DecimalsInStrikePrice 303 0 PutOrCall 303 0 OrderbookID 304 5574562 Symbol 304 HSIF4 Country 304 12 Market 304 34 InstrumentGroup 304 4 Modifier 304 0 CommodityCode 304 4002 ExpirationDate 304 2014-01-29 (UInt16: 0011 0010 0011 1101) StrikePrice 304 0 ContractSize 304 0 ISINCode 304 SeriesStatus 304 1 EffectiveTomorrow 304 0 EffectiveExpDate 304 20140129 DateTimeLastTrading 304 2014-01-29 16:00:00 CommodityCode 301 4002 DecimalInUnderlyingPrice 301 2 ISINCode 301 BaseCurrency 301 HKD UnderlyingPriceUnit 301 1 CommodityName 301 HANG SENG INDEX NominalValue 301 0 UndelyingCode 301 HSI UnderlyingType 301 7 EffectiveTomorrow 301 0 Country 302 12 Market 302 34 InstrumentGroup 302 4 Modifier 302 0 CommodityCode 302 4002 PriceQuotationFactor 302 50 ContractSize 302 1 DecimalInStrikePrice 302 0 DecimalInContractSize 302 0
DecimalInPremium 302 0 RankingType 302 1 Tradable 302 1 PremiumUnit4Price 302 1 BaseCurrency 302 HKD InstrumentClassID 302 HSIFUT InstrumentClassName 302 HSI – FUTURES ISFractions 302 N SettlementCurrencyID 302 HKD EffectiveTomorrow 302 0 Test Case 2 * Non-SOM Subscriber Only OMD Field Name Message Expected Value Result (Check the box if matched) OrderBookID 303 132085 Symbol 303 CUSU4 FinancialProduct 303 3 NumberOfDecimalsPrice 303 4 NumberOfLegs 303 0 StrikePrice 303 0 ExpirationDate 303 20140915 DecimalsInStrikePrice 303 4 PutOrCall 303 0 OrderbookID 304 132085 Symbol 304 CUSU4 Country 304 12 Market 304 70 InstrumentGroup 304 4 Modifier 304 0 CommodityCode 304 1013 ExpirationDate 304 2014-09-15 (UInt16: 0011 0011 0010 1111) StrikePrice 304 0 ContractSize 304 0 ISINCode 304 SeriesStatus 304 1 EffectiveTomorrow 304 0
CommodityCode 302 4009 PriceQuotationFactor 302 100 ContractSize 302 1 DecimalInStrikePrice 302 0 DecimalInContractSize 302 0 DecimalInPremium 302 1 RankingType 302 1 Tradable 302 1 PremiumUnit4Price 302 1 BaseCurrency 302 USD InstrumentClassID 302 GLDFUT InstrumentClassName 302 GLD – FUTURES ISFractions 302 N SettlementCurrencyID 302 USD EffectiveTomorrow 302 0 Test Case 4 * Non-SOM Subscriber Only OMD Field Name Message Expected Value Result (Check the box if matched) OrderBookID 303 265645 Symbol 303 EF3H4 FinancialProduct 303 3 NumberOfDecimalsPrice 303 2 NumberOfLegs 303 0 StrikePrice 303 0 ExpirationDate 303 20140317 DecimalsInStrikePrice 303 2 PutOrCall 303 0 OrderbookID 304 265645 Symbol 304 EF3H4 Country 304 12 Market 304 3 InstrumentGroup 304 4 Modifier 304 0 CommodityCode 304 3501 ExpirationDate 304 2014-03-17 (UInt16: 0011 0010 0111 0001)
StrikePrice 304 0 ContractSize 304 0 ISINCode 304 SeriesStatus 304 1 EffectiveTomorrow 304 0 EffectiveExpDate 304 20140317 DateTimeLastTrading 304 2014-03-17 11:00:00 CommodityCode 301 3501 DecimalInUnderlyingPrice 301 2 ISINCode 301 BaseCurrency 301 HKD UnderlyingPriceUnit 301 3 CommodityName 301 3-YEAR EXCHANGE FUND NOTES NominalValue 301 1000000 UndelyingCode 301 UnderlyingType 301 3 EffectiveTomorrow 301 0 Country 302 12 Market 302 3 InstrumentGroup 302 4 Modifier 302 0 CommodityCode 302 3501 PriceQuotationFactor 302 1 ContractSize 302 1 DecimalInStrikePrice 302 0 DecimalInContractSize 302 0 DecimalInPremium 302 2 RankingType 302 1 Tradable 302 1 PremiumUnit4Price 302 3 BaseCurrency 302 HKD InstrumentClassID 302 EF3FUT InstrumentClassName 302 3-Y EXCHANGE FUND NOTES FUTURES ISFractions 302 N SettlementCurrencyID 302 HKD EffectiveTomorrow 302 0
Test Case 5 * Non-SOM Subscriber Only OMD Field Name Message Expected Value Result (Check the box if matched) OrderBookID 303 16517077 Symbol 303 HKBZ3 FinancialProduct 303 3 NumberOfDecimalsPrice 303 2 NumberOfLegs 303 0 StrikePrice 303 0 ExpirationDate 303 20131230 DecimalsInStrikePrice 303 2 PutOrCall 303 0 OrderbookID 304 16517077 Symbol 304 HKBZ3 Country 304 12 Market 304 2 InstrumentGroup 304 4 Modifier 304 0 CommodityCode 304 2005 ExpirationDate 304 2013-12-30 (UInt16: 0011 0001 1001 1110) StrikePrice 304 0 ContractSize 304 0 ISINCode 304 SeriesStatus 304 1 EffectiveTomorrow 304 0 EffectiveExpDate 304 20131230 DateTimeLastTrading 304 2013-12-30 11:15:00 CommodityCode 301 2005 DecimalInUnderlyingPrice 301 2 ISINCode 301 BaseCurrency 301 HKD UnderlyingPriceUnit 301 1 CommodityName 301 HSBC HOLDINGS PLC NominalValue 301 0 UndelyingCode 301 00005
UnderlyingType 301 1 EffectiveTomorrow 301 0 Country 302 12 Market 302 2 InstrumentGroup 302 4 Modifier 302 0 CommodityCode 302 2005 PriceQuotationFactor 302 400 ContractSize 302 400 DecimalInStrikePrice 302 0 DecimalInContractSize 302 0 DecimalInPremium 302 2 RankingType 302 1 Tradable 302 1 PremiumUnit4Price 302 1 BaseCurrency 302 HKD InstrumentClassID 302 HKBFUT InstrumentClassName 302 HKB - FUTURES ISFractions 302 N SettlementCurrencyID 302 HKD EffectiveTomorrow 302 0 Test Case 6 * Non-SOM Subscriber Only OMD Field Name Message Expected Value Result (Check the box if matched) OrderBookID 303 32182178 Symbol 303 HSI16400L3 FinancialProduct 303 1 NumberOfDecimalsPrice 303 0 NumberOfLegs 303 0 StrikePrice 303 16400 ExpirationDate 303 20131230 DecimalsInStrikePrice 303 0 PutOrCall 303 1 OrderbookID 304 32182178 Symbol 304 HSI16400L3
Country 304 12 Market 304 34 InstrumentGroup 304 22 Modifier 304 0 CommodityCode 304 4002 ExpirationDate 304 2013-12-30 (UInt16: 0011 0001 1001 1110) StrikePrice 304 16400 ContractSize 304 0 ISINCode 304 SeriesStatus 304 1 EffectiveTomorrow 304 0 EffectiveExpDate 304 20131230 DateTimeLastTrading 304 2013-12-30 16:00:00 CommodityCode 301 4002 DecimalInUnderlyingPrice 301 2 ISINCode 301 BaseCurrency 301 HKD UnderlyingPriceUnit 301 1 CommodityName 301 HANG SENG INDEX NominalValue 301 0 UndelyingCode 301 HSI UnderlyingType 301 7 EffectiveTomorrow 301 0 Country 302 12 Market 302 34 InstrumentGroup 302 22 Modifier 302 0 CommodityCode 302 4002 PriceQuotationFactor 302 50 ContractSize 302 1 DecimalInStrikePrice 302 0 DecimalInContractSize 302 0 DecimalInPremium 302 0 RankingType 302 1 Tradable 302 1 PremiumUnit4Price 302 1
BaseCurrency 302 HKD InstrumentClassID 302 HSICALL InstrumentClassName 302 HSI - CALL OPTIONS ISFractions 302 N SettlementCurrencyID 302 HKD EffectiveTomorrow 302 0 Test Case 7 * Non-SOM Subscriber Only OMD Field Name Message Expected Value Result (Check the box if matched) OrderBookID 303 37883810 Symbol 303 HSI16400X3 FinancialProduct 303 1 NumberOfDecimalsPrice 303 0 NumberOfLegs 303 0 StrikePrice 303 16400 ExpirationDate 303 20131230 DecimalsInStrikePrice 303 0 PutOrCall 303 2 OrderbookID 304 37883810 Symbol 304 HSI16400X3 Country 304 12 Market 304 34 InstrumentGroup 304 23 Modifier 304 0 CommodityCode 304 4002 ExpirationDate 304 2013-12-30 (UInt16: 0011 0001 1001 1110) StrikePrice 304 16400 ContractSize 304 0 ISINCode 304 SeriesStatus 304 1 EffectiveTomorrow 304 0 EffectiveExpDate 304 20131230 DateTimeLastTrading 304 2013-12-30 16:00:00 CommodityCode 301 4002 DecimalInUnderlyingPrice 301 2
Country 304 12 Market 304 34 InstrumentGroup 304 201 Modifier 304 0 CommodityCode 304 4002 ExpirationDate 304 2014-04-29 (UInt16: 0011 0010 1011 1101) StrikePrice 304 0 ContractSize 304 0 ISINCode 304 SeriesStatus 304 1 EffectiveTomorrow 304 0 EffectiveExpDate 304 DateTimeLastTrading 304 2014-04-29 16:00:00 CommodityCode 301 4002 DecimalInUnderlyingPrice 301 2 ISINCode 301 BaseCurrency 301 HKD UnderlyingPriceUnit 301 1 CommodityName 301 HANG SENG INDEX NominalValue 301 0 UndelyingCode 301 HSI UnderlyingType 301 7 EffectiveTomorrow 301 0 Country 302 12 Market 302 34 InstrumentGroup 302 201 Modifier 302 0 CommodityCode 302 4002 PriceQuotationFactor 302 0 ContractSize 302 0 DecimalInStrikePrice 302 0 DecimalInContractSize 302 0 DecimalInPremium 302 0 RankingType 302 1 Tradable 302 1 PremiumUnit4Price 302 1
BaseCurrency 302 HKD InstrumentClassID 302 HSITS01 InstrumentClassName 302 HSI FUT TIME SPREAD (S=1) ISFractions 302 N SettlementCurrencyID 302 EffectiveTomorrow 302 0 ComboOrderbookID 305 5836706 LegOrderbookID 305 2887586 LegSide 305 B LegRatio 305 1 ComboOrderbookID 305 5836706 LegOrderbookID 305 48566178 LegSide 305 C LegRatio 305 1 Test Case 10 * Non-SOM Subscriber Only OMD Field Name Message Expected Value Result (Check the box if matched) OrderBookID 303 855071 Symbol 303 HB3H4/H5 FinancialProduct 303 11 NumberOfDecimalsPrice 303 2 NumberOfLegs 303 2 StrikePrice 303 0 ExpirationDate 303 20150316 DecimalsInStrikePrice 303 2 PutOrCall 303 0 OrderbookID 304 855071 Symbol 304 HB3H4/H5 Country 304 12 Market 304 24 InstrumentGroup 304 212 Modifier 304 0 CommodityCode 304 3103 ExpirationDate 304 2015-03-16 (UInt16: 0011 0100 0111 0000) StrikePrice 304 0
LegOrderbookID 305 723999 LegSide 305 B LegRatio 305 1 ComboOrderbookID 305 855071 LegOrderbookID 305 461855 LegSide 305 C LegRatio 305 1 Test Case 11 * Non-SOM Subscriber Only OMD Field Name Message Expected Value Result (Check the box if matched) OrderBookID 303 4294840228 Symbol 303 TMC_MHI/002 FinancialProduct 303 11 NumberOfDecimalsPrice 303 0 NumberOfLegs 303 4 StrikePrice 303 2 ExpirationDate 303 20140129 DecimalsInStrikePrice 303 0 PutOrCall 303 0 OrderbookID 304 4294840228 Symbol 304 TMC_MHI/002 Country 304 12 Market 304 16 InstrumentGroup 304 250 Modifier 304 0 CommodityCode 304 4004 ExpirationDate 304 2014-01-29 (UInt16: 0011 0010 0011 1101) StrikePrice 304 2 ContractSize 304 0 ISINCode 304 SeriesStatus 304 1 EffectiveTomorrow 304 0 EffectiveExpDate 304 DateTimeLastTrading 304 1970-01-01 08:00:00 CommodityCode 301 4004
DecimalInUnderlyingPrice 301 2 ISINCode 301 BaseCurrency 301 HKD UnderlyingPriceUnit 301 1 CommodityName 301 MINI - HANG SENG INDEX NominalValue 301 0 UndelyingCode 301 HSI UnderlyingType 301 7 EffectiveTomorrow 301 0 Country 302 12 Market 302 16 InstrumentGroup 302 250 Modifier 302 0 CommodityCode 302 4004 PriceQuotationFactor 302 0 ContractSize 302 0 DecimalInStrikePrice 302 0 DecimalInContractSize 302 0 DecimalInPremium 302 0 RankingType 302 1 Tradable 302 1 PremiumUnit4Price 302 1 BaseCurrency 302 HKD InstrumentClassID 302 TMC_MHI InstrumentClassName 302 MHI TMC Combo Class ISFractions 302 N SettlementCurrencyID 302 EffectiveTomorrow 302 0 ComboOrderbookID 305 4294840228 LegOrderbookID 305 8458148 LegSide 305 B LegRatio 305 1 ComboOrderbookID 305 4294840228 LegOrderbookID 305 8523684 LegSide 305 B LegRatio 305 1
ComboOrderbookID 305 4294840228 LegOrderbookID 305 38997924 LegSide 305 C LegRatio 305 1 ComboOrderbookID 305 4294840228 LegOrderbookID 305 42602404 LegSide 305 C LegRatio 305 1 Test Case 12 * Non-SOM Subscriber Only OMD Field Name Message Expected Value Result (Check the box if matched) OrderbookID 304 659370 Symbol 304 XHS19600L3 Country 304 12 Market 304 35 InstrumentGroup 304 22 Modifier 304 0 CommodityCode 304 4010 ExpirationDate 304 2013-12-30 (UInt16: 0011 0001 1001 1110) StrikePrice 304 19600 ContractSize 304 0 ISINCode 304 SeriesStatus 304 2 EffectiveTomorrow 304 0 EffectiveExpDate 304 20131230 DateTimeLastTrading 304 2013-12-30 16:00:00 CommodityCode 301 4010 DecimalInUnderlyingPrice 301 0 ISINCode 301 BaseCurrency 301 HKD UnderlyingPriceUnit 301 1 CommodityName 301 HANG SENG INDEX NominalValue 301 0 UndelyingCode 301 UnderlyingType 301 7
EffectiveTomorrow 301 0 Country 302 12 Market 302 35 InstrumentGroup 302 22 Modifier 302 0 CommodityCode 302 4010 PriceQuotationFactor 302 50 ContractSize 302 1 DecimalInStrikePrice 302 0 DecimalInContractSize 302 0 DecimalInPremium 302 0 RankingType 302 1 Tradable 302 1 PremiumUnit4Price 302 1 BaseCurrency 302 HKD InstrumentClassID 302 XHSCALL InstrumentClassName 302 XHS - CALL OPTIONS ISFractions 302 N SettlementCurrencyID 302 HKD EffectiveTomorrow 302 0 Test Case 13 * SOM Subscriber Only OMD Field Name Message Expected Value Result (Check the box if matched) OrderBookID 303 14551380 Symbol 303 HEX95.00L3 FinancialProduct 303 1 NumberOfDecimalsPrice 303 2 NumberOfLegs 303 0 StrikePrice 303 95.00 ExpirationDate 303 20131230 DecimalsInStrikePrice 303 2 PutOrCall 303 1 OrderbookID 304 14551380 Symbol 304 HEX95.00L3 Country 304 12
InstrumentClassID 302 HEXCALL InstrumentClassName 302 HEX - CALL OPTIONS ISFractions 302 N SettlementCurrencyID 302 HKD EffectiveTomorrow 302 0 Test Case 14 * SOM Subscriber Only OMD Field Name Message Expected Value Result (Check the box if matched) OrderBookID 303 12060010 Symbol 303 CPD5.38R4 FinancialProduct 303 1 NumberOfDecimalsPrice 303 2 NumberOfLegs 303 0 StrikePrice 303 5.38 ExpirationDate 303 20140627 DecimalsInStrikePrice 303 2 PutOrCall 303 2 OrderbookID 304 12060010 Symbol 304 CPD5.38R4 Country 304 12 Market 304 20 InstrumentGroup 304 7 Modifier 304 0 CommodityCode 304 1386 ExpirationDate 304 2014-06-27 (UInt16: 0011 0010 1101 1011) StrikePrice 304 5.38 ContractSize 304 2602.2305 ISINCode 304 SeriesStatus 304 1 EffectiveTomorrow 304 0 EffectiveExpDate 304 20140627 DateTimeLastTrading 304 2014-06-27 11:15:00 CommodityCode 301 1386 DecimalInUnderlyingPrice 301 2 ISINCode 301
NumberOfLegs 303 3 StrikePrice 303 2 ExpirationDate 303 20140129 DecimalsInStrikePrice 303 2 PutOrCall 303 0 OrderbookID 304 4294838229 Symbol 304 TMC_HKB/002 Country 304 12 Market 304 20 InstrumentGroup 304 250 Modifier 304 0 CommodityCode 304 2005 ExpirationDate 304 2014-01-29 (UInt16: 0011 0010 0011 1101) StrikePrice 304 2 ContractSize 304 0 ISINCode 304 SeriesStatus 304 1 EffectiveTomorrow 304 0 EffectiveExpDate 304 DateTimeLastTrading 304 1970-01-01 08:00:00 CommodityCode 301 2005 DecimalInUnderlyingPrice 301 2 ISINCode 301 BaseCurrency 301 HKD UnderlyingPriceUnit 301 1 CommodityName 301 HSBC HOLDINGS PLC NominalValue 301 0 UndelyingCode 301 00005 UnderlyingType 301 1 EffectiveTomorrow 301 0 Country 302 12 Market 302 20 InstrumentGroup 302 250 Modifier 302 0 CommodityCode 302 2005 PriceQuotationFactor 302 0 ContractSize 302 0
ContractSize 304 0 ISINCode 304 SeriesStatus 304 0 EffectiveTomorrow 304 1 EffectiveExpDate 304 20140828 DateTimeLastTrading 304 2014-08-28 16:00:00 CommodityCode 301 4002 DecimalInUnderlyingPrice 301 2 ISINCode 301 BaseCurrency 301 HKD UnderlyingPriceUnit 301 1 CommodityName 301 HANG SENG INDEX NominalValue 301 0 UndelyingCode 301 HSI UnderlyingType 301 7 EffectiveTomorrow 301 1 Country 302 12 Market 302 34 InstrumentGroup 302 4 Modifier 302 0 CommodityCode 302 4002 PriceQuotationFactor 302 50 ContractSize 302 1 DecimalInStrikePrice 302 0 DecimalInContractSize 302 0 DecimalInPremium 302 0 RankingType 302 1 Tradable 302 1 PremiumUnit4Price 302 1 BaseCurrency 302 HKD InstrumentClassID 302 HSIFUT InstrumentClassName 302 HSI - FUTURES ISFractions 302 N SettlementCurrencyID 302 HKD EffectiveTomorrow 302 1 Test Case 17
* SOM Subscriber Only OMD Field Name Message Expected Value Result (Check the box if matched) OrderbookID 304 0 Symbol 304 RKB75.00X3 Country 304 12 Market 304 90 InstrumentGroup 304 7 Modifier 304 0 CommodityCode 304 6001 ExpirationDate 304 2013-12-30 (UInt16: 0011 0001 1001 1110) StrikePrice 304 75.00 ContractSize 304 0 ISINCode 304 SeriesStatus 304 0 EffectiveTomorrow 304 1 EffectiveExpDate 304 20131230 DateTimeLastTrading 304 2013-12-30 04:45:00 CommodityCode 301 6001 DecimalInUnderlyingPrice 301 2 ISINCode 301 BaseCurrency 301 CNY UnderlyingPriceUnit 301 1 CommodityName 301 RMB HKB NominalValue 301 0 UndelyingCode 301 UnderlyingType 301 1 EffectiveTomorrow 301 1 Country 302 12 Market 302 90 InstrumentGroup 302 7 Modifier 302 0 CommodityCode 302 6001 PriceQuotationFactor 302 400 ContractSize 302 400 DecimalInStrikePrice 302 2 DecimalInContractSize 302 0 DecimalInPremium 302 2 RankingType 302 1
Tradable 302 1 PremiumUnit4Price 302 1 BaseCurrency 302 CNY InstrumentClassID 302 RKBPUT InstrumentClassName 302 RKB - PUT OPTIONS ISFractions 302 N SettlementCurrencyID 302 CNY EffectiveTomorrow 302 1 Section 2: Interpretation of Status Data: Market Status (message type: 320) Test Case 1 OMD Field Name Expected Value Result (Check the box if matched) StateLevel 1 Markert 20 Instrument 0 OrderbookID 0 CommodityCode 0 ActualStartDate 20131230 ActualStartTime 043000 PlannedStartDate PlannedStartTime SecondsToStateChange 0 State 9 Priortiy 120 Test Case 2 OMD Field Name Expected Value Result (Check the box if matched) StateLevel 2 Markert 34 Instrument 4 OrderbookID 0 CommodityCode 0 ActualStartDate 20131230
Empty Full Order Book (DF Subscribers only) Bid Ask OrderBookID: 6229921 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) Empty Empty Test Case 4: * Non-SOM Subscriber Only Aggregate Order Book “10BBO” (DS Subscribers only) Bid Sell OrderBookID: 6360993 Price Level Price Agg. Quantity NumOf Order Price Level Price Agg. Quantity NumOf Orders Result (Check the box if matched) 1 11000 10 1 Empty Aggregate Order Book “10 + 1 BBO” (DP Subscribers only) Bid Sell OrderBookID: 6360993 Price Level Price Agg. Quantity NumOf Order Price Level Price Agg. Quantity NumOf Orders Result (Check the box if matched) 1 11000 10 1
Empty Full Order Book (DF Subscribers only) Bid Ask OrderBookID: 6360993 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) 6360365812506725202 1 11000 10 N/A Bait order Empty Test Case 5: * Non-SOM Subscriber Only Aggregate Order Book “10BBO” (DS Subscribers only) Bid Sell OrderBookID: 6295457 Price Level Price Agg. Quantity NumOf Order Price Level Price Agg. Quantity NumOf Orders Result (Check the box if matched) 1 11000 30 3 1 12000 41 3 Aggregate Order Book “10 + 1 BBO” (DP Subscribers only) Bid Sell OrderBookID: 6295457 Price Level Price Agg. Quantity NumOf Order Price Level Price Agg. Quantity NumOf Orders Result (Check the box if matched) 1 11000 30 3
1 12000 41 3 Continues next page -> Full Order Book (DF Subscribers only) Bid Ask OrderBookID: 6295457 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) 6360365812506719895 3 11000 10 N/A Bait order 6360365812506719894 2 11000 10 N/A Bait order 6360365812506719893 1 11000 10 N/A Bait order 6360365812506719887 1 12000 10 N/A Bait order 6360365812506719889 2 12000 10 N/A Bait order 6360365812506719888 3 12000 10 N/A Bait order Test Case 6: * Non-SOM Subscriber Only
Full Order Book (DF Subscribers only) Bid Ask OrderBookID: 6885281 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) 6360365812506717390 1 -74 10 N/A Bait order 6360365812506717391 1 -62 3 N/A Bait order Test Case 12: * Non-SOM Subscriber Only Aggregate Order Book “10BBO” (DS Subscribers only) Bid Sell OrderBookID: 34672545 Price Level Price Agg. Quantity NumOf Order Price Level Price Agg. Quantity NumOf Orders Result (Check the box if matched) Empty Empty Aggregate Order Book “10 + 1 BBO” (DP Subscribers only) Bid Sell OrderBookID: 34672545 Price Level Price Agg. Quantity NumOf Order Price Level Price Agg. Quantity NumOf Orders Result (Check the box if matched) Empty Empty
Full Order Book (DF Subscribers only) Bid Ask OrderBookID: 34672545 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) Empty Empty Test Case 13: * Non-SOM Subscriber Only Aggregate Order Book “10BBO” (DS Subscribers only) Bid Sell OrderBookID: 7016353 Price Level Price Agg. Quantity NumOf Order Price Level Price Agg. Quantity NumOf Orders Result (Check the box if matched) Empty 1 -56 3 1 Aggregate Order Book “10 + 1 BBO” (DP Subscribers only) Bid Sell OrderBookID: 7016353 Price Level Price Agg. Quantity NumOf Order Price Level Price Agg. Quantity NumOf Orders Result (Check the box if matched) Empty 1 -56 3 1
Full Order Book (DF Subscribers only) Bid Ask OrderBookID: 7016353 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) Empty 6360365812506717398 1 -56 3 N/A Bait order Test Case 14: * Non-SOM Subscriber Only Aggregate Order Book “10BBO” (DS Subscribers only) Bid Sell OrderBookID: 4722593 Price Level Price Agg. Quantity NumOf Order Price Level Price Agg. Quantity NumOf Orders Result (Check the box if matched) 5 18100 10 1 4 18300 10 1 3 18500 10 1 2 18700 10 1 1 18900 10 1 Empty Continues next page ->
Aggregate Order Book “10 + 1 BBO” (DP Subscribers only) Bid Sell OrderBookID: 4722593 Price Level Price Agg. Quantity NumOf Order Price Level Price Agg. Quantity NumOf Orders Result (Check the box if matched) 5 18100 10 1 4 18300 10 1 3 18500 10 1 2 18700 10 1 1 18900 10 1 Empty Continues next page -> Full Order Book (DF Subscribers only) Bid Ask OrderBookID: 4722593 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) 6360365812506719907 5 18100 10 N/A Bait order 6360365812506719909 4 18300 10 N/A Bait order 6360365812506719913 3 18500 10 N/A Bait order
Aggregate Order Book “10 + 1 BBO” (DP Subscribers only) Bid Sell OrderBookID: 7409569 Price Level Price Agg. Quantity NumOf Order Price Level Price Agg. Quantity NumOf Orders Result (Check the box if matched) 2 -406 1 1 1 606 1 1 Empty Continues next page -> Full Order Book (DF Subscribers only) Bid Ask OrderBookID: 7409569 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) 6360365812506725162 2 -406 1 N/A Bait order 6360365812506725168 1 606 1 N/A Bait order Empty Test Case 17: * Non-SOM Subscriber Only Aggregate Order Book “10BBO” (DS Subscribers only)
Bid Sell OrderBookID: 7278497 Price Level Price Agg. Quantity NumOf Order Price Level Price Agg. Quantity NumOf Orders Result (Check the box if matched) Empty Empty Aggregate Order Book “10 + 1 BBO” (DP Subscribers only) Bid Sell OrderBookID: 7278497 Price Level Price Agg. Quantity NumOf Order Price Level Price Agg. Quantity NumOf Orders Result (Check the box if matched) Empty Empty Full Order Book (DF Subscribers only) Bid Ask OrderBookID: 7278497 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) Empty Empty Test Case 18: * Non-SOM Subscriber Only Aggregate Order Book “10BBO” (DS Subscribers only)
Bid Sell OrderBookID: 38408097 Price Level Price Agg. Quantity NumOf Order Price Level Price Agg. Quantity NumOf Orders Result (Check the box if matched) Empty Empty Aggregate Order Book “10 + 1 BBO” (DP Subscribers only) Bid Sell OrderBookID: 38408097 Price Level Price Agg. Quantity NumOf Order Price Level Price Agg. Quantity NumOf Orders Result (Check the box if matched) Empty Empty Full Order Book (DF Subscribers only) Bid Ask OrderBookID: 38408097 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) Empty Empty Test Case 20: * Non-SOM Subscriber Only Aggregate Order Book “10BBO” (DS Subscribers only)
6360365812506719810 7 18400 10 N/A Bait order 6360365812506719809 6 18500 10 N/A Bait order 6360365812506719808 5 18600 10 N/A Bait order 6360365812506719807 4 18700 10 N/A Bait order 6360365812506719806 3 18800 10 N/A Bait order Table continues next page -> Bid Ask OrderBookID: 5574562 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) 6360365812506719805 2 18900 10 N/A Bait order 6360365812506719804 1 19000 10 N/A Bait order Empty
6360365812506719822 3 18300 10 N/A Bait order 6360365812506719821 4 18400 10 N/A Bait order 6360365812506719820 5 18500 10 N/A Bait order 6360365812506719819 6 18600 10 N/A Bait order 6360365812506719818 7 18700 10 N/A Bait order 6360365812506719817 8 18800 10 N/A Bait order Table continues next page -> Bid Ask OrderBookID: 1052578 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) 6360365812506719815 9 18900 10 N/A Bait order 6360365812506719811 10 19000 10 N/A Bait order
6360365812506720066 7 18400 10 N/A Bait order 6360365812506720064 6 18500 10 N/A Bait order 6360365812506720062 5 18600 10 N/A Bait order 6360365812506720061 4 18700 10 N/A Bait order 6360365812506720060 3 18800 10 N/A Bait order 6360365812506720058 2 18900 10 N/A Bait order Table continues next page -> Bid Ask OrderBookID: 790434 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) 6360365812506720055 1 19000 10 N/A Bait order 6360365812506720084 1 19200 5 N/A Bait order
Empty 1 18000 10 1 2 18100 10 1 3 18200 10 1 4 18300 10 1 5 18400 10 1 6 18500 10 1 7 18600 10 1 8 18700 10 1 9 18800 10 1 10 18900 10 1 255 N/A (-2147483648) 10 1 Continues next page -> Full Order Book (DF Subscribers only) Bid Ask OrderBookID: 44961698 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) Empty 6360365812506719835 1 18000 10 N/A Bait order
6360365812506719834 2 18100 10 N/A Bait order 6360365812506719833 3 18200 10 N/A Bait order 6360365812506719832 4 18300 10 N/A Bait order 6360365812506719831 5 18400 10 N/A Bait order 6360365812506719830 6 18500 10 N/A Bait order 6360365812506719829 7 18600 10 N/A Bait order 6360365812506719828 8 18700 10 N/A Bait order Table continues next page -> Bid Ask OrderBookID: 44961698 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) 6360365812506719827 9 18800 10 N/A Bait order 6360365812506719826 10 18900 10 N/A Bait order
Full Order Book (DF Subscribers only) Bid Ask OrderBookID: 48566178 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) 6360365812506719857 11 17700 10 N/A Bait order 6360365812506719856 10 17800 10 N/A Bait order 6360365812506719855 9 17900 10 N/A Bait order 6360365812506719854 8 18000 10 N/A Bait order 6360365812506719865 7 18300 10 N/A Bait order 6360365812506719851 6 18500 10 N/A Bait order 6360365812506719849 5 18600 10 N/A Bait order 6360365812506719848 4 18700 10 N/A Bait order 6360365812506719847 3 18800 10 N/A Bait order
Bid Sell OrderBookID: 58396578 Price Level Price Agg. Quantity NumOf Order Price Level Price Agg. Quantity NumOf Orders Result (Check the box if matched) 6 19700 10 1 7 19800 10 1 8 19900 10 1 9 20000 10 1 10 20100 10 1 Continues next page -> Full Order Book (DF Subscribers only) Bid Ask OrderBookID: 58396578 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) 6360365812506720087 10 18100 10 N/A Bait order 6360365812506720088 9 18200 10 N/A Bait order 6360365812506720089 8 18300 10 N/A Bait order
6360365812506720128 3 19400 10 N/A Bait order 6360365812506720306 4 19500 10 N/A Bait order 6360365812506720308 5 19600 10 N/A Bait order 6360365812506720309 6 19700 10 N/A Bait order 6360365812506720310 7 19800 10 N/A Bait order 6360365812506720311 8 19900 10 N/A Bait order Table continues next page -> Bid Ask OrderBookID: 58396578 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) 6360365812506720312 9 20000 10 N/A Bait order 6360365812506720313 10 20100 10 N/A Bait order
6360365812506720093 11 18200 10 N/A Bait order 6360365812506720095 10 18300 10 N/A Bait order 6360365812506720096 9 18400 10 N/A Bait order 6360365812506720098 8 18500 10 N/A Bait order 6360365812506720100 7 18600 10 N/A Bait order 6360365812506720102 6 18700 10 N/A Bait order 6360365812506720104 5 18800 10 N/A Bait order 6360365812506720105 4 18900 10 N/A Bait order Table continues next page -> Bid Ask OrderBookID: 593826 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) 6360365812506720106 3 19000 10 N/A Bait order
Empty Test Case 30: * Non-SOM Subscriber Only Aggregate Order Book “10BBO” (DS Subscribers only) Bid Sell OrderBookID: 462754 Price Level Price Agg. Quantity NumOf Order Price Level Price Agg. Quantity NumOf Orders Result (Check the box if matched) 1 21001 10 1 Empty Aggregate Order Book “10 + 1 BBO” (DP Subscribers only) Bid Sell OrderBookID: 462754 Price Level Price Agg. Quantity NumOf Order Price Level Price Agg. Quantity NumOf Orders Result (Check the box if matched) 1 21001 10 1 Empty Full Order Book (DF Subscribers only) Bid Ask OrderBookID: 462754 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched)
Aggregate Order Book “10 + 1 BBO” (DP Subscribers only) Bid Sell OrderBookID: 35721122 Price Level Price Agg. Quantity NumOf Order Price Level Price Agg. Quantity NumOf Orders Result (Check the box if matched) 10 18100 10 1 9 18200 10 1 8 18300 10 1 7 18400 10 1 6 18500 10 1 5 18600 10 1 4 18700 10 1 3 18800 10 1 2 18900 10 1 1 19000 10 1 Empty Continues next page -> Full Order Book (DF Subscribers only) Bid Ask OrderBookID: 35721122 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) 6360365812506719803 10 18100 10 N/A Bait order
6360365812506719802 9 18200 10 N/A Bait order 6360365812506719801 8 18300 10 N/A Bait order 6360365812506719800 7 18400 10 N/A Bait order 6360365812506719799 6 18500 10 N/A Bait order 6360365812506719798 5 18600 10 N/A Bait order 6360365812506719797 4 18700 10 N/A Bait order 6360365812506719796 3 18800 10 N/A Bait order 6360365812506719795 2 18900 10 N/A Bait order Table continues next page -> Bid Ask OrderBookID: 35721122 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) 6360365812506719794 1 19000 10 N/A Bait order
Empty Empty Test Case 33: * Non-SOM Subscriber Only Aggregate Order Book “10BBO” (DS Subscribers only) Bid Sell OrderBookID: 42602404 Price Level Price Agg. Quantity NumOf Order Price Level Price Agg. Quantity NumOf Orders Result (Check the box if matched) Empty Empty Aggregate Order Book “10 + 1 BBO” (DP Subscribers only) Bid Sell OrderBookID: 42602404 Price Level Price Agg. Quantity NumOf Order Price Level Price Agg. Quantity NumOf Orders Result (Check the box if matched) Empty Empty Full Order Book (DF Subscribers only) Bid Ask OrderBookID: 42602404 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched)
Full Order Book (DF Subscribers only) Bid Ask OrderBookID: 8523684 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) 6360365808211812436 10 22250 2 N/A Bait order 6360365808211812435 9 22495 10 N/A Bait order 6360365808211812446 8 22500 202 N/A Bait order 6360365808211812445 7 22500 200 N/A Bait order 6360365808211812444 6 22500 199 N/A Bait order 6360365808211812443 5 22500 6 N/A Bait order 6360365808211812442 4 22500 5 N/A Bait order 6360365808211812441 3 22500 4 N/A Bait order
Price Level Price Agg. Quantity NumOf Order Price Level Price Agg. Quantity NumOf Orders Result (Check the box if matched) Empty Empty Full Order Book (DF Subscribers only) Bid Ask OrderBookID: 8916900 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) Empty Empty Test Case 38: * Non-SOM Subscriber Only Aggregate Order Book “10BBO” (DS Subscribers only) Bid Sell OrderBookID: 9375652 Price Level Price Agg. Quantity NumOf Order Price Level Price Agg. Quantity NumOf Orders Result (Check the box if matched) Empty Empty Aggregate Order Book “10 + 1 BBO” (DP Subscribers only) Bid Sell OrderBookID: 9375652
Price Level Price Agg. Quantity NumOf Order Price Level Price Agg. Quantity NumOf Orders Result (Check the box if matched) Empty Empty Full Order Book (DF Subscribers only) Bid Ask OrderBookID: 9375652 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) Empty Empty Test Case 39: * Non-SOM Subscriber Only Aggregate Order Book “10BBO” (DS Subscribers only) Bid Sell OrderBookID: 8654756 Price Level Price Agg. Quantity NumOf Order Price Level Price Agg. Quantity NumOf Orders Result (Check the box if matched) Empty Empty Aggregate Order Book “10 + 1 BBO” (DP Subscribers only) Bid Sell OrderBookID: 8654756
Price Level Price Agg. Quantity NumOf Order Price Level Price Agg. Quantity NumOf Orders Result (Check the box if matched) Empty 1 20000 10 2 Continues next page -> Full Order Book (DF Subscribers only) Bid Ask OrderBookID: 32051108 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) Empty 6360365808211812448 1 20000 5 N/A Bait order 6360365808211812449 2 20000 5 N/A Bait order Test Case 41: * Non-SOM Subscriber Only Aggregate Order Book “10BBO” (DS Subscribers only) Bid Sell OrderBookID: 4294905761 Price Level Price Agg. Quantity NumOf Order Price Level Price Agg. Quantity NumOf Orders Result (Check the box if matched)
Bid Sell OrderBookID: 4294905764 Price Level Price Agg. Quantity NumOf Order Price Level Price Agg. Quantity NumOf Orders Result (Check the box if matched) Empty Empty Aggregate Order Book “10 + 1 BBO” (DP Subscribers only) Bid Sell OrderBookID: 4294905764 Price Level Price Agg. Quantity NumOf Order Price Level Price Agg. Quantity NumOf Orders Result (Check the box if matched) Empty Empty Full Order Book (DF Subscribers only) Bid Ask OrderBookID: 4294905764 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) Empty Empty Test Case 47: * Non-SOM Subscriber Only Aggregate Order Book “10BBO” (DS Subscribers only)
Bid Sell OrderBookID: 13504404 Price Level Price Agg. Quantity NumOf Order Price Level Price Agg. Quantity NumOf Orders Result (Check the box if matched) 10 100.81 10 1 9 100.82 10 1 8 100.83 10 1 7 100.84 10 1 6 100.85 10 1 5 100.86 10 1 4 100.87 10 1 3 100.88 10 1 2 100.89 10 1 1 100.90 10 1 Empty Continues next page -> Aggregate Order Book “10 + 1 BBO” (DP Subscribers only) Bid Sell OrderBookID: 13504404 Price Level Price Agg. Quantity NumOf Order Price Level Price Agg. Quantity NumOf Orders Result (Check the box if matched) 255 N/A (-2147483648) 10 1 10 100.81 10 1 9 100.82 10 1
8 100.83 10 1 7 100.84 10 1 6 100.85 10 1 5 100.86 10 1 4 100.87 10 1 3 100.88 10 1 2 100.89 10 1 1 100.90 10 1 Empty Continues next page -> Full Order Book (DF Subscribers only) Bid Ask OrderBookID: 13504404 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) 6360365808211812479 11 100.80 10 N/A Bait order 6360365808211812478 10 100.81 10 N/A Bait order 6360365808211812477 9 100.82 10 N/A Bait order 6360365808211812476 8 100.83 10 N/A Bait order
6360365808211812475 7 100.84 10 N/A Bait order 6360365808211812470 6 100.85 10 N/A Bait order 6360365808211812469 5 100.86 10 N/A Bait order 6360365808211812468 4 100.87 10 N/A Bait order 6360365808211812467 3 100.88 10 N/A Bait order Table continues next page -> Bid Ask OrderBookID: 13504404 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) 6360365808211812466 2 100.89 10 N/A Bait order 6360365808211812465 1 100.90 10 N/A Bait order Empty
Empty 1 100.80 10 1 2 100.81 10 1 3 100.82 10 1 4 100.83 10 1 5 100.84 10 1 6 100.85 10 1 7 100.86 10 1 8 100.87 10 1 9 100.88 10 1 10 100.89 10 1 255 N/A (-2147483648) 10 1 Continues next page -> Full Order Book (DF Subscribers only) Bid Ask OrderBookID: 15339412 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) Empty 6360365808211812513 1 100.80 10 N/A Bait order
6360365808211812512 2 100.81 10 N/A Bait order 6360365808211812511 3 100.82 10 N/A Bait order 6360365808211812510 4 100.83 10 N/A Bait order 6360365808211812509 5 100.84 10 N/A Bait order 6360365808211812508 6 100.85 10 N/A Bait order 6360365808211812503 7 100.86 10 N/A Bait order 6360365808211812502 8 100.87 10 N/A Bait order Table continues next page -> Bid Ask OrderBookID: 15339412 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) 6360365808211812501 9 100.88 10 N/A Bait order 6360365808211812500 10 100.89 10 N/A Bait order
Bid Sell OrderBookID: 15404948 Price Level Price Agg. Quantity NumOf Order Price Level Price Agg. Quantity NumOf Orders Result (Check the box if matched) 255 N/A (-2147483648) 10 1 10 100.78 10 1 9 100.79 10 1 8 100.80 10 1 7 100.83 10 1 6 100.85 10 1 5 100.86 10 1 4 100.87 10 1 3 100.88 10 1 2 100.89 10 1 1 100.90 10 1 Empty Continues next page -> Full Order Book (DF Subscribers only) Bid Ask OrderBookID: 15404948 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) 6360365808211812542 11 100.77 10 N/A Bait order
6360365808211812540 10 100.78 10 N/A Bait order 6360365808211812539 9 100.79 10 N/A Bait order 6360365808211812538 8 100.80 10 N/A Bait order 6360365808211812544 7 100.83 10 N/A Bait order 6360365808211812536 6 100.85 10 N/A Bait order 6360365808211812535 5 100.86 10 N/A Bait order 6360365808211812534 4 100.87 10 N/A Bait order 6360365808211812533 3 100.88 10 N/A Bait order Table continues next page -> Bid Ask OrderBookID: 15404948 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) 6360365808211812532 2 100.89 10 N/A Bait order
9 1.10 10 1 10 1.11 10 1 255 N/A (-2147483648) 10 1 Continues next page -> Full Order Book (DF Subscribers only) Bid Ask OrderBookID: 1837013 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) 6360365808211813470 12 0.90 10 N/A Bait order 6360365808211813471 11 0.91 10 N/A Bait order 6360365808211813472 10 0.92 10 N/A Bait order 6360365808211813473 9 0.93 10 N/A Bait order 6360365808211813474 8 0.94 10 N/A Bait order 6360365808211813475 7 0.95 10 N/A Bait order 6360365808211813476 6 0.96 10 N/A Bait order
6360365808211813486 5 1.06 10 N/A Bait order 6360365808211813487 6 1.07 10 N/A Bait order Table continues next page -> Bid Ask OrderBookID: 1837013 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) 6360365808211813488 7 1.08 10 N/A Bait order 6360365808211813489 8 1.09 10 N/A Bait order 6360365808211813490 9 1.10 10 N/A Bait order 6360365808211813491 10 1.11 10 N/A Bait order 6360365808211813492 11 1.12 10 N/A Bait order Test Case 57: * SOM Subscriber Only Aggregate Order Book “10BBO” (DS Subscribers only) Bid Sell OrderBookID: 853973
7 0.94 10 1 6 0.95 10 1 5 0.96 10 1 4 0.97 10 1 3 0.98 10 1 2 0.99 10 1 1 1.00 10 1 Empty Continues next page -> Full Order Book (DF Subscribers only) Bid Ask OrderBookID: 985045 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) 6360365808211812552 11 0.90 10 N/A Bait order 6360365808211812530 10 0.91 10 N/A Bait order 6360365808211812537 9 0.92 10 N/A Bait order 6360365808211812541 8 0.93 10 N/A Bait order
6360365808211812610 7 0.93 10 N/A Bait order 6360365808211812611 6 0.94 10 N/A Bait order 6360365808211812612 5 0.95 10 N/A Bait order 6360365808211812607 10 0.90 10 N/A Bait order 6360365808211812613 4 0.96 10 N/A Bait order 6360365808211812614 3 0.97 10 N/A Bait order Table continues next page -> Bid Ask OrderBookID: 1116117 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) 6360365808211812615 2 0.98 10 N/A Bait order 6360365808211812616 1 0.99 10 N/A Bait order Empty
Test Case 60: * SOM Subscriber Only Aggregate Order Book “10BBO” (DS Subscribers only) Bid Sell OrderBookID: 1312725 Price Level Price Agg. Quantity NumOf Order Price Level Price Agg. Quantity NumOf Orders Result (Check the box if matched) 1 0.10 10 1 Empty Aggregate Order Book “10 + 1 BBO” (DP Subscribers only) Bid Sell OrderBookID: 1312725 Price Level Price Agg. Quantity NumOf Order Price Level Price Agg. Quantity NumOf Orders Result (Check the box if matched) 1 0.10 10 1 Empty Full Order Book (DF Subscribers only) Bid Ask OrderBookID: 1312725 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) 6360365808211812450 1 0.10 10 N/A Bait order
Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) 6360365808211813395 11 0.91 10 N/A Bait order 6360365808211813396 10 0.92 10 N/A Bait order 6360365808211813397 9 0.93 10 N/A Bait order 6360365808211813398 8 0.94 10 N/A Bait order 6360365808211813399 7 0.95 10 N/A Bait order 6360365808211813400 6 0.96 10 N/A Bait order 6360365808211813401 5 0.97 10 N/A Bait order 6360365808211813402 4 0.98 10 N/A Bait order 6360365808211813403 3 0.99 10 N/A Bait order Table continues next page -> Bid Ask OrderBookID: 1574869 Order ID Pos. Price Quantity Order Order ID Pos. Price Quantity Order Result
7 1.08 10 1 8 1.09 10 1 9 1.10 10 1 Continues next page -> Full Order Book (DF Subscribers only) Bid Ask OrderBookID: 1705941 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) 6360365808211813444 12 0.90 10 N/A Bait order 6360365808211813445 11 0.91 10 N/A Bait order 6360365808211813446 10 0.92 10 N/A Bait order 6360365808211813447 9 0.93 10 N/A Bait order 6360365808211813448 8 0.94 10 N/A Bait order 6360365808211813449 7 0.95 10 N/A Bait order 6360365808211813450 6 0.96 10 N/A Bait order
Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 656373 Result (Check the box if matched) 63603457721892865 5.7005 1 2013-12-30 09:34:12 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892866 5.7005 1 2013-12-30 09:37:12 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892867 5.7005 1 2013-12-30 09:37:50 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892868 5.7005 1 2013-12-30 09:38:22 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade Table continues next page -> Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 656373 Result (Check the box if matched) 63603457721892869 5.7005 1 2013-12-30 09:38:34 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892870 5.7005 1 2013-12-30 Active None None None
09:38:46 Printable Occurred at Cross Reported Trade Late Trade Internal Trade/ Cross Trade Buy Write Off Market Reported Trade 63603457721892871 5.7005 1 2013-12-30 09:38:58 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892872 5.7005 1 2013-12-30 09:39:10 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892873 5.7005 1 2013-12-30 09:39:22 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892874 5.7005 1 2013-12-30 09:39:34 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade Table continues next page -> Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 656373 Result (Check the box if matched) 63603457721892875 5.7005 1 2013-12-30 09:39:46 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892876 5.7005 1 2013-12-30 Active None Printable None Late Trade None Reported Trade
09:39:58 Occurred at Cross Reported Trade Internal Trade/ Cross Trade Buy Write Off Market 63603457721892877 5.7005 1 2013-12-30 09:40:10 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892878 5.7005 1 2013-12-30 09:40:22 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892879 5.7005 1 2013-12-30 09:40:34 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892880 5.7005 1 2013-12-30 09:40:46 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade Table continues next page -> Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 656373 Result (Check the box if matched) 63603457721892881 5.7005 1 2013-12-30 09:40:58 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892882 5.7005 1 2013-12-30 Active None None None
63603457721892888 5.7005 1 2013-12-30 09:42:22 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892889 5.7005 1 2013-12-30 09:42:34 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892890 5.7005 1 2013-12-30 09:42:46 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892891 5.7005 1 2013-12-30 09:42:58 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892892 5.7005 1 2013-12-30 09:43:10 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade Table continues next page -> Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 656373 Result (Check the box if matched) 63603457721892893 5.7005 1 2013-12-30 09:43:22 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892894 5.7005 1 2013-12-30 Active None Printable None Late Trade None Reported Trade
09:43:34 Occurred at Cross Reported Trade Internal Trade/ Cross Trade Buy Write Off Market 63603457721892895 5.7005 1 2013-12-30 09:43:46 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892896 5.7005 1 2013-12-30 09:43:58 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892900 5.7005 1 2013-12-30 09:44:10 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892901 5.7005 1 2013-12-30 09:44:22 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade Table continues next page -> Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 656373 Result (Check the box if matched) 63603457721892902 5.7005 1 2013-12-30 09:44:34 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892903 5.7005 1 2013-12-30 Active None None None
09:44:46 Printable Occurred at Cross Reported Trade Late Trade Internal Trade/ Cross Trade Buy Write Off Market Reported Trade 63603457721892904 5.7005 1 2013-12-30 09:44:58 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892905 5.7005 1 2013-12-30 09:45:10 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892906 5.7005 1 2013-12-30 09:45:22 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892907 5.7005 1 2013-12-30 09:45:34 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade Table continues next page -> Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 656373 Result (Check the box if matched) 63603457721892908 5.7005 1 2013-12-30 09:45:46 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade
63603457721892909 5.7005 1 2013-12-30 09:45:58 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892910 5.7005 1 2013-12-30 09:46:10 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892911 5.7005 1 2013-12-30 09:46:22 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade Test Case 2: * Non-SOM Subscriber Only Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 27987873 Result (Check the box if matched) 63603457721892945 23339 10 2013-12-30 11:07:14 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade Test Case 3: * Non-SOM Subscriber Only
Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 6229921 Result (Check the box if matched) 63603457721892943 7664 10 2013-12-30 11:07:14 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade Test Case 4: * Non-SOM Subscriber Only Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 6360993 Result (Check the box if matched) 63603457721892971 11000 10 2013-12-30 12:20:29 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892972 11000 10 2013-12-30 12:21:27 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892973 11000 10 2013-12-30 12:22:13 Active None Printable Occurred at Cross None Late Trade Internal Trade/ Cross Trade None Reported Trade
Reported Trade Buy Write Off Market 63603457721892974 11000 10 2013-12-30 12:22:43 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892975 11000 10 2013-12-30 12:23:13 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892976 11000 10 2013-12-30 12:23:43 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade Table continues next page -> Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 6360993 Result (Check the box if matched) 63603457721892977 11000 10 2013-12-30 12:24:13 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892978 11000 10 2013-12-30 12:24:43 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892979 11000 10 2013-12-30 12:25:13 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892980 11000 10 2013-12-30 Active None Printable None Late Trade None Reported Trade
12:25:43 Occurred at Cross Reported Trade Internal Trade/ Cross Trade Buy Write Off Market 63603457721892981 11000 10 2013-12-30 12:26:13 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892982 11000 10 2013-12-30 12:26:43 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade Table continues next page -> Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 6360993 Result (Check the box if matched) 63603457721892983 11000 10 2013-12-30 12:27:13 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892984 11000 10 2013-12-30 12:27:43 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade Test Case 5: * Non-SOM Subscriber Only
Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 6557601 Result (Check the box if matched) 63603457721892913 10940 13 2013-12-30 09:49:16 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892916 10942 5 2013-12-30 09:49:16 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade Test Case 6: * Non-SOM Subscriber Only Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 6688673 Result (Check the box if matched) 63603457721892914 14 13 2013-12-30 09:49:16 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892917 14 5 2013-12-30 Active None None None
Test Case 8: * Non-SOM Subscriber Only Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 4722593 Result (Check the box if matched) 63603457721892944 16675 10 2013-12-30 11:07:14 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade Test Case 9: * Non-SOM Subscriber Only Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 7081889 Result (Check the box if matched) 63603457721892922 10000 1 2013-12-30 10:19:21 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892949 9501 1 2013-12-30 11:51:55 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892950 9500 2 2013-12-30 11:52:01 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade
63603457721892951 10499 4 2013-12-30 11:52:59 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892952 10500 5 2013-12-30 11:53:06 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892953 10000 1 2013-12-30 11:54:23 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade Table continues next page -> Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 7081889 Result (Check the box if matched) 63603457721892956 10000 1 2013-12-30 11:55:11 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892959 10000 1 2013-12-30 11:56:16 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892962 10000 1 2013-12-30 11:57:04 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892965 10000 1 2013-12-30 11:58:00 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write None Reported Trade
Off Market 63603457721892968 10000 1 2013-12-30 11:59:10 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade Test Case 10: * Non-SOM Subscriber Only Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 7409569 Result (Check the box if matched) 63603457721892966 -405 1 2013-12-30 11:58:00 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892969 605 1 2013-12-30 11:59:10 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade Test Case 11: * Non-SOM Subscriber Only
10:19:33 Occurred at Cross Reported Trade Internal Trade/ Cross Trade Buy Write Off Market 63603457721892967 9595 1 2013-12-30 11:58:00 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892970 10605 1 2013-12-30 11:59:10 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade Test Case 13: * Non-SOM Subscriber Only Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 38408097 Result (Check the box if matched) 63603457721892955 9595 1 2013-12-30 11:54:23 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892958 9594 1 2013-12-30 11:55:11 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892961 10605 1 2013-12-30 11:56:16 Active None Printable Occurred at Cross None Late Trade Internal Trade/ Cross Trade None Reported Trade
Reported Trade Buy Write Off Market 63603457721892964 10606 1 2013-12-30 11:57:04 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade Test Case 14: * Non-SOM Subscriber Only Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 5574562 Result (Check the box if matched) 63603457721892926 19660 10 2013-12-30 10:28:28 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade Test Case 15: * Non-SOM Subscriber Only Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 790434 Result (Check the box if matched)
63603457721892932 19100 10 2013-12-30 11:04:00 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892932 19100 10 2013-12-30 11:04:00 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892932 19100 25 2013-12-30 11:04:00 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892932 19100 36 2013-12-30 11:04:00 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892932 19100 11 2013-12-30 11:04:00 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade Test Case 16: * Non-SOM Subscriber Only Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 5705634 Result (Check the box if matched) 63603457721892935 19100 10 2013-12-30 Active None None None
11:04:00 Printable Occurred at Cross Reported Trade Late Trade Internal Trade/ Cross Trade Buy Write Off Market Reported Trade 63603457721892935 19100 10 2013-12-30 11:04:00 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892935 19100 25 2013-12-30 11:04:00 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892935 19100 36 2013-12-30 11:04:00 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892935 19100 11 2013-12-30 11:04:00 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade Test Case 17: * Non-SOM Subscriber Only Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 58396578 Result (Check the box if matched) 63603457721892938 19100 10 2013-12-30 Active None Printable None Late Trade None Reported Trade
11:04:00 Occurred at Cross Reported Trade Internal Trade/ Cross Trade Buy Write Off Market 63603457721892938 19100 10 2013-12-30 11:04:00 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892938 19100 25 2013-12-30 11:04:00 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892938 19100 36 2013-12-30 11:04:00 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892938 19100 11 2013-12-30 11:04:00 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade Test Case 18: * Non-SOM Subscriber Only Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 593826 Result (Check the box if matched) 63603457721892929 19300 10 2013-12-30 11:04:00 Active None Printable Occurred at Cross None Late Trade Internal Trade/ Cross Trade None Reported Trade
Reported Trade Buy Write Off Market 63603457721892929 19300 10 2013-12-30 11:04:00 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892929 19300 5 2013-12-30 11:04:00 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892929 19300 6 2013-12-30 11:04:00 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603457721892929 19300 1 2013-12-30 11:04:00 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade Test Case 19: * Non-SOM Subscriber Only Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 38997924 Result (Check the box if matched) 63603453426925674 12686 10 2013-12-30 11:08:23 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write None Reported Trade
Test Case 21: * Non-SOM Subscriber Only Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 8458148 Result (Check the box if matched) 63603453426925618 9528 10 2013-12-30 09:49:40 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603453426925673 4705 10 2013-12-30 11:08:23 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603453426925682 4705 10 2013-12-30 11:08:41 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603453426925691 4705 10 2013-12-30 11:08:52 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade
Test Case 22: * Non-SOM Subscriber Only Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 9047972 Result (Check the box if matched) 63603453426925616 10 10 2013-12-30 09:49:40 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade Test Case 23: * Non-SOM Subscriber Only Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 8523684 Result (Check the box if matched) 63603453426925668 22500 1 2013-12-30 11:04:00 Deleted None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603453426925668 22500 4 2013-12-30 11:04:00 Deleted None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade
63603453426925668 22500 1 2013-12-30 11:04:00 Deleted None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603453426925668 22500 2 2013-12-30 11:04:00 Deleted None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603453426925668 22500 8 2013-12-30 11:04:00 Rectified 63603453426925672 21665 10 2013-12-30 11:08:23 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade Table continues next page -> Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 8523684 Result (Check the box if matched) 63603453426925681 21668 10 2013-12-30 11:08:41 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603453426925690 21665 10 2013-12-30 11:08:52 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade
Test Case 24: * Non-SOM Subscriber Only Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 8916900 Result (Check the box if matched) 63603453426925622 10010 10 2013-12-30 09:53:05 Deleted None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603453426925626 10000 13 2013-12-30 09:53:05 Deleted None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade Test Case 25: * Non-SOM Subscriber Only Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 9375652 Result (Check the box if matched)
63603453426925624 30 13 2013-12-30 09:53:05 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603453426925623 10 10 2013-12-30 09:53:05 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade Test Case 26: * Non-SOM Subscriber Only Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 8654756 Result (Check the box if matched) 63603453426925621 10020 10 2013-12-30 09:53:05 Deleted None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603453426925625 10030 13 2013-12-30 09:53:05 Deleted None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade
Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 4294905764 Result (Check the box if matched) 63603453426925671 1000 10 2013-12-30 11:08:23 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603453426925680 1111 10 2013-12-30 11:08:41 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603453426925689 999 10 2013-12-30 11:08:52 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade Test Case 30: * Non-SOM Subscriber Only Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 35786658 Result (Check the box if matched) 63603457721892920 100 10 2013-12-30 09:59:16 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade
63603457721892941 100 10 2013-12-30 11:06:34 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade Test Case 33: * SOM Subscriber Only Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 4294903765 Result (Check the box if matched) 63603453426925640 10.00 10 2013-12-30 10:45:31 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade Test Case 34: * SOM Subscriber Only Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 4294838229 Result (Check the box if matched)
63603453426925645 10.00 10 2013-12-30 10:45:56 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade Test Case 35: * SOM Subscriber Only Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 4294772693 Result (Check the box if matched) 63603453426925652 10.00 10 2013-12-30 10:46:12 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade Test Case 36: * SOM Subscriber Only Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 15076219 Result (Check the box if matched)
63603453426925569 205.00 1 2013-12-30 09:37:11 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603453426925570 2.05 1 2013-12-30 09:37:49 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603453426925571 2.05 1 2013-12-30 09:38:21 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603453426925572 2.05 1 2013-12-30 09:38:33 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603453426925573 2.05 1 2013-12-30 09:38:45 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603453426925574 2.05 1 2013-12-30 09:38:57 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade Table continues next page -> Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 15076219 Result (Check the box if matched)
63603453426925575 2.05 1 2013-12-30 09:39:09 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603453426925576 2.05 1 2013-12-30 09:39:21 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603453426925577 2.05 1 2013-12-30 09:39:33 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603453426925578 2.05 1 2013-12-30 09:39:45 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603453426925579 2.05 1 2013-12-30 09:39:57 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603453426925580 2.05 1 2013-12-30 09:40:09 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade Table continues next page -> Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 15076219
Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 15076219 Result (Check the box if matched) 63603453426925587 2.05 1 2013-12-30 09:41:33 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603453426925588 2.05 1 2013-12-30 09:41:45 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603453426925589 2.05 1 2013-12-30 09:41:57 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603453426925590 2.05 1 2013-12-30 09:42:09 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603453426925591 2.05 1 2013-12-30 09:42:21 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603453426925592 2.05 1 2013-12-30 09:42:33 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade Table continues next page ->
Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 15076219 Result (Check the box if matched) 63603453426925593 2.05 1 2013-12-30 09:42:45 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603453426925594 2.05 1 2013-12-30 09:42:57 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603453426925595 2.05 1 2013-12-30 09:43:09 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603453426925596 205 1 2013-12-30 09:43:21 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603453426925597 2.05 1 2013-12-30 09:43:33 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603453426925598 2.05 1 2013-12-30 09:43:45 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade
Table continues next page -> Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 15076219 Result (Check the box if matched) 63603453426925599 2.05 1 2013-12-30 09:43:57 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603453426925600 2.05 1 2013-12-30 09:44:09 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603453426925601 2.05 1 2013-12-30 09:44:21 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603453426925602 2.05 1 2013-12-30 09:44:33 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603453426925603 2.05 1 2013-12-30 09:44:45 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade
63603453426925604 2.05 1 2013-12-30 09:44:57 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade Table continues next page -> Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 15076219 Result (Check the box if matched) 63603453426925605 2.05 1 2013-12-30 09:45:09 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603453426925606 2.05 1 2013-12-30 09:45:21 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603453426925607 2.05 1 2013-12-30 09:45:33 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603453426925608 2.05 1 2013-12-30 09:45:45 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade
63603453426925609 2.05 1 2013-12-30 09:45:57 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603453426925611 2.05 1 2013-12-30 09:46:09 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade Table continues next page -> Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 15076219 Result (Check the box if matched) 63603453426925612 2.05 1 2013-12-30 09:46:21 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade Test Case 37: * SOM Subscriber Only Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 1771477
Result (Check the box if matched) 63603453426925641 105.02 10 2013-12-30 10:45:31 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603453426925646 70.00 10 2013-12-30 10:45:56 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603453426925653 102.52 10 2013-12-30 10:46:12 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade Test Case 38: * SOM Subscriber Only Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 2885589 Result (Check the box if matched) 63603453426925642 95.02 10 2013-12-30 10:45:31 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade
63603453426925647 130.02 10 2013-12-30 10:45:56 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603453426925654 97.51 10 2013-12-30 10:46:12 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade Test Case 39: * SOM Subscriber Only Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 1837013 Result (Check the box if matched) 63603453426925667 1.01 10 2013-12-30 10:59:33 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade Test Case 40: * SOM Subscriber Only Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 853973
63603453426925661 1.00 10 2013-12-30 10:48:54 Deleted None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603453426925661 1.00 20 2013-12-30 10:48:54 Rectified Test Case 42: * SOM Subscriber Only Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 1574869 Result (Check the box if matched) 63603453426925663 1.01 10 2013-12-30 10:51:40 Deleted None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade 63603453426925663 1.01 20 2013-12-30 10:51:40 Rectified
Bid Sell OrderBookID: 8261540 Price Level Price Agg. Quantity NumOf Order Price Level Price Agg. Quantity NumOf Orders Result (Check the box if matched) 3 18900 10 1 2 19000 10 1 1 19200 11 1 Empty Continues next page -> Aggregate Order Book “10 + 1 BBO” (DP Subscribers only) Bid Sell OrderBookID: 8261540 Price Level Price Agg. Quantity NumOf Order Price Level Price Agg. Quantity NumOf Orders Result (Check the box if matched) 255 N/A (-2147483648) 10 1 10 18200 10 1 9 18300 10 1 8 18400 10 1 7 18500 10 1 6 18600 10 1 5 18700 10 1 4 18800 10 1 3 18900 10 1
Bid Sell OrderBookID: 9113508 Price Level Price Agg. Quantity NumOf Order Price Level Price Agg. Quantity NumOf Orders Result (Check the box if matched) 255 N/A (-2147483648) 10 1 10 18200 10 1 9 18300 10 1 8 18400 10 1 7 18500 10 1 6 18600 10 1 5 18700 10 1 4 18800 10 1 3 18900 10 1 2 19000 10 1 1 19200 46 3 1 19200 46 2 Test Case 6: * DS and DP, Non-SOM Subscriber Only Aggregate Order Book “10BBO” (DS Subscribers only) Bid Sell OrderBookID: 135076 Price Level Price Agg. Quantity NumOf Order Price Level Price Agg. Quantity NumOf Orders Result (Check the box if matched) 10 18200 10 1
CB_PREOPENALLOC (200) HSI11000C4 41488290 AHT_CLR_INFO (90) N/A HHI10000F4 33755041 PRE_MKT_ACT (50) N/A MCHK4 659368 CL_CLOSE (120) N/A MCHH4 397224 CL_CLOSE (120) CB_PAUSE (200) MHIF4 8458148 PREOPEN (40) N/A MHI10000C4 37752740 PRE_MKT_ACT (50) N/A XHH12400F4 3018667 PAUSE (100) N/A XHS17000R4 135082 PAUSE (100) N/A HKBH4 19531733 OPEN (15) N/A HKB100.00A4 1771477 OPEN (15) N/A CUSF4 656373 CL_CLOSE (120) N/A EF3U4 789933 CL_CLOSE (120) N/A DHHZ4 200622 CL_CLOSE (120) N/A SAFH4 331700 CL_CLOSE (120) N/A
Session 2: Data Recovery (Refresh) Test Date: During this session, OMD simulates missing packet scenarios to force the client application to reinstate the latest market states by requesting Refresh service (unrecoverable through retransmission). Testers are required to verify the respective data values in your system and make sure that all are correct. For each case below, please check the the box for each data item where your system records the same value as the expected value. Bold item(s) is/are key data field(s) of the message. Section 1: Refresh for Reference Data: Series Definition Base (message type: 303) Series Definition Extended (message type: 304) Commodity Definition (message type: 301) Class Definition (message type: 302) Combination Definition (message type: 305) Clients should identify the Series by the OrderBookID, which is the unique key for Series, and then retrieve all related reference data at the end of this testing session (last market image). * All price values below are specified in actual values after taking into account of implied decimals. Test Case # Instrument Type 1 – 11 Non-SOM 12 – 14 SOM Test Case 1 * Non-SOM Subscriber Only OMD Field Name Message Expected Value Result (Check the box if matched) OrderBookID 303 5181346 Symbol 303 HSIV4 FinancialProduct 303 3 NumberOfDecimalsPrice 303 0 NumberOfLegs 303 0 StrikePrice 303 0 ExpirationDate 303 20141030 DecimalsInStrikePrice 303 0 PutOrCall 303 0 OrderbookID 304 5181346 Symbol 304 HSIV4 Country 304 12 Market 304 34 InstrumentGroup 304 4
Modifier 304 0 CommodityCode 304 4002 ExpirationDate 304 2014-10-30 (UInt16: 0011 0011 0101 1110) StrikePrice 304 0 ContractSize 304 0 ISINCode 304 SeriesStatus 304 1 EffectiveTomorrow 304 0 EffectiveExpDate 304 20141030 DateTimeLastTrading 304 2014-10-30 16:00:00 CommodityCode 301 4002 DecimalInUnderlyingPrice 301 2 ISINCode 301 BaseCurrency 301 HKD UnderlyingPriceUnit 301 1 CommodityName 301 HANG SENG INDEX NominalValue 301 0 UndelyingCode 301 HSI UnderlyingType 301 7 EffectiveTomorrow 301 0 Country 302 12 Market 302 34 InstrumentGroup 302 4 Modifier 302 0 CommodityCode 302 4002 PriceQuotationFactor 302 50 ContractSize 302 1 DecimalInStrikePrice 302 0 DecimalInContractSize 302 0 DecimalInPremium 302 0 RankingType 302 1 Tradable 302 1 PremiumUnit4Price 302 1 BaseCurrency 302 HKD InstrumentClassID 302 HSIFUT
InstrumentClassName 302 HSI – FUTURES ISFractions 302 N SettlementCurrencyID 302 HKD EffectiveTomorrow 302 0 Test Case 2 * Non-SOM Subscriber Only OMD Field Name Message Expected Value Result (Check the box if matched) OrderBookID 303 656373 Symbol 303 CUSF4 FinancialProduct 303 3 NumberOfDecimalsPrice 303 4 NumberOfLegs 303 0 StrikePrice 303 0 ExpirationDate 303 20140113 DecimalsInStrikePrice 303 4 PutOrCall 303 0 OrderbookID 304 656373 Symbol 304 CUSF4 Country 304 12 Market 304 70 InstrumentGroup 304 4 Modifier 304 0 CommodityCode 304 1013 ExpirationDate 304 2014-01-13 (UInt16: 0011 0010 0010 1101) StrikePrice 304 0 ContractSize 304 0 ISINCode 304 SeriesStatus 304 1 EffectiveTomorrow 304 0 EffectiveExpDate 304 20140113 DateTimeLastTrading 304 2014-01-13 11:00:00 CommodityCode 301 1013 DecimalInUnderlyingPrice 301 4 ISINCode 301 BaseCurrency 301 CNY
UnderlyingPriceUnit 301 1 CommodityName 301 USD/CNH NominalValue 301 0 UndelyingCode 301 UnderlyingType 301 2 EffectiveTomorrow 301 0 Country 302 12 Market 302 70 InstrumentGroup 302 4 Modifier 302 0 CommodityCode 302 1013 PriceQuotationFactor 302 100000 ContractSize 302 1 DecimalInStrikePrice 302 0 DecimalInContractSize 302 0 DecimalInPremium 302 4 RankingType 302 1 Tradable 302 1 PremiumUnit4Price 302 1 BaseCurrency 302 CNY InstrumentClassID 302 CUSFUT InstrumentClassName 302 CUS – FUTURES ISFractions 302 N SettlementCurrencyID 302 CNY EffectiveTomorrow 302 0 Test Case 3 * Non-SOM Subscriber Only OMD Field Name Message Expected Value Result (Check the box if matched) OrderBookID 303 331181 Symbol 303 EF3M4 FinancialProduct 303 3 NumberOfDecimalsPrice 303 2 NumberOfLegs 303 0 StrikePrice 303 0
ExpirationDate 303 20140616 DecimalsInStrikePrice 303 2 PutOrCall 303 0 OrderbookID 304 331181 Symbol 304 EF3M4 Country 304 12 Market 304 3 InstrumentGroup 304 4 Modifier 304 0 CommodityCode 304 3501 ExpirationDate 304 2014-06-16 (UInt16: 0011 0010 1101 0000) StrikePrice 304 0 ContractSize 304 0 ISINCode 304 SeriesStatus 304 1 EffectiveTomorrow 304 0 EffectiveExpDate 304 20140616 DateTimeLastTrading 304 2014-06-16 11:00:00 CommodityCode 301 3501 DecimalInUnderlyingPrice 301 2 ISINCode 301 BaseCurrency 301 HKD UnderlyingPriceUnit 301 3 CommodityName 301 3-YEAR EXCHANGE FUND NOTES NominalValue 301 1000000 UndelyingCode 301 UnderlyingType 301 3 EffectiveTomorrow 301 0 Country 302 12 Market 302 3 InstrumentGroup 302 4 Modifier 302 0 CommodityCode 302 3501 PriceQuotationFactor 302 1 ContractSize 302 1 DecimalInStrikePrice 302 0
DecimalInContractSize 302 0 DecimalInPremium 302 2 RankingType 302 1 Tradable 302 1 PremiumUnit4Price 302 3 BaseCurrency 302 HKD InstrumentClassID 302 EF3FUT InstrumentClassName 302 3-Y EXCHANGE FUND NOTES FUTURES ISFractions 302 N SettlementCurrencyID 302 HKD EffectiveTomorrow 302 0 Test Case 4 * Non-SOM Subscriber Only OMD Field Name Message Expected Value Result (Check the box if matched) OrderBookID 303 19531733 Symbol 303 HKBH4 FinancialProduct 303 3 NumberOfDecimalsPrice 303 2 NumberOfLegs 303 0 StrikePrice 303 0 ExpirationDate 303 20140328 DecimalsInStrikePrice 303 2 PutOrCall 303 0 OrderbookID 304 19531733 Symbol 304 HKBH4 Country 304 12 Market 304 2 InstrumentGroup 304 4 Modifier 304 0 CommodityCode 304 2005 ExpirationDate 304 2014-03-28 (UInt16: 0011 0010 0111 1100) StrikePrice 304 0 ContractSize 304 0 ISINCode 304
SeriesStatus 304 1 EffectiveTomorrow 304 0 EffectiveExpDate 304 20140328 DateTimeLastTrading 304 2014-03-28 13:04:00 CommodityCode 301 2005 DecimalInUnderlyingPrice 301 2 ISINCode 301 BaseCurrency 301 HKD UnderlyingPriceUnit 301 1 CommodityName 301 HSBC HOLDINGS PLC NominalValue 301 0 UndelyingCode 301 00005 UnderlyingType 301 1 EffectiveTomorrow 301 0 Country 302 12 Market 302 2 InstrumentGroup 302 4 Modifier 302 0 CommodityCode 302 2005 PriceQuotationFactor 302 400 ContractSize 302 400 DecimalInStrikePrice 302 0 DecimalInContractSize 302 0 DecimalInPremium 302 2 RankingType 302 1 Tradable 302 1 PremiumUnit4Price 302 1 BaseCurrency 302 HKD InstrumentClassID 302 HKBFUT InstrumentClassName 302 HKB - FUTURES ISFractions 302 N SettlementCurrencyID 302 HKD EffectiveTomorrow 302 0
Test Case 6 * Non-SOM Subscriber Only OMD Field Name Message Expected Value Result (Check the box if matched) OrderBookID 303 55185314 Symbol 303 HSI10000L4 FinancialProduct 303 1 NumberOfDecimalsPrice 303 0 NumberOfLegs 303 0 StrikePrice 303 10000 ExpirationDate 303 20141230 DecimalsInStrikePrice 303 0 PutOrCall 303 1 OrderbookID 304 55185314 Symbol 304 HSI10000L4 Country 304 12 Market 304 34 InstrumentGroup 304 22 Modifier 304 0 CommodityCode 304 4002 ExpirationDate 304 2014-12-30 (UInt16: 0011 0011 1001 1110) StrikePrice 304 10000 ContractSize 304 0 ISINCode 304 SeriesStatus 304 1 EffectiveTomorrow 304 0 EffectiveExpDate 304 20141230 DateTimeLastTrading 304 2014-12-30 16:00:00 CommodityCode 301 4002 DecimalInUnderlyingPrice 301 2 ISINCode 301 BaseCurrency 301 HKD UnderlyingPriceUnit 301 1 CommodityName 301 HANG SENG INDEX NominalValue 301 0 UndelyingCode 301 HSI UnderlyingType 301 7 EffectiveTomorrow 301 0
Country 302 12 Market 302 34 InstrumentGroup 302 22 Modifier 302 0 CommodityCode 302 4002 PriceQuotationFactor 302 50 ContractSize 302 1 DecimalInStrikePrice 302 0 DecimalInContractSize 302 0 DecimalInPremium 302 0 RankingType 302 1 Tradable 302 1 PremiumUnit4Price 302 1 BaseCurrency 302 HKD InstrumentClassID 302 HSICALL InstrumentClassName 302 HSI - CALL OPTIONS ISFractions 302 N SettlementCurrencyID 302 HKD EffectiveTomorrow 302 0 Test Case 7 * Non-SOM Subscriber Only OMD Field Name Message Expected Value Result (Check the box if matched) OrderBookID 303 56823714 Symbol 303 HSI10000X4 FinancialProduct 303 1 NumberOfDecimalsPrice 303 0 NumberOfLegs 303 0 StrikePrice 303 10000 ExpirationDate 303 20141230 DecimalsInStrikePrice 303 0 PutOrCall 303 2 OrderbookID 304 56823714 Symbol 304 HSI10000X4 Country 304 12 Market 304 34
InstrumentClassID 302 HSIPUT InstrumentClassName 302 HSI - PUT OPTIONS ISFractions 302 N SettlementCurrencyID 302 HKD EffectiveTomorrow 302 0 Test Case 8 * Non-SOM Subscriber Only OMD Field Name Message Expected Value Result (Check the box if matched) OrderBookID 303 135074 Symbol 303 HSI236C4/O4 FinancialProduct 303 11 NumberOfDecimalsPrice 303 0 NumberOfLegs 303 2 StrikePrice 303 23600 ExpirationDate 303 20140328 DecimalsInStrikePrice 303 0 PutOrCall 303 0 OrderbookID 304 135074 Symbol 304 HSI236C4/O4 Country 304 12 Market 304 34 InstrumentGroup 304 170 Modifier 304 0 CommodityCode 304 4002 ExpirationDate 304 2014-03-28 (UInt16: 0011 0010 0111 1100) StrikePrice 304 23600 ContractSize 304 0 ISINCode 304 SeriesStatus 304 1 EffectiveTomorrow 304 0 EffectiveExpDate 304 DateTimeLastTrading 304 2014-03-28 16:00:00 CommodityCode 301 4002 DecimalInUnderlyingPrice 301 2
Test Case 9 * Non-SOM Subscriber Only OMD Field Name Message Expected Value Result (Check the box if matched) OrderBookID 303 5836706 Symbol 303 HSIJ4/K4 FinancialProduct 303 11 NumberOfDecimalsPrice 303 0 NumberOfLegs 303 2 StrikePrice 303 0 ExpirationDate 303 20140529 DecimalsInStrikePrice 303 0 PutOrCall 303 0 OrderbookID 304 5836706 Symbol 304 HSIJ4/K4 Country 304 12 Market 304 34 InstrumentGroup 304 201 Modifier 304 0 CommodityCode 304 4002 ExpirationDate 304 2014-04-29 (UInt16: 0011 0010 1011 1101) StrikePrice 304 0 ContractSize 304 0 ISINCode 304 SeriesStatus 304 1 EffectiveTomorrow 304 0 EffectiveExpDate 304 DateTimeLastTrading 304 2014-04-29 16:00:00 CommodityCode 301 4002 DecimalInUnderlyingPrice 301 2 ISINCode 301 BaseCurrency 301 HKD UnderlyingPriceUnit 301 1 CommodityName 301 HANG SENG INDEX NominalValue 301 0 UndelyingCode 301 HSI UnderlyingType 301 7 EffectiveTomorrow 301 0
Country 302 12 Market 302 34 InstrumentGroup 302 201 Modifier 302 0 CommodityCode 302 4002 PriceQuotationFactor 302 0 ContractSize 302 0 DecimalInStrikePrice 302 0 DecimalInContractSize 302 0 DecimalInPremium 302 0 RankingType 302 1 Tradable 302 1 PremiumUnit4Price 302 1 BaseCurrency 302 HKD InstrumentClassID 302 HSITS01 InstrumentClassName 302 HSI FUT TIME SPREAD (S=1) ISFractions 302 N SettlementCurrencyID 302 EffectiveTomorrow 302 0 ComboOrderbookID 305 5836706 LegOrderbookID 305 2887586 LegSide 305 B LegRatio 305 1 ComboOrderbookID 305 5836706 LegOrderbookID 305 48566178 LegSide 305 C LegRatio 305 1 Test Case 10 * Non-SOM Subscriber Only OMD Field Name Message Expected Value Result (Check the box if matched) OrderBookID 303 855071 Symbol 303 HB3H4/H5 FinancialProduct 303 11 NumberOfDecimalsPrice 303 2
NumberOfLegs 303 2 StrikePrice 303 0 ExpirationDate 303 20150316 DecimalsInStrikePrice 303 2 PutOrCall 303 0 OrderbookID 304 855071 Symbol 304 HB3H4/H5 Country 304 12 Market 304 24 InstrumentGroup 304 212 Modifier 304 0 CommodityCode 304 3103 ExpirationDate 304 2015-03-16 (UInt16: 0011 0100 0111 0000) StrikePrice 304 0 ContractSize 304 0 ISINCode 304 SeriesStatus 304 1 EffectiveTomorrow 304 0 EffectiveExpDate 304 DateTimeLastTrading 304 2014-03-17 11:00:00 CommodityCode 301 3103 DecimalInUnderlyingPrice 301 2 ISINCode 301 BaseCurrency 301 HKD UnderlyingPriceUnit 301 1 CommodityName 301 3-MONTH HIBOR NominalValue 301 0 UndelyingCode 301 UnderlyingType 301 3 EffectiveTomorrow 301 0 Country 302 12 Market 302 24 InstrumentGroup 302 212 Modifier 302 0 CommodityCode 302 3103 PriceQuotationFactor 302 0
ContractSize 302 0 DecimalInStrikePrice 302 0 DecimalInContractSize 302 0 DecimalInPremium 302 2 RankingType 302 1 Tradable 302 1 PremiumUnit4Price 302 1 BaseCurrency 302 HKD InstrumentClassID 302 HBTSH12 InstrumentClassName 302 HB3 TIME SPREAD (S=12) ISFractions 302 N SettlementCurrencyID 302 EffectiveTomorrow 302 0 ComboOrderbookID 305 855071 LegOrderbookID 305 723999 LegSide 305 B LegRatio 305 1 ComboOrderbookID 305 855071 LegOrderbookID 305 461855 LegSide 305 C LegRatio 305 1 Test Case 11 * Non-SOM Subscriber Only OMD Field Name Message Expected Value Result (Check the box if matched) OrderBookID 303 16060718 Symbol 303 ICAF4/H4 FinancialProduct 303 11 NumberOfDecimalsPrice 303 2 NumberOfLegs 303 2 StrikePrice 303 0 ExpirationDate 303 20140328 DecimalsInStrikePrice 303 2 PutOrCall 303 0 OrderbookID 304 16060718 Symbol 304 ICAF4/H4
Country 304 12 Market 304 2 InstrumentGroup 304 201 Modifier 304 1 CommodityCode 304 4398 ExpirationDate 304 2014-03-28 (UInt16: 0011 0010 0111 1100) StrikePrice 304 0 ContractSize 304 0 ISINCode 304 SeriesStatus 304 1 EffectiveTomorrow 304 0 EffectiveExpDate 304 DateTimeLastTrading 304 2014-01-29 13:04:00 CommodityCode 301 4398 DecimalInUnderlyingPrice 301 2 ISINCode 301 BaseCurrency 301 HKD UnderlyingPriceUnit 301 1 CommodityName 301 ICB CAP. ADJ. NominalValue 301 0 UndelyingCode 301 UnderlyingType 301 1 EffectiveTomorrow 301 0 Country 302 12 Market 302 2 InstrumentGroup 302 201 Modifier 302 0 CommodityCode 302 4398 PriceQuotationFactor 302 0 ContractSize 302 0 DecimalInStrikePrice 302 0 DecimalInContractSize 302 0 DecimalInPremium 302 2 RankingType 302 1 Tradable 302 1
PremiumUnit4Price 302 1 BaseCurrency 302 HKD InstrumentClassID 302 ICATS01 InstrumentClassName 302 ICB CAP. ADJ. TIME SPREAD (S=1) ISFractions 302 N SettlementCurrencyID 302 EffectiveTomorrow 302 0 ComboOrderbookID 305 16060718 LegOrderbookID 305 14553390 LegSide 305 B LegRatio 305 1 ComboOrderbookID 305 16060718 LegOrderbookID 305 14815534 LegSide 305 C LegRatio 305 1 Test Case 12 * SOM Subscriber Only OMD Field Name Message Expected Value Result (Check the box if matched) OrderBookID 303 9110890 Symbol 303 CPD5.00C4 FinancialProduct 303 1 NumberOfDecimalsPrice 303 2 NumberOfLegs 303 0 StrikePrice 303 5.00 ExpirationDate 303 20140328 DecimalsInStrikePrice 303 2 PutOrCall 303 1 OrderbookID 304 9110890 Symbol 304 CPD5.00C4 Country 304 12 Market 304 20 InstrumentGroup 304 6 Modifier 304 1 CommodityCode 304 1386
ExpirationDate 304 2014-03-28 (UInt16: 0011 0010 0111 1100) StrikePrice 304 5.00 ContractSize 304 2600.0000 ISINCode 304 SeriesStatus 304 1 EffectiveTomorrow 304 0 EffectiveExpDate 304 20140328 DateTimeLastTrading 304 2014-03-28 13:04:00 CommodityCode 301 1386 DecimalInUnderlyingPrice 301 2 ISINCode 301 BaseCurrency 301 HKD UnderlyingPriceUnit 301 1 CommodityName 301 CPC CAP. ADJ. NominalValue 301 0 UndelyingCode 301 00386 UnderlyingType 301 1 EffectiveTomorrow 301 0 Country 302 12 Market 302 20 InstrumentGroup 302 6 Modifier 302 0 CommodityCode 302 1386 PriceQuotationFactor 302 2000.0000 ContractSize 302 2000.0000 DecimalInStrikePrice 302 2 DecimalInContractSize 302 4 DecimalInPremium 302 2 RankingType 302 1 Tradable 302 1 PremiumUnit4Price 302 1 BaseCurrency 302 HKD InstrumentClassID 302 CPDCALL InstrumentClassName 302 CPD - CALL OPTIONS ISFractions 302 N
NominalValue 301 0 UndelyingCode 301 00386 UnderlyingType 301 1 EffectiveTomorrow 301 0 Country 302 12 Market 302 20 InstrumentGroup 302 7 Modifier 302 1 CommodityCode 302 1386 PriceQuotationFactor 302 2000.0000 ContractSize 302 2000.0000 DecimalInStrikePrice 302 2 DecimalInContractSize 302 4 DecimalInPremium 302 2 RankingType 302 1 Tradable 302 1 PremiumUnit4Price 302 1 BaseCurrency 302 HKD InstrumentClassID 302 CPDPUT InstrumentClassName 302 CPD - PUT OPTIONS ISFractions 302 N SettlementCurrencyID 302 HKD EffectiveTomorrow 302 0 Test Case 14 * SOM Subscriber Only OMD Field Name Message Expected Value Result (Check the box if matched) OrderBookID 303 265083 Symbol 303 CCB6.25M4/A4SY FinancialProduct 303 11 NumberOfDecimalsPrice 303 2 NumberOfLegs 303 2 StrikePrice 303 6.25 ExpirationDate 303 20140129 DecimalsInStrikePrice 303 2 PutOrCall 303 0
OrderbookID 304 265083 Symbol 304 CCB6.25M4/A4SY Country 304 12 Market 304 20 InstrumentGroup 304 172 Modifier 304 0 CommodityCode 304 2939 ExpirationDate 304 2014-01-29 (UInt16: 0011 0010 0011 1101) StrikePrice 304 6.25 ContractSize 304 0 ISINCode 304 SeriesStatus 304 1 EffectiveTomorrow 304 0 EffectiveExpDate 304 DateTimeLastTrading 304 2014-01-29 13:04:00 CommodityCode 301 2939 DecimalInUnderlyingPrice 301 2 ISINCode 301 BaseCurrency 301 HKD UnderlyingPriceUnit 301 1 CommodityName 301 CHINA CONSTRUCTION BANK CORP. NominalValue 301 0 UndelyingCode 301 00939 UnderlyingType 301 1 EffectiveTomorrow 301 0 Country 302 12 Market 302 2 InstrumentGroup 302 201 Modifier 302 0 CommodityCode 302 2939 PriceQuotationFactor 302 0 ContractSize 302 0 DecimalInStrikePrice 302 0 DecimalInContractSize 302 0 DecimalInPremium 302 2
RankingType 302 1 Tradable 302 1 PremiumUnit4Price 302 1 BaseCurrency 302 HKD InstrumentClassID 302 CCBTS01 InstrumentClassName 302 CCB TIME SPREAD (S=1) ISFractions 302 N SettlementCurrencyID 302 EffectiveTomorrow 302 0 ComboOrderbookID 305 265083 LegOrderbookID 305 1182587 LegSide 305 B LegRatio 305 1 ComboOrderbookID 305 265083 LegOrderbookID 305 1772411 LegSide 305 C LegRatio 305 1 Section 2: Refresh for Status Data: Market Status (message type: 320) Clients are required to identify the Trading Session State (TSS) and the Instrument Session State (ISS) and their respective priority according to section 5.2.3.1 of the Developers’ Guide of the Series specified by OrderBook ID at the end of this testing session (last market image). Symbol OrderBookID TSS (Priority) ISS (Priority) Result (Check the box if matched) HSIX4 397218 AHT_OPEN_PL (10) N/A HSIZ4 56758178 AHT_OPEN_PL (10) CB_PREOPEN (200) HHIU4 4722593 AHT_NEXT_DAY (70) N/A HHIF4 6229921 AHT_NEXT_DAY (70) CB_PREOPENALLOC (200)
HSI11000C4 41488290 AHT_CLR_INFO (90) N/A HHI10000F4 33755041 PRE_MKT_ACT (50) N/A MCHK4 659368 CL_CLOSE (120) N/A MCHH4 397224 CL_CLOSE (120) CB_PAUSE (200) MHIF4 8458148 PREOPEN (40) N/A MHI10000C4 37752740 PRE_MKT_ACT (50) N/A XHH12400F4 3018667 PAUSE (100) N/A XHS17000R4 135082 PAUSE (100) N/A HKBH4 19531733 OPEN (15) N/A HKB100.00A4 1771477 OPEN (15) N/A CUSF4 656373 CL_CLOSE (120) N/A EF3U4 789933 CL_CLOSE (120) N/A DHHZ4 200622 CL_CLOSE (120) N/A SAFH4 331700 CL_CLOSE (120) N/A Section 3: Refresh for Trade and Price Data (DS subscribers only) Trade Statistics (message type: 360) Clients should identify the Series by the OrderBookID, which is the unique key for Series, and then retrieve all corresponding trade statistics at the end of this testing session (last market image). * All
6360763011082248439 10 17700 10 N/A Bait order 6360763011082248438 9 17800 10 N/A Bait order 6360763011082248437 8 17900 10 N/A Bait order 6360763011082248436 7 18000 10 N/A Bait order 6360763011082248440 6 18300 10 N/A Bait order 6360763011082248435 5 18600 10 N/A Bait order 6360763011082248434 4 18700 10 N/A Bait order 6360763011082248433 3 18800 10 N/A Bait order 6360763011082248432 2 18900 10 N/A Bait order Table continues next page -> Bid Ask OrderBookID: 59641762 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched)
Bid Ask OrderBookID: 985045 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) 6360763006787295510 2 0.99 10 N/A Bait order 6360763006787295511 1 1.00 10 N/A Bait order Empty
63607580890497026 10000 10 2013-12-31 09:28:37 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade All or none Part of combo match Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 2887586 Result (Check the box if matched) 63607580890497029 21001 11 2013-12-31 09:35:38 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade All or none Part of combo match 63607580890497031 21001 11 2013-12-31 09:51:20 Active None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade All or none Part of combo match Test Case 4: * SOM DP, DF Subscribers and Non-SOM DS with DT Subscribers Only Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 1247189 Result (Check the box if matched)
63607576595529735 100 10 2013-12-31 09:41:34 Deleted None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade All or none Part of combo match 63607576595529735 100 20 2013-12-31 09:41:34 Rectified Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 1509333 Result (Check the box if matched) 63607576595529737 90 10 2013-12-31 09:43:28 Deleted None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade All or none Part of combo match 63607576595529737 90 20 2013-12-31 09:43:28 Rectified Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 919509 Result (Check the box if matched)
63607576595529732 10 10 2013-12-31 09:36:48 Deleted None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade All or none Part of combo match 63607576595529732 10 20 2013-12-31 09:36:48 Rectified Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 1640405 Result (Check the box if matched) 63607576595529738 89 10 2013-12-31 09:44:23 Deleted None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade All or none Part of combo match 63607576595529738 89 20 2013-12-31 09:44:23 Rectified Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 1705941 Result (Check the box if matched)
63607576595529739 101 10 2013-12-31 09:46:46 Deleted None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade All or none Part of combo match 63607576595529739 101 20 2013-12-31 09:46:46 Rectified Trade ID Price Quantity Trade Time Trade State DealType Trade Condition DealInfo OrderBookID: 3082197 Result (Check the box if matched) 63607576595529729 10 10 2013-12-31 09:34:40 Deleted None Printable Occurred at Cross Reported Trade None Late Trade Internal Trade/ Cross Trade Buy Write Off Market None Reported Trade All or none Part of combo match 63607576595529729 10 20 2013-12-31 09:34:40 Rectified
Empty 1 2.46 13 1 Continues next page -> Full Order Book (DF Subscribers only) Bid Ask OrderBookID: 985045 Order ID Pos. Price Quantity Order Type Order ID Pos. Price Quantity Order Type Result (Check the box if matched) Empty 6361949929589480942 1 2.46 13 N/A Bait order Part B – No AHFT Test Case 1: * Non-SOM Subscriber Only Aggregate Order Book “10BBO” (DS Subscribers only) Bid Sell OrderBookID: 29691809 Price Level Price Agg. Quantity NumOf Order Price Level Price Agg. Quantity NumOf Orders Result (Check the box if matched) 1 11200 51 1 1 11600 43 1