Submit another Limit order for the instrument.
5. Receive and process a Resend Request message.
Note: If the client system uses enhanced resend logic (tag 369-LastMsgSeqNumProcessed for both orders), thesecond request will be a duplicate of the first and will include tag 43-PossDupFlag.

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6. Submit a Sequence Reset - Gap Fill message.
or
Resend both orders to respond to the resend requests.
The Gap Fill message requires tag 123-GapFillFlag , and refer tag 122-OrigSendingTime to the resend request.
Note: In order to resend an order, include tag 43 PossDupFlag and refer tag 122 OrigSendingTime to theprevious order.
7. Submit a Heartbeat message.
8. Receive and process a Heartbeat message.
9. Submit a Heartbeat message.
Note: If a Resend Request is sent, the test will be failed and must be restarted.

Respond to Resend Request (Mass Quotes)
This test verifies that your system can respond to a Resend Request by either gap filling over business messages or resendingorders.
For resend requests on CME Globex, two types of resend logic are currently supported:ll

Basic FIX Resend Logic - standard FIX protocol resend request logic, which is NOT RECOMMENDED.
Enhanced CME Globex Resend Logic - additional resend logic beyond that defined in the FIX protocol to facilitate rapid
recovery in high transaction-per-second (TPS) scenarios which is HIGHLY RECOMMENDED.

For more details on resend logic, refer to the Session Layer - Resend Request topic of the Client Systems Wiki.
In this scenario, the client system receives two resend requests, one for each mass quote sent, simulating a gap continuation. Ifenhanced CME Globex resend logic is used, the second resend request will be a duplicate of the first and will include tag 43PossDupFlag and the client system should ignore the duplicate resend request. If basic resend logic is used, the client systemshould ignore the second resend request in order to avoid an infinite loop (Gap Continuation) on CME Globex. The test will bemarked as failed if this logic is not properly applied.

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To run a respond to resend request (mass quote) 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. Submit a two-sided Mass Quote (35=i) message.
4. Submit another two-sided Mass Quote (35=i) message.
5. Receive and process a Resend Request message.

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Note: If the client system uses enhanced resend logic (tag 369-LastMsgSeqNumProcessed for both orders), thesecond request will be a duplicate of the first and will include tag 43-PossDupFlag.
6. Submit a Sequence Reset - Gap Fill message.
or
Resend both orders to respond to the resend requests.
The Gap Fill message requires tag 123-GapFillFlag , and refer tag 122-OrigSendingTime to the resend request.
Note: In order to resend an order, include tag 43 PossDupFlag and refer tag 122 OrigSendingTime to theprevious order.
7. Submit a Heartbeat message.
8. Receive and process a Heartbeat message.
9. Submit a Heartbeat message.
Note: If a Resend Request is sent, the test will be failed and must be restarted.

Bi-Directional Resend Request
This test verifies that your system can process a bi-directional resend request.

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To run a bi-directional resend request 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. Submit three separate Limit orders for the instrument.
4. Receive and process an Execution Report - Confirmation/Acknowledgment.
5. Receive and process a Resend Request (35=2).
6. Resend the Limit orders.
7. Receive and process an Execution Report - Confirmation/Acknowledgment message and detect the sequence gap.
8. Submit a Resend Request message.
9. Receive and process an Execution Report - Confirmation/Acknowledgment message.

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10. Submit a Heartbeat message.
11. Receive and process a Heartbeat message.
12. Submit a Heartbeat message.
Note: If a Resend Request is sent after step 7 on the AutoCert+ screen, the test will be marked as failed andmust be restarted.

Bi-Directional Resend Request for Mass Quotes
This test verifies that your system can process a bi-directional resend request.

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To run a bi-directional resend request scenario (resend mass quotes) test:
1. From the Contract drop-down, select the desired contract if the contract is not already locked.
2. Click the "START TEST" button.

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Note: DO NOT select the "START TEST" button once the test process is in progress.
3. Submit three separate Mass Quote (35=i) messages.
4. Receive and process an Execution Report - Confirmation/Acknowledgment.
5. Receive and process a Resend Request (35=2).
6. Resend the Mass Quote (35=i) messages.
7. Receive and process an Execution Report - Confirmation/Acknowledgment message and detect the sequence gap.
8. Submit a Resend Request message.
9. Receive and process an Execution Report - Confirmation/Acknowledgment message.
10. Submit a Heartbeat message.
11. Receive and process a Heartbeat message.
12. Submit a Heartbeat message.
Note: If a Resend Request is sent after step 7 on the AutoCert+ screen, the test will be marked as failed andmust be restarted.

Bi-Directional Sequence Reset - Gap Fill
This test verifies that your system can process bi-directional Resend Request messages by sending a Sequence Reset - Gap Fillmessage.

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To run a bi-directional sequence reset - gap fill 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. Submit 4 separate Limit orders for the instrument.
4. Receive and process an Execution Report - Confirmation/Acknowledgment message and detect the sequence gap.
5. Submit a Resend Request message for the Acknowledgment for order #1.
6. Receive and process an Execution Report - Confirmation/Acknowledgment message for order #1.
7. Receive and process a Resend Request message for order #3.
8. Submit a Sequence Reset - Gap Fill message.
9. Submit a Heartbeat message.
10. Receive and process a Heartbeat message.
11. Submit a Heartbeat message.
Note: If a Resend Request is sent after step 4 on the AutoCert+ screen, the test will be failed and must be
restarted.

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Bi-Directional Sequence Reset - Gap Fill for Mass Quotes2
This test verifies that your system can process bi-directional Resend Request messages for mass quotes by sending a Sequence
Reset - Gap Fill message.

To run a Bi-Directional Resend Request Scenario for Mass Quotes (Sequence Reset - Gap Fill) 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. Submit 4 separate two-sided Mass Quote (35=i) messages.
4. Receive and process an Execution Report - Confirmation/Acknowledgment message and detect the sequence gap.
5. Submit a Resend Request message.
6. Receive and process an Execution Report - Confirmation/Acknowledgment messages.
7. Receive and process a Resend Request message.
8. Submit a Sequence Reset - Gap Fill message.
9. Submit a Heartbeat message.
10. Receive and process a Heartbeat message.
11. Submit a Heartbeat message.

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Note: If a Resend Request is sent after step 4 on the AutoCert+ screen, the test will be failed and must be
restarted.

Receiving and Processing Multiple Gaps
This test verifies that your system can process newly detected gaps in response to a Resend Request.

To run a receiving and processing multiple gaps 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. Submit 5 separate Limit orders with quantity of 1.
4. Receive and process Execution Report - Order Creation (35=8, 39=0) and Execution Report - Complete Fill (35=8,39=2) messages.
5. Receive and process Execution Report - Order Creation (35=8, 39=0) and Execution Report - Complete Fill (35=8,39=2) messages and detect a sequence gap.
6. Submit a Resend Request (35=2) message.
7. Receive and process Execution Report - Order Creation (35=8, 39=0) and Execution Report - Complete Fill (35=8,39=2) messages and detect a sequence gap.

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8. Submit a Resend Request (35=2) message.
9. Receive and process Execution Report - Order Creation (35=8, 39=0) and Execution Report - Complete Fill (35=8,39=2) messages.
10. Submit a Heartbeat message.
11. Receive and process a Heartbeat message.
12. Submit a Heartbeat message.
Note: If a Resend Request is sent after step 7 on the AutoCert+ screen, the test will be failed and must be
restarted.

Receiving and Processing Multiple Gaps (Mass Quote)This test verifies that your system can process newly detected gaps in response to a Resend Request.

To run a receiving and processing multiple gaps (mass quote) 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.

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3. Submit a two-sided Mass Quote (35=i) message with an order quantity of greater than five.
4. Select "Yes" or "No to indicate whether or not your system received and processed a Quote Acknowledgment(35=b) message.
5. Select "Yes" or "No to indicate whether or not your system received and processed Execution Report - Partial Fill
(35=8) messages and detected the sequence gap.
6. Submit a Resend Request (35=2) message.
7. Select "Yes" or "No to indicate whether or not your system received and processed Execution Report - Partial Fill messages (35=8) messages and detected a sequence gap.
8. Submit a Resend Request (35=2) message.
9. Receive and process Execution Report - Partial Fill (35=8) messages.
10. Submit a Heartbeat message.
11. Receive and process a Heartbeat message.
12. Submit a Heartbeat message.
Note: If a Resend Request is sent after step 7 on the AutoCert+ screen, the test will be failed and must be
restarted.

Processing Message Gaps of More than 2500 Messages
This test verifies that your system does not enter an infinite resend loop when facing an inbound sequence number gap greaterthan the maximum of 2500 messages.

To run a process message gaps of more than 2500 messages test:

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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. Submit a Heartbeat (35=0) message.
4. Receive and process a Heartbeat message. Detect the sequence gap.
5. Submit Resend Request messages to obtain all messages.
6. Receive and process a Sequence Reset - Gap Fill message.
7. Submit a Heartbeat message.
8. Receive and process a Heartbeat message.
9. Submit a Heartbeat message.
Note: If a Resend Request is sent after step 4 on the AutoCert+ screen, the test will be failed and must be
restarted.

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Cross Message Tests
Cross Message tests consist of the following:lRequest for Cross Message (Equity)lRequest for Cross Message (non-Equity)lRequest for Cross Rejection

Request for Cross Message (Equity)
This test verifies that your system can submit a Request for Cross message for an Equity contract after waiting for theappropriate RFC window and processing Acknowledgments and Fills.
Note: This test is mandatory if you answered "Yes" to the Interview question: "Will your system support Cross Order
functionality for Equity contracts?"
Note: For Equity contracts there is an RFC window of 5 seconds between the RFQ and an RFC message. If a client systemsends the RFC message before the window is closed, the test will be failed.
Note:The CME Group-configured Broker Match Guarantee (BMG) percentage will be set to 100%.

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To run a request for cross message (equity) 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. Submit a Quote Request message for the instrument over an iLink connection.
After the Quote Request message (35=R, 9943=1) is received, CME Group sends a Quote Request Acknowledgment message (35=b).
Note:Tag 9943 (Quote Type) = 1 [tradable].
4. Select "Yes" or "No" to indicate whether or not your system processed the Quote Request - Acknowledgment message correctly.
5. Submit a Request for Cross (35=s, 549=3, 962=0) message with a quantity greater than 10 on each side.

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Note:Tag 549 (Cross Type) = 3 [cross executed with existing orders], and Tag 962 (SideTimeInForce) = 0[keep on book].
6. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report - Confirmation/Acknowledgment message for the buy side correctly.
7. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report - Confirmation/Acknowledgment message for the sell side correctly.
8. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report – Fill Notice [35=8,
39=1 (Partial fill)] message for the sell side correctly.
9. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report – Fill Notice [35=8, 39=1
(Partial fill)] message for the buy side correctly.

Request for Cross Message (non-Equity)
This test verifies that your system can submit a Request for Cross Message for a non-Equity contract after waiting for theappropriate RFC window and process Acknowledgments and Fills.
Note: This test is mandatory if you answered "Yes" to the question: "Will your system support Cross Order functionality
for contracts belonging to a product complex other than Equity?" in the Interview.
Note: For non-Equity contracts there is an RFC window of 15 seconds between the RFQ and an RFC message. If yoursystem sends the RFC message before the window is closed the test will be failed.

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To run a request for cross message (non-equity) 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. Submit a Quote Request [35=R, 9943=1 (tradable)] message for the instrument over an iLink connection.
4. Select "Yes" or "No" to indicate whether or not your system processed the Quote Acknowledgment (35=b) message correctly?
5. Submit a Request for Cross (35=s, 549=3, 962=0) message with a quantity greater than 10 on each side.
Note: Tag 549 (Cross Type) = 3 [cross executed with existing orders], and tag 962-(SideTimeInForce) = 0 [keepon book].
6. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report - Confirmation/Acknowledgment message for the buy side correctly.

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7. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report - Confirmation/Acknowledgment message for the sell side correctly.
8. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report – Fill Notice (35=8)
message for the order (sell side) partial fill (1 lot, 39=1) correctly.
9. Select "Yes" or "No" to indicate whether or not your system processed the Execution Report – Fill Notice (35=8) message for the order (buy side) partial fill (fill 1 lot, 39=1) correctly.

Request for Cross Rejection
This test verifies that your system can receive and process a Request for Cross Rejection message (dual exception reports).

To run a request for cross rejection 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. Submit a Request for Cross (35=s, 549=3) message with a quantity greater than 10 on each side over an iLink connection.
4. Select "Yes" or "No" to indicate whether or not your system received and processed the Execution Report - Reject(35=j) messages for the buy and sell sides correctly.

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Manual Order Indicator Tests
Manual Order Indicator tests consist of the following:lManual Order Indicator for Manual SystemlManual Order Indicator for ATS SystemlManual Order Indicator for Semi Automated System

Manual Order Indicator for Manual System
This test verifies that a client system can submit an order with the Manual Order Indicator tag set to "Y."Note: This test is mandatory if you selected "Manual" for the question, "How will your system send orders?" in theInterview.

To run a manual order indicator for manual system certification 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. Submit a New Order (35=D) message with tag 1028-ManualOrderIndicator over an iLink connection.
4. Select "Yes" or "No" to indicate whether or not your system received and processed the Execution Report - Confirmation/Acknowledgment message correctly.

Manual Order Indicator for ATS System
This test verifies that a client system can submit an order with the Manual Order Indicator tag set to "N."
Note: This test is mandatory if you selected "ATS" for the question, "How will your system send orders?" in theInterview.

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To run the manual order indicator for ATS system certification 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. Submit a New Order (35=D) message with tag 1028-ManualOrderIndicator over an iLink connection.
4. Select "Yes" or "No" to indicate whether or not your system received and processed the Execution Report - Confirmation/Acknowledgment message correctly.

Manual Order Indicator for Semi Automated System
This test verifies that a client system can submit both a manual order and an ATS order.
Note: This test is mandatory if you selected "Semi Automated" for the Interview question, "How will your system sendorders?"User Manual - 77 -

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To run the manual order indicator for semi automated system certification 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. Submit a New Order (35=D) message for a manual order with tag 1028-ManualOrderIndicator over an iLink connection.
4. Select "Yes" or "No" to indicate whether or not your system received and processed the Execution Report - Confirmation/Acknowledgment message correctly.
5. Submit a New Order (35=D) message for an automated order with tag 1028-ManualOrderIndicator over an iLink connection.
6. Select "Yes" or "No" to indicate whether or not your system received and processed the Execution Report - Confirmation/Acknowledgment message correctly.

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Test-13-17
Tests 13-17 include the following:l

CGW TestslMass QuoteTestsl

UDS TestslCommitted Cross Tests

CGW Tests
CGW tests consist of the following:liLink CGW - Logon Message with Primary EnforcementliLink CGW - Process Real-Time Messages During a Resend Response from CME Globex

liLink CGW - Failover from Primary to Backup ComponentsliLink CGW - Failover from Primary to Backup Components for Mass Quoting Systems

iLink CGW - Logon Message with Primary Enforcement
The purpose of this test is to verify that your system can support primary gateway enforcement.

To run an iLink CGW - Logon Message with Primary Enforcement test:
1. From the Contract drop-down, select the desired contract if the contract is not already locked.
2. Click the START TEST button.

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Note: DO NOT select the START TEST button once the test process is in progress.
Note: Once START TEST is selected, existing orders for the selected contract are cancelled or expired.
3. Over the primary CGW connection IP, submit a Logon (35=A) message
4. Receive and process a Logout (35=A) confirmation message.
5. Submit a Logon (35=A) message on the failover CGW backup IP.
6. Receive and process the following messages.
lLogon (35=A) confirmationl

Test Request (35=1)

7. Submit the following messageslHeartbeat (35=0)l

Logout (35=A)

8. Receive and process a Logout (35=A) confirmation message. The selected session will revert to the previous primarygatewayiLink CGW - Process Real-Time Messages During a Resend Response from CME
GlobexThe purpose of this test is to verify that your system can receive out-of-sequence messages with message interleaving.

To run an iLink CGW - Process Real-Time Messages During a Resend Response from CME Globex test:
1. From the Contract drop-down, select the desired contract if the contract is not already locked.
2. Click the START TEST button.

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Note: DO NOT select the START TEST button once the test process is in progress.
3. Submit the following messages and receive the corresponding response messages.
l3 separate Limit Day orders [New Order (35=D)] for the selected instrumentllResend Request (35=2)llReal-time interleaved messages with resend responses and an Execution Report - Confirmation/Acknowledgment

Heartbeat (35=0)ll

Execution Report - Confirmation/Acknowledgment and detect a sequence gap

HeartbeatHeartbeatiLink CGW - Failover from Primary to Backup Components
The purpose of this test is to verify that your system can recover and continue to function properly during a primary CGW
failover.

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To run an iLink CGW - Failover from Primary to Backup Components 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.

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Note: Once START TEST is selected, existing orders for the selected contract are cancelled or expired.
3. Submit the following messages and receive the corresponding response messages on the primary CGW connection IP:l

Logon (35=A)l

Logon (35=A) confirmation

Test Request (35=1)lHeartbeat (35=0)l
Limit order - [(New Order (35=D)]lll

Execution Report - Confirmation/Acknowledgment (35=8)

Limit order - New Order (35=D)

4. Restablish a connection to the newly promoted primary CGW connection after failover.
Submit the following messages and receive the corresponding response messages:lLogon (35=A) on the backup connection IPll

Logon (35=A) confirmation

Resend Request (35=2) on the newly promoted primary CGW connectionl

Any resent messages.

5. Click Yes or No to indicate whether or not your system successfully received and processed the Execution Report(s)from the resend request.
6. Submit a Limit order [New Order (35=D)] message.
7. Click Yes or No to indicate whether or not your system properly received and processed the Execution Report - Confirmation/Acknowledgment (35=8).
8. Submit a Heartbeat (35=0) message.
Receive and process a Heartbeat (35=0) message in response.
9. Submit a Logout (35=A) message.
Receive and process a Logout (35=A) confirmation message in response. The selected session will revert to theprevious primary gateway.

iLink CGW - Failover from Primary to Backup Components for Mass Quoting
Systems
The purpose of this test is to verify that your mass quoting system can recover and continue to function properly during a
primary CGW failover.

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To run an iLink CGW - Failover from Primary to Backup Components (Mass Quote) 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.
Note: Once START TEST is selected, existing orders for the selected contract are cancelled or expired.

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3. Submit the following messages and receive the corresponding response messages on the primary CGW connection IP:l

Logon (35=A)l

Logon (35=A) confirmation

Test Request (35=1)lHeartbeat (35=0)l
Two-sided Mass Quote (35=i) message for at least 2 quotes from the same instrument group, each having a quantl

ity greater than 5lQuote Acknowledgment (35=b)

4. Restablish a connection to the newly promoted primary CGW connection after failover.
Submit the following messages to the backup connection IP and receive the corresponding response messages:lLogon (35=A)ll

Logon (35=A) confirmation

Resend Request (35=2) on the newly promoted primary CGW connectionl

Any resent messages.

5. Click Yes or No to indicate whether or not your system successfully received and processed the Execution Report(s)from the resend request.
6. Submit a two-sided Mass Quote (35=i) message for at least 2 quotes from the same instrument group, each having aquantity greater than 5.
7. Click Yes or No to indicate whether or not your system properly received and processed the Quote Acknowledgment(35=b) message.
8. Submit a Heartbeat (35=0) message.
Receive and process a Heartbeat (35=0) message in response.
9. Submit a Logout (35=A) message.
Receive and process a Logout (35=A) confirmation message in response. The selected session will revert to theprevious primary gateway.

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Mass QuoteTests
Mass Quote Tests consist of the following:l

Mass Quote SubmissionlModify Quote Price and QuantitylCancellationl

Mass Quote ProtectionlManual Order Indicator (Mass Quote)

Mass Quote Submission
The Mass Quote Submission test verifies that your system can submit a Mass Quote.
Note:This procedure refers to “first”, “second”, and “third” quotes on Mass Quotes. The order of quotes is determinedby looking at the first repeating group starting after the first instance of tag 295-NoQuoteEntries in the message.

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To run a Mass Quote Submission 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. Submit a two-sided Mass Quote (tag 35-MsgType=i) message for at least 3 quotes from the same instrument group,
each having a quantity greater than 10.
4. Select "Yes" or "No" to indicate whether or not your system processed the following messages:lQuote Acknowledgment [tag 35=b, tag 297-QuoteAckStatus=0 (Accepted)]l

Execution Report – Fill Notice [tag 35=8, tag 39-OrdStatus=1 (Partial Fill)] message for one of the quotes.

l

Execution Report – Fill Notice message [tag 35=8, tag 39-OrdStatus=2 (Complete Fill)] message.

l

Execution Report - Trade Cancellation (tag 35=8, tag 39-OrdStatus=H) message for all resting quotes.

5. Submit a two-sided Mass Quote (35=i) message for at least 2 quotes from the same instrument group.
6. Select "Yes" or "No" to indicate whether or not your system processed the Quote Acknowledgment (tag 35=b, tag 297QuoteAckStatus=5 (Rejected), tag 300-QuoteRejectReason=2 (Exchange [Security] closed), tag 9772-NoProcessedEntries=0) message.
7. Submit a two-sided Mass Quote (35=i) message with at least 2 quotes from the same instrument group, each having aquantity greater than 10.
8. Select "Yes" or "No" to indicate whether or not your system processed the following messages:lQuote Acknowledgment (35=b) message.

l

Execution Report – Fill Notice [35=8] message.

Modify Quote Price and Quantity
This test verifies that your system can modify the price and quantity for quote entries.

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To run a Modify Quote Price and Quantity 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. Submit a two-sided Mass Quote (tag 35-MsgType=i) message with at least 2 quotes from the same instrumentgroup.
4. Select "Yes" or "No" to indicate whether or not your system processed the Quote Acknowledgment [35=b, tag
297-QuoteAckStatus=0 (Accepted)] message.
5. Submit a two-sided Mass Quote (35=i) message with one of the same quotes used in the original Mass Quote (using thesame security description (tag 107-SecurityDesc) and quote entry ID (tag 269-QuoteEntryID), modifying the price andquantity of a quote.
6. Select "Yes" or "No" to indicate whether or not your system processed the Quote Acknowledgment (35=b, 297=0)
message accepting all of the instrument quotes.

Cancellation
Cancellation tests include the following:l

Quote Cancellation (Instrument Level)lQuote Cancellation (Instrument Group Level)lQuote Cancellation (Cancel All Quotes)lQuote Cancellation (Quote Set ID Level)l

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Quote Cancellation (Instrument Level)
This test verifies that your system can cancel a quote for an instrument.

To run a Quote Cancellation (Instrument Level) 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. Submit a two-sided Mass Quote (tag 35-MsgType=i) message with at least 2 quotes from the same instrumentgroup.
4. Select "Yes" or "No" to indicate whether or not your system processed the Quote Acknowldgment [35=b, 297QuoteAckStatus=0 (Accepted)] message accepting all of the instrument quotes.
5. Submit a Quote Cancel (35=Z, 298-QuoteCancelType=1) message for two instruments.
6. Select "Yes" or "No" to indicate whether or not your system processed the Quote Cancel Acknowledgment (35=b)
message.

Quote Cancellation (Instrument Group Level)
This test verifies that your system can cancel quotes for an instrument group level.

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To run a Quote Cancellation (Instrument Group Level) 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. Submit a two-sided Mass Quote (tag 35-MsgType=i) message with at least 2 quotes from the same instrumentgroup.
4. Select "Yes" or "No" to indicate whether or not your system received and processed the Quote Acknowldgment[35=b, 297-QuoteAckStatus=0 (Accepted)] message, accepting all of the instrument quotes, correctly.
5. Submit a two-sided Mass Quote (35=i) message with quotes from a different instrument group than what was used in
the first Mass Quote.
6. Select "Yes" or "No" to indicate whether or not your system received and processed the Quote Acknowledgment(35=b) message.
7. Submit a Quote Cancel [35=Z, tag 298-QuoteCancelType=3 (Cancel per instrument group)] message for the
instrument group used in the first Mass Quote.
8. Select "Yes" or "No" to indicate whether or not your system received and processed the Quote Cancel Acknowledgment (35=b) message.

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Quote Cancellation (Cancel All Quotes)
This test verifies that your system can cancel all resting quotes, including an instrument/instrument group with no resting
quotes.

To run a quote cancellation (cancel all quotes) 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. Submit a two-sided Mass Quote (tag 35-MsgType=i) message with at least 2 quotes from the same instrumentgroup.
4. Select "Yes" or "No" to indicate whether or not your system processed the Quote Acknowledgment [35=b, tag 297QuoteAckStatus=0 (Accepted)] message.
5. Submit a Quote Cancel [35=Z, tag 298-QuoteCancelType=4 (Cancel all quotes), 55=N/A] message for all resting
quotes.
6. Select "Yes" or "No" to indicate whether or not your system processed the Quote Cancel Acknowledgment (35=b)
message.

Quote Cancellation (Quote Set ID Level)
This test verifies that your system can submit and process Mass Quote Cancellations at the Quote Set ID level.

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To run a Quote Cancellation (Quote Set ID Level) 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. Submit a two-sided Mass Quote (tag 35-MsgType=i) message with at least 2 quotes from the same instrumentgroup.
4. Select "Yes" or "No" to indicate whether or not your system processed the Quote Acknowldgment [35=b, 297QuoteAckStatus=0 (Accepted)] message accepting all of the instrument quotes.
5. Submit a Quote Cancel (35=Z, 298-QuoteCancelType=100, tag 302-QuoteSetID) message using a Quote Set ID submitted in Step 1.
6. Select "Yes" or "No" to indicate whether or not your system processed the Quote Cancel Acknowledgment (35=b)
message including tag 297-QuoteAckStatus.

Unsolicited Quote Cancellations
This test verifies that your system can receive and process unsolicited Quote Cancellations (disconnect, logout, and GCCinitiated).

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To run an Unsolicited Quote Cancellations 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. Submit a two-sided Mass Quote (tag 35-MsgType=i) message with at least 2 quotes from the same instrumentgroup.
4. Select "Yes" or "No" to indicate whether or not your system received and processed the Quote Acknowledgment[35=b, 297-QuoteAckStatus=0 (Accepted)] message accepting all of the instrument quotes.
5. A hard disconnect is simulated to prompt an unsolicited Quote Cancellation.

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AutoCert+ iLink 2.x
6. Reconnect and logon.
7. Submit a Resend Request (35=2) message and receive and process any resent messages.
8. Submit a two-sided Mass Quote (35=i) message with at least 2 quotes from the same instrument group.
9. Select "Yes" or "No" to indicate whether or not your system received and processed a Quote Acknowledgment(35=b, 297=0) message accepting all of the instrument quotes.
10. Submit a Logout (35=5) message.
11. Select "Yes" or "No" to indicate whether or not your system processed the Logout (35=5) message.
12. Reconnect and logon.
13. Submit a two-sided Mass Quote (35=i) message with at least 2 quotes from the same instrument group.
14. Select "Yes" or "No" to indicate whether or not your system processed the following messages:llQuote Acknowledgment [35=b, 297-QuoteAckStatus=0 (Accepted)] message accepting all of the instrument
quotesQuote Cancel Acknowledgment [35=b, 9775-UnsolicitedCancelType=C (Eliminated All [CME Globex platform-initiated; all resting quotes cancelled])] GCC quote cancellation message simulated to prompt an unsolicited Quote
Cancellation.

Mass Quote Protection
Mass Quote Protection tests include the following:l

Mass Quote New Quote Fill Protectionl

Mass Quote Execution Protectionl

Mass Quote Traded Quantity Protectionl

Mass Quote Buy/Sell Protection

Mass Quote New Quote Fill Protection
This test verifies that your system can submit a Mass Quote with New Quote Fill Protection and reset Mass Quote
Protection after it has been triggered.
Note:This procedure refers to “first”, “second”, and “third” quotes on Mass Quotes. The order of quotes is determinedby looking at the first repeating group starting after the first instance of tag 295-NoQuoteEntries in the message.
Note: This test is mandatory if you selected "New Quote Fill" in response to the Interview question, “What Mass Quote
Protection Parameters will your system support?”- 94 - User ManualAutoCert+ iLink 2.x

To run a Mass Quote New Quote Fill Protection 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. Submit a two-sided Mass Quote (tag 35-MsgType=i) message with more than one quote from the same instrumentgroup, each having a quantity greater than 100.
4. Select "Yes" or "No" to indicate whether or not your system processed the Quote Acknowledgment [35=b, 297QuoteAckStatus=0 (Accepted)] message accepting all of the instrument quotes.
5. Submit another two-sided Mass Quote (35=i) for a different instrument in the same instrument group used in step 1.
6. Select "Yes" or "No" to indicate whether or not your system processed the following messages:

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Execution Report - Fill NoticelQuote Cancel Acknowledgment (35=b, 9775-UnsolicitedCancelType=F [Market Maker Protection])l

Quote Acknowledgment (35=b, 297=5 [Rejected], 300-QuoteRejectReason=98 [Market Maker Protection], 58-Text=[Market Maker Protection], 368-QuoteEntryRejectReason= [Market Maker Protection])

7. Submit a two-sided Mass Quote (35=i) message (for the same instrument used in step 3), specifying that Mass Quote
Protection should be reset (9773-MMProtectionReset=Y).
8. Select "Yes" or "No" to indicate whether or not your system processed the Quote Acknowledgment [35=b, 297QuoteAckStatus=0 (Accepted)] message accepting all of the instrument quotes.
9. Submit a two-sided Mass Quote (35=i) message (a different instrument from the same instrument group used in step7) with more than one quote from the same instrument group.
10. Select "Yes" or "No" to indicate whether or not your system processed the Quote Acknowledgment (35=b, 297QuoteAckStatus=0 (Accepted)] message accepting all of the instrument quotes.

Mass Quote Execution Protection
This test verifies that your system can submit a Mass Quote with with Execution Protection and reset Mass Quote
Protection after it has been triggered.
Note: This procedure refers to “first”, “second”, and “third” quotes on Mass Quotes. The order of quotes is determinedby looking at the first repeating group starting after the first instance of tag 295-NoQuoteEntries in the message.
Note: This test is mandatory if you selected "Execution" in response to the Interview question, “What Mass Quote
Protection Parameters will your system support?”- 96 - User ManualAutoCert+ iLink 2.x

To run a Mass Quote Execution Protection 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. Submit a two-sided Mass Quote (tag 35-MsgType=i) message with more than one quote from the same instrumentgroup, each having a quantity greater than 100.
4. Select "Yes" or "No" to indicate whether or not your system processed the Quote Acknowledgment [35=b, 297QuoteAckStatus=0 (Accepted)] message accepting all of the instrument quotes.
5. Submit another two-sided Mass Quote (35=i) for a different instrument in the same instrument group used in step 1.
6. Select "Yes" or "No" to indicate whether or not your system processed the following messages:lExecution Report - Fill NoticelQuote Cancel Acknowledgment (35=b, 9775-UnsolicitedCancelType=F [Market Maker Protection])

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Quote Acknowledgment (35=b, 297=5 [Rejected], 300-QuoteRejectReason=98 [Market Maker Protection], 58-Text=[Market Maker Protection], 368-QuoteEntryRejectReason= [Market Maker Protection])

7. Submit a two-sided Mass Quote (35=i) message (for the same instrument used in step 3), specifying that Mass Quote
Protection should be reset (9773-MMProtectionReset=Y).
8. Select "Yes" or "No" to indicate whether or not your system processed the Quote Acknowledgment [35=b, 297QuoteAckStatus=0 (Accepted)] message accepting all of the instrument quotes.
9. Submit a two-sided Mass Quote (35=i) message (a different instrument from the same instrument group used in step7) with more than one quote from the same instrument group.
10. Select "Yes" or "No" to indicate whether or not your system processed the Quote Acknowledgment (35=b, 297QuoteAckStatus=0 (Accepted)] message accepting all of the instrument quotes.

Mass Quote Traded Quantity Protection
This test verifies that your system can submit a Mass Quote with Traded Quantity Protection and reset the Mass Quote
Protection after it has been triggered.
Note:This procedure refers to “first”, “second”, and “third” quotes on Mass Quotes. The order of quotes is determinedby looking at the first repeating group starting after the first instance of tag 295-NoQuoteEntries in the message.
Note: This test is mandatory if you selected "Trade Quantity Protection" in response to the Interview question, “What
Mass Quote Protection Parameters will your system support?”- 98 - User ManualAutoCert+ iLink 2.x

To run a Mass Quote Traded Quantity Protection 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. Submit a two-sided Mass Quote (tag 35-MsgType=i) message with more than one quote from the same instrumentgroup, each having a quantity greater than 100.
4. Select "Yes" or "No" to indicate whether or not your system processed the Quote Acknowledgment [35=b, 297QuoteAckStatus=0 (Accepted)] message accepting all of the instrument quotes.
5. Submit another two-sided Mass Quote (35=i) for a different instrument in the same instrument group used in step 1.
6. Select "Yes" or "No" to indicate whether or not your system processed the following messages:

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Execution Report - Fill NoticelQuote Cancel Acknowledgment (35=b, 9775-UnsolicitedCancelType=F [Market Maker Protection])l

Quote Acknowledgment (35=b, 297=5 [Rejected], 300-QuoteRejectReason=98 [Market Maker Protection], 58-Text=[Market Maker Protection], 368-QuoteEntryRejectReason= [Market Maker Protection])

7. Submit a two-sided Mass Quote (35=i) message (for the same instrument used in step 3), specifying that Mass Quote
Protection should be reset (9773-MMProtectionReset=Y).
8. Select "Yes" or "No" to indicate whether or not your system processed the Quote Acknowledgment [35=b, 297QuoteAckStatus=0 (Accepted)] message accepting all of the instrument quotes.
9. Submit a two-sided Mass Quote (35=i) message (a different instrument from the same instrument group used in step7) with more than one quote from the same instrument group.
10. Select "Yes" or "No" to indicate whether or not your system processed the Quote Acknowledgment (35=b, 297QuoteAckStatus=0 (Accepted)] message accepting all of the instrument quotes.

Mass Quote Buy/Sell Protection
This test verifies that your system can submit a Mass Quote with Buy/Sell Protection and reset the Mass Quote Protection
after it has been triggered.
Note:This procedure refers to “first”, “second”, and “third” quotes on Mass Quotes. The order of quotes is determinedby looking at the first repeating group starting after the first instance of tag 295-NoQuoteEntries in the message.
Note: This test is mandatory if you selected "Buy/Sell" in response to the Interview question, “What Mass Quote
Protection Parameters will your system support?”- 100 - User ManualAutoCert+ iLink 2.x

To run a Mass Quote Buy/Sell protection 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. Submit a two-sided Mass Quote (tag 35-MsgType=i) message with more than one quote from the same instrumentgroup, each having a quantity greater than 100.
4. Select "Yes" or "No" to indicate whether or not your system processed the Quote Acknowledgment [35=b, 297QuoteAckStatus=0 (Accepted)] message accepting all of the instrument quotes.
5. Submit another two-sided Mass Quote (35=i) for a different instrument in the same instrument group used in step 1.
6. Select "Yes" or "No" to indicate whether or not your system processed the following messages:

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Execution Report - Fill NoticelQuote Cancel Acknowledgment (35=b, 9775-UnsolicitedCancelType=F [Market Maker Protection])l

Quote Acknowledgment (35=b, 297=5 [Rejected], 300-QuoteRejectReason=98 [Market Maker Protection], 58-Text=[Market Maker Protection], 368-QuoteEntryRejectReason= [Market Maker Protection])

7. Submit a two-sided Mass Quote (35=i) message (for the same instrument used in step 3), specifying that Mass Quote
Protection should be reset (9773-MMProtectionReset=Y).
8. Select "Yes" or "No" to indicate whether or not your system processed the Quote Acknowledgment [35=b, 297QuoteAckStatus=0 (Accepted)] message accepting all of the instrument quotes.
9. Submit a two-sided Mass Quote (35=i) message (a different instrument from the same instrument group used in step7) with more than one quote from the same instrument group.
10. Select "Yes" or "No" to indicate whether or not your system processed the Quote Acknowledgment (35=b, 297QuoteAckStatus=0 (Accepted)] message accepting all of the instrument quotes.

Manual Order Indicator (Mass Quote)
Manual Order Indicator tests include the following:lManual Order Indicator for Manual System Test (Mass Quote)lManual Order Indicator for ATS System Test (Mass Quote)lManual Order Indicator for Semi Automated System Test (Mass Quote)

Manual Order Indicator for Manual System (Mass Quote)
Thi s test verifies that your manual system can submit a Mass Quote order with the Manual Order Indicator.
Note: This test is mandatory if you selected "Manual" in response to the Interview question, "How will your system sendorders?"

To run a Manual Order Indicator for Manual System (Mass Quote) test:- 102 - User ManualAutoCert+ iLink 2.x
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. Submit a two-sided Mass Quote (tag 35-MsgType=i) message with tag 1028-ManualOrderIndicator.
4. Select "Yes" or "No" to indicate whether or not your system received and processed the Quote Acknowledgment(tag 35-MsgType=b) message correctly.

Manual Order Indicator for ATS System (Mass Quote)
The Manual Order Indicator for ATS System test verifies that your ATS system can submit a Mass Quote (tag 35-MsgType=i)
message with the Manual Order Indicator.
Note: This test is mandatory if you selected "ATS" in response to the Interview question, "How will your system sendorders?"

To run a Manual Order Indicator for ATS System (Mass Quote) 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. Submit a Mass Quote (tag 35-MsgType=i) message with tag 1028-ManualOrderIndicator.
4. Select "Yes" or "No" to indicate whether or not your system received and processed the Quote Acknowledgment(35=b) message correctly.

Manual Order Indicator for Semi Automated System (Mass Quote)
The Manual Order Indicator for Semi Automated System test verifies that your semi automated system can submit a Mass
Quote (tag 35-MsgType=i) message with the Manual Order Indicator.

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Note: This test is mandatory if you selected "Semi Automated" in response to the Interview question, "How will yoursystem send orders?"

To run a Manual Order Indicator for Semi Automated System (Mass Quote) 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. Submit a Mass Quote (tag 35-MsgType=i) message with tag 1028-ManualOrderIndicator=Y.
4. Select "Yes" or "No" to indicate whether or not your system received and processed the Quote Acknowledgment(35=b) message correctly.
5. Submit a Mass Quote (tag 35-MsgType=i) message with tag 1028-ManualOrderIndicator=N.
6. Select "Yes" or "No" to indicate whether or not your system received and processed the Quote Acknowledgment(35=b) message correctly.

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UDS Tests
The UDS tests consist of the following:lCreate a Combo Option Contract and Send an Order on the New ContractlCreate a Combo Option Contract and Send a Mass Quote on the New ContractlCreate a Covered Option Contract and Send an Order on the New ContractlCreate a Covered Option Contract and Send a Mass Quote on the New Contractl

Process a Business-Level Reject MessagelProcess a Security Definition Reject in Response to a Security Definition RequestlSend an Order on a UDS Instrument Created by Another ApplicationlSend a Mass Quote Message on One or More UDS ContractslCreate a Recursive UDS Contract and Send an Order on the New ContractlCreate a Recursive UDS Contract and Send a Mass Quote on the New ContractlCreate a Recursive UDS Contract

Create a Combo Option Contract and Send an Order on the New Contract
This test verifies that your application can create a User-Defined Combo option contract and send a New Order and a Cancel
Request on that instrument.
Note: If you answered Yes to the questions: “Can your system create Combo Option instruments?” and “Can yoursystem send orders on UDS instruments?”, this test is mandatory.
Note: DO NOT select the "START TEST" button once the test process is in progress.
Create a Combo Option Contract and Send an Order on the New Contract:
1. Click the START TEST button to begin the certification test for every run.

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2. In step 1 on the AutoCert+ screen, you must send a Security Definition Request to create a Spread Combo Option instrument.
lUpon receipt of the Security Definition Request, AutoCert+ displays a status of “Pending” [Yellow].

3. AutoCert+ receives and processes a Security Definition message acknowledging receipt of the Security Definition
Request message and creation of the UDS instrument.
llAutoCert+ uses the Security Definition message to validate steps 1 and 2 on the AutoCert+ screen.
If tag 323 – SecurityResponseType is set to 2 and tag 762 – SecuritySubType is set to ‘COMBO’, AutoCert+ displays a status of "Pending” [Yellow].

4. In step 2 on the AutoCert+ screen, AutoCert+ prompts you to determine if your application received and processed
the Security Definition message by selecting the Yes or No option.
ll

If you answered Yes, AutoCert+ displays a status of “Completed” [Green] for steps 1 and 2 on the AutoCert+
screen.
AutoCert+ receives and processes an Security Definition and Request for Quote Market Data message listing thecharacteristics of the newly created UDS option.

5. In step 3 on the AutoCert+ screen, you must send an order on the UDS combo option.
lUpon receipt of the New Order message, AutoCert+ displays a status of "Pending” [Yellow] until step 4 on the
AutoCert+ screen is completed.

6. AutoCert+ receives and processes an Execution Report - Acknowledgement message for the order sent in step 3 on
the AutoCert+ screen.
l

AutoCert+ uses the Execution Report – Acknowledgement message to validate steps 3 and 4 on the AutoCert+
screen.

- 106 - User ManualAutoCert+ iLink 2.xlUpon receipt of the Execution Report – Acknowledgement message sent in response to the new order sent,
AutoCert+ displays a status of "Pending"[Yellow] for step 4 on the AutoCert+ screen.

7. In step 4 on the AutoCert+ screen, you must confirm successful receipt and processing of the acknowledgement message.
llAutoCert+ prompts you to confirm successful processing of the Execution Report - Acknowledgement message
by selecting the Yes or No option.
If you answered Yes , AutoCert+ displays a status of “Completed” [Green] for steps 3 and 4 on the AutoCert+
screen.

8. In step 5 on the AutoCert+ screen, you must send a Cancel Request message on the order sent in step 3 on the
AutoCert+ screen.
lUpon receipt of the Cancel Request message, AutoCert+ displays a status of "Pending" [Yellow] until step 4 on
the AutoCert+ screen is completed.

9. AutoCert+ receives and processes an Execution Report - Cancel Confirmation for the Cancel Request sent in step 5 on
the AutoCert+ screen..
ll

AutoCert+ uses the Execution Report - Cancel Confirmation message to validate steps 5 and 6 on the AutoCert+
screen.
Upon receipt of the Execution Report - Cancel Confirmation message sent in response to the Cancel Request
sent in step 5 on the AutoCert+ screen. AutoCert+ displays a status of "Pending" [Yellow] for step 6 on the
AutoCert+ screen.

10. In step 6 on the AutoCert+ screen, you must confirm successful receipt and processing of the acknowledgement message.
llAutoCert+ prompts you to confirm successful processing of the Execution Report - Cancel Confirmation message by selecting the Yes or No option.
If you answered is Yes , AutoCert+ displays a status of “Completed” [Green] for steps 5 and 6 on the AutoCert+
screen .

AutoCert+ validates each field entry. A green icon indicates passed test, a yellow icon indicates a pending test, and a
red icon indicates a failed test.

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Create a Combo Option Contract and Send a Mass Quote on the New Contract
This test verifies that your application can create a User-Defined Combo option contract and send a Mass Quote and a Cancel
Request on that instrument.
Note: If you answered Yes to the questions: “Can your system create Combo Option instruments?” and “Can yoursystem send orders on UDS instruments?”, this test is mandatory.

To run a Create a Combo Option Contract and Send a Mass Quote on the New Contract 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. Send a Security Definition Request (35=c) message to create a Combo Option instrument.
4. Select "Yes" or "No" to indicate whether or not your system received and processed the Security Definition (35=d)message.
5. Send a Mass Quote (35=i) on the UDS combo option created in step 2
6. Receive and Process a Quote Acknowledgment (35=b) message for the mass quote sent in step 3.
7. Send a Cancel All Request message on the Mass Quote sent in step 3
8. Receive and process a Quote Cancel Acknowledgment for the request submitted in step 5.

Create a Covered Option Contract and Send an Order on the New Contract
This test verifies that your application can create a User-Defined Covered option contract and send a New Order and a Cancel
Request on that instrument.

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Note: If you answered Yes to the questions: “Can your system create Covered Option instruments?” and “Can yoursystem send orders on UDS instruments?”, this test is mandatory.
Note: DO NOT select the "START TEST" button once the test process is in progress.
Create a Covered Option Contract and Send an Order on the New Contract:
1. Click the START TEST button to begin the certification test for every run.

2. In step 1 on the AutoCert+ screen, you must send a Security Definition Request to create a Covered Option (not a
Covered Spread) instrument.
Upon receipt of the Security Definition Request, AutoCert+ will display a status of “Pending” [Yellow] until step 2 on the
AutoCert+ screen is completed.
3. AutoCert+ receives and processes a Security Definition message, acknowledging receipt of the Security Definition
Request message and creation of the UDS instrument.
llAutoCert+ uses the Security Definition message to validate steps 1 and 2 on the AutoCert+ screen.
If tag 323 – SecurityResponseType is set to 2 and tag 762 – SecuritySubType is set to ‘COVERED’, AutoCert+ will
display a status of "Pending” [Yellow] for steps 1 and 2 on the AutoCert+ screen.

4. In step 2 on the Autocert+ screen, you must confirm successful receipt and processing of the Security Definition
Response message.
lllAutoCert+ prompts you to confirm successful processing of the Security Definition Response message by selecting the Yes or No option.
If you answered Yes , AutoCert+ displays a status of “Complete” [Green] for steps 1 and 2 on the AutoCert+
screen.
AutoCert+ receives and processes a Security Definition and Request for Quote Market Data message listing thecharacteristics of the newly created UDS covered option.

User Manual - 109 -AutoCert+ iLink 2.x

5. In step 3 on the AutoCert+ screen, you send an order on the UDS covered option.
lUpon receipt of the New Order message, AutoCert+ displays a status of "Pending" [Yellow] until step 4 is completed.

6. AutoCert+ receives and processes an Execution Report Acknowledgement message for the order.
ll

AutoCert+ uses the Execution Report Acknowledgement message to validate steps 3 and 4 on the AutoCert+
screen.
Upon receipt of the Execution Report Acknowledgement message sent in response to the New Order sent instep 4, AutoCert+ displays a status of "Pending” [Yellow] for steps 3 and 4 on the AutoCert+ screen.

7. In step 4 on the AutoCert+ screen, you must confirm successful receipt and processing of the acknowledgement message.
llAutoCert+ prompts you to confirm successful processing of the Security Definition Response message by selecting the Yes or No option.
If you answered Yes , AutoCert+ displays a status of “Completed” [Green].

8. In step 5 on the AutoCert+ screen, you send a Cancel Request message on the order sent in step 3 on the AutoCert+
screen.
lUpon receipt of the Cancel Request message, AutoCert+ displays a status of "Pending" [Yellow] until step 4 iscompleted.

9. AutoCert+ receives and processes an Execution Report - Cancel Confirmation message for the order sent in step 5 on
the AutoCert+ screen.
llAutoCert+ uses the Execution Report - Cancel Confirmation message to validate step 5 on the AutoCert+ screen.
Upon receipt of the Execution Report - Cancel Confirmation message sent in response to the Cancel Request
sent in step 5 on the AutoCert+ screen, AutoCert+ displays a status of "Pending" [Yellow].

10. In step 6 on the AutoCert+ screen, you must confirm successful receipt and processing of the acknowledgement message.
llAutoCert+ prompts you to confirm successful processing of the Execution Report - Cancel Confirmation message by selecting the Yes or No option.
If you answered Yes , AutoCert+ displays a status of “Completed” [Green].

AutoCert+ validates each field entry. A green icon indicates passed test, a yellow icon indicates a pending test, and a
red icon indicates a failed test.

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Create a Covered Option Contract and Send a Mass Quote on the New Contract
This test verifies that your application can create a User-Defined Covered option contract and send a Mass Quote and a Cancel
Request on that instrument.

To run a Create a Covered Option Contract and Send a Mass Quote on the New Contract 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. Send a Security Definition Request (35=c) message to create a Covered Option instrument.
4. Select "Yes" or "No" to indicate whether or not your system received and processed the Security Definition (35=d)message.
5. Send a Mass Quote (35=i) on the UDS covered option created in step 2

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6. Receive and Process a Quote Acknowledgment (35=b) message for the order sent in step 3.
7. Send a Cancel All Request message on the Mass Quote sent in step 3
8. Receive and process a Quote Cancel Acknowledgment for the request submitted in step 5.

Process a Business-Level Reject Message
This test verifies that your application can process a business-level reject message sent in response to a Security Definition
Request message.
Note: DO NOT select the "START TEST" button once the test process is in progress.
Process a Business-Level Reject Message:
1. Click the START TEST button to begin the certification test for every run.

3. In step 1 on the AutoCert+ screen, you must send a Security Definition Request to create a UDS instrument (Covered or
Combo).
ll

Upon receipt of the Security Definition Request, AutoCert+ displays a status of “Pending” [Yellow] until step 2
on the AutoCert+ screen is completed.
AutoCert+ intercepts the Security Definition Request message and modifies the message by exchanging theplacement of tag 600 - LegSymbol and tag 624 – LegSide before sending it to the engine.

4. AutoCert+ receives and processes a Business-Level Reject Message in response to the Security Definition message.
l

AutoCert+ displays a status of “Pending” [Yellow] until step 2 on the AutoCert+ screen is completed.

5. In step 2 on the AutoCert+ screen, you must confirm successful receipt and processing of the Business-Level Reject
message.
ll

AutoCert+ prompts the customer to confirm successful receipt and processing of the Business-Level Reject message by selecting the Yes or No option.
If the customer's answer is Yes, AutoCert+ displays a status of "Completed" [Green] for steps 1 and 2 on the
AutoCert+ screen.

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AutoCert+ validates each field entry. A green icon indicates passed test, a yellow icon indicates a pending test, and a
red icon indicates a failed test.

Process a Security Definition Reject in Response to a Security Definition
RequestThis test verifies that your application can process a Security Definition Reject (tag 35-MsgType=d, 323SecurityResponseType=5) message.
Note: DO NOT select the "START TEST" button once the test process is in progress.

To run a Process a Security Definition Reject in Response to a Security Definition Request 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. Send a Security Definition Request (35=c) message to create a UDS instrument (Covered or Combo).
4. Click "Yes" or ""No to indicate whether or not your system processed the Security Definition Reject (35=d,323-SecurityResponseType=5) message.

Send an Order on a UDS Instrument Created by Another Application
Submit a New Order message on a User-Defined Spread Instrument Created by Another Application:
Note: DO NOT select the "START TEST" button once the test process is in progress.
1. Click the Start Test button to begin the certification test for every run.

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2. In step 1 on the AutoCert+ screen, you must send an order for a UDS option instrument.
lllUpon receipt of the order, AutoCert+ displays a status of “Pending” [Yellow] until step 2 on the AutoCert+
screen is completed.
AutoCert+ receives and processes an Execution Report – Acknowledgement message for the order sent in step
1 on the AutoCert+ screen.
Upon receipt of the Execution Report – Acknowledgement message sent in response to the new order sent instep 2, if tag 107 – SecurityDesc starts by “UD:”, AutoCert+ displays a status of "Pending" [Yellow] for step 3.

3. In step 2 on the AutoCert+ screen, you must confirm successful receipt and processing of the acknowledgment message.
llAutoCert+ prompts you to confirm successful receipt and processing of the Execution Report - Acknowledgement message by selecting the Yes or No option.
If you answered Yes, AutoCert+ displays a status of "Completed" [Green] for steps 1 and 2 on the AutoCert+
screen.

AutoCert+ validates each field entry. A green icon indicates passed test, a yellow icon indicates a pending test, and a
red icon indicates a failed test.

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Send a Mass Quote Message on One or More UDS Contracts
This test verifies that your application can submit a Mass Quote message on a User-Defined Spread instrument.
Submit a Mass Quote message on One or More UDS Contracts
Note: DO NOT select the "START TEST" button once the test process is in progress.
1. Click the Start Test button to begin the certification test for every run.

2. In step 1 on the AutoCert+ screen, you must send a Mass Quote message on at least one UDS option instrument.
lUpon receipt of the Mass Quote message, if any of the tag 107 – SecurityDesc starts with “UD”, AutoCert+ displays a status of “Pending” [Yellow] until step 2 on the AutoCert+ screen is completed.

3. AutoCert+ receives and processes a Quote Acknowledgement message for the Mass Quote message sent in step 1 on
the AutoCert+ screen.
lUpon receipt of the Quote Acknowledgement, with tag 297 – QuoteStatus set to 0 for the Mass Quotemessage, AutoCert+ displays a status of “Completed” [Green] for step 1 on the AutoCert+ screen.

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4. In step 2 on the AutoCert+ screen, you must confirm successful receipt and processing of the Mass Quote Acknowledgement message.
llAutoCert+ prompts you to confirm successful receipt and processing of the Execution Report - Mass Quote
Acknowledgement message by selecting the Yes or No option.
If you answered Yes, AutoCert+ displays a status of "Completed" [Green] for step 2 on the AutoCert+ screen.

AutoCert+ validates each field entry. A green icon indicates passed test, a yellow icon indicates a pending test, and a
red icon indicates a failed test.

Create a Recursive UDS Contract and Send an Order on the New Contract
Create a User-Defined Spread with one or more of its legs being a User-Defined Spread and send a New Order message on the
instrument.
Note: If you answered Yes to the questions: “Can your system create Recursive UDS instruments?” and: “Can yoursystem send orders on UDS instruments?”, this test is mandatory.
Note: DO NOT select the "START TEST" button once the test process is in progress.
Create a Recursive UDS Contract and Send an Order on the New Contract:
1. Click the START TEST button to begin the certification test for every run.

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2. In step 1 on the AutoCert+ screen, you must send a Security Definition Request to create a Spread Combo or Covered
Option instrument with at least one leg being a User-Defined Spread.
3. AutoCert+ receives and processes a Security Definition message acknowledging receipt of the Security Definition
Request message and creation of the UDS instrument. Select Yes or No.
4. In step 2 on the AutoCert+ screen, you must confirm successful receipt and processing of the Security Definition
Response message by selecting the Yes or No option.
ll

If the customer's answer is Yes, AutoCert+ displays a status of “Completed” [Green] for steps 1 and 2 on
the AutoCert+ screen.
AutoCert+ receives and processes a Security Definition and Request for Quote Market Data message listing thecharacteristics of the newly created UDS option.

5. In step 3 on the AutoCert+ screen, you must send an order on the UDS covered option created in step 2 on the
AutoCert+ screen.
lUpon receipt of the New Order message, AutoCert+ displays a status of "Pending” [Yellow] until step 4 on the
AutoCert+ screen is completed.

6. AutoCert+ receives and processes an Execution Report - Acknowledgement message for the order sent in step 3 on
the AutoCert+ screen.
llAutoCert+ uses the Execution Report – Acknowledgement message to validate steps 3 and 4 on the AutoCert+
screen.
Upon receipt of the Execution Report – Acknowledgement message sent in response to the new order sent instep 4 on the AutoCert+ screen. AutoCert+ displays a status of "Pending"[Yellow] for step 4 on the AutoCert+
screen.

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7. In step 4 on the AutoCert+ screen, you must confirm successful receipt and processing of the acknowledgement message.
llAutoCert+ prompts the customer to confirm successful processing of the Execution Report - Acknowledgement
message by selecting the Yes or No option.
If the customer's answer is Yes , AutoCert+ displays a status of “Completed” [Green] for steps 3 and 4 on the
AutoCert+ screen.

8. In step 5 on the AutoCert+ screen, you must send a Cancel Request message on the order sent in step 3 on the
AutoCert+ screen.
lUpon receipt of the Cancel Request message, AutoCert+ displays a status of "Pending" [Yellow] until step 6 on
the AutoCert+ screen is completed.

9. AutoCert+ receives and processes an Execution Report - Cancel Confirmation for the Cancel Request sent in step 5 on
the AutoCert+ screen.
llAutoCert+ uses the Execution Report - Cancel Confirmation message to validate steps 5 and 6 on the AutoCert+
screen.
Upon receipt of the Execution Report - Cancel Confirmation message sent in response to the Cancel Request
sent in step 6 on the AutoCert+ screen. AutoCert+ displays a status of "Pending" [Yellow] for step 6 on the
AutoCert+ screen.

10. In step 6 on the AutoCert+ screen, you must confirm successful receipt and processing of the acknowledgement message.
llAutoCert+ prompts you to confirm successful processing of the Execution Report - Cancel Confirmation message by selecting the Yes or No option.
If you answered Yes , AutoCert+ displays a status of “Completed” [Green] for steps 5 and 6 on the AutoCert+
screen.

AutoCert+ validates each field entry. A green icon indicates passed test, a yellow icon indicates a pending test, and a
red icon indicates a failed test.

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Create a Recursive UDS Contract and Send a Mass Quote on the New Contract
Create a User-Defined Spread with one or more of its legs being a User-Defined Spread and send a Mass Quote (tag 35MsgType=i) message on the instrument.

Create a Recursive UDS Contract and Send a Mass Quote on the New Contract:
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. Send a Security Definition Request to create a Spread Combo or Covered Option instrument with at least one leg
being a User-Defined Spread.
4. Select Yes or No to indicate whether your system received and processed the Security Definition (tag 35MsgType=d) response message.
5. Send a Mass Quote (tag 35-MsgType=i) on the UDS covered option created in step 2.
6. Select Yes or No to indicate whether your system received and processed the Quote Acknowledgment (35=b) message for the order sent in step 3.
7. Send a Cancel All Request message on the order sent in step 3.
8. Select Yes or No to indicate whether your system received and processed the Quote Cancel Acknowledgment message.

Create a Recursive UDS Contract
Create a User-Defined Spread with one or more of its legs being a User-Defined spread.

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Note: If you answered Yes to the question: “Can your system create Recursive UDS instruments?”, and No to thequestion: “Can your system send orders on UDS instruments?” this test Is mandatory.
Note: DO NOT select the "START TEST" button once the test process is in progress.
Create a Recursive UDS Contract:
1. Click the START TEST button to begin the certification test for every run.

2. In step 1 on the AutoCert+ screen, you must send a Security Definition Request to create a Spread Combo or Covered
Option instrument with at least one leg being a User-Defined Spread.
3. AutoCert+ receives and processes a Security Definition message acknowledging receipt of the Security Definition
Request message and creation of the UDS instrument. Select Yes or No.
4. In step 2 on the AutoCert+ screen, you must confirm successful receipt and processing of the Security Definition
Response message by selecting the Yes or No option.
ll

If the customer's answer is Yes, AutoCert+ displays a status of “Completed” [Green] for steps 1 and 2 on
the AutoCert+ screen.
AutoCert+ receives and processes an Security Definition and Request for Quote Market Data message listing thecharacteristics of the newly created UDS option.

AutoCert+ validates each field entry. A green icon indicates passed test, a yellow icon indicates a pending test, and a
red icon indicates a failed test.

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Committed Cross Tests
Committed Cross Tests consist of the following:lCommitted Cross (C-Cross) Order SubmissionlCommitted Cross (C-Cross) Rejection

Committed Cross (C-Cross) Order Submission
The purpose of this test is to verify that your system can submit a Request for Cross (tag 35-MsgType=s) message andprocess all acknowledgments and fills according to the Committed Cross (C-Cross) approach (no preceding RFQ).

To run a Committed Cross (C-Cross) Order Submission test:
1. From the Contract drop-down, select the desired contract if the contract is not already locked.
2. Select the START TEST button.
Note: DO NOT select the START TEST button once the test process is in progress.

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3. Submit a Committed Cross (C-Cross) (35=s) message with a quantity greater than 10 on each side.
4. Select Yes or No to indicate whether or not your system properly received and processed the Execution Report Acknowledgment [35=8, 39=0 (New Order Ack)] message for the buy side.

5. Select Yes or No to indicate whether or not your system properly received and processed the Execution Report Acknowledgment [35=8, 39=0 (New Order Ack)] message for the sell side.

6. Receive and process the Execution Report - Partial Fill [54-Side=1 (Buy), 39-OrdStatus=1 (Partial fill)] message forthe buy side.
Enter the value from tag 151-LeavesQty.

Select Submit.
7. Select Yes or No to indicate whether or not your system properly received and processed the Execution Report - Complete Fill [54-Side=2 (Sell), 39-OrdStatus=2 (Complete fill)] message for the sell side.

Committed Cross (C-Cross) Rejection
The purpose of this test is to verify that your system can receive and process a Committed Cross (C-Cross) Rejection message.

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To run a Committed Cross (C-Cross) Rejection test:
1. From the Contract drop-down, select the desired contract if the contract is not already locked.
2. Select the START TEST button.
Note: DO NOT select the START TEST button once the test process is in progress.
3. Submit a Committed Cross (C-Cross) (35=s) message with a quantity greater than 10 on each side.
4. Receive and process an Business Level Reject (35=j) message.
In the BusinessRejectReason drop-down, select the value from tag 380-BusinessRejectReason.

Select Submit.

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