The following tests are completed with the client application logged on.
Place Quantity-Triggered Stop Order
(Also known as DOM-Triggered Stop)
1) Place order BUY 1 <Futures 3> STP <P1 = just above the market> QTS 100.
2) Confirm value TriggerQty (20004)
3) Receive Execution Report: ExecTransType=New, OrdStatus=New, ExecType=New.
4) Receive Execution Report: ExecTransType=New, OrdStatus=Filled, ExecType=Fill.
5) Confirm values of fields LastShares (32), LastPx (31), OrdStatus (39), and LeavesQty (151).
Place Iceberg Order
1) Place order BUY 100 <Futures 4> LMT <P1 = right below the market> Visible Size 10.
2) Receive Execution Report: ExecTransType=New, OrdStatus=New, ExecType=New.
3) Receive Execution Report: ExecTransType=New, OrdStatus=Partially Filled, ExecType=Partial Fill.
4) Receive Execution Report: ExecTransType=New, OrdStatus=Filled, ExecType=Fill.
5) Confirm values of fields LastShares (32), LastPx (31), OrdStatus (39), LeavesQty (151), CumQty (14), and MaxShow (210).
Modify Iceberg Order
1) Place order BUY 100 <Futures 4> LMT <P1 = below the market> Visible Size 10.
2) Receive Execution Report: ExecTransType=New, OrdStatus=New, ExecType=New.
3) Modify order visible size to 15.
4) Receive Execution Report: ExecTransType=New, OrdStatus=Pending Replace, ExecType=Pending Replace.
5) Confirm OrderQty, and MaxShow values.
6) Receive Execution Report: ExecTransType=New, OrdStatus=Replaced, ExecType=Replace.
7) Confirm OrderQty, and MaxShow values.
8) Modify order size to 90.
9) Receive Execution Report: ExecTransType=New, OrdStatus=Pending Replace, ExecType=Pending Replace.
10) Confirm OrderQty, and MaxShow values.
11) Receive Execution Report: ExecTransType=New, OrdStatus=Replaced, ExecType=Replace.
12) Confirm OrderQty, and MaxShow values.
13) Order will be partially filled at this point.
14) Receive Execution Report: ExecTransType=New, OrdStatus=Partially Filled, ExecType=Partial Fill.
15) Confirm values of fields LastShares (32), LastPx (31), OrdStatus (39), LeavesQty (151), and MaxShow (210).
16) Modify order size to 95.
17) Receive Execution Report: ExecTransType=New, OrdStatus=Pending Replace, ExecType=Pending Replace.
18) Receive Execution Report: ExecTransType=New, OrdStatus=Partially Filled, ExecType=Replace.
19) Confirm values of fields LastShares (32), LastPx (31), OrdStatus (39), LeavesQty (151), and MaxShow (210).
20) Order will be completely filled at this point.
21) Receive Execution Report: ExecTransType=New, OrdStatus=Filled, ExecType=Fill.
22) Confirm values of fields LastShares (32), LastPx (31), OrdStatus (39), LeavesQty (151), and MaxShow (210).
Place New List OCO (MKT-LMT)
1) Place new list order MKT - BUY 1 <Futures 4> LMT <P1 = below the market>, ContingencyType = OCONoProportionalTriggering.
2) Receive Execution Report: ExecTransType=New, OrdStatus=Pending New, ExecType=New, OrdType=MKT.
3) Receive List Status: ListStatusType=Ack, ListOrderStatus=Received For Execution, ContingencyType=OCONoProportionalExecution.
4) Receive Execution Report: ExecTransType=New, OrdStatus=Pending New, ExecType=New, OrdType=MKT.
5) Receive Execution Report: ExecTransType=New, OrdStatus=New, ExecType=New OrdType=MKT.
6) Receive Execution Report: ExecTransType=New, OrdStatus=Filled, ExecType=Filled, OrdType=MKT.
7) Receive Execution Report: ExecTransType=New, OrdStatus=New, ExecType=New, OrdType=LMT.
8) Receive Execution Report: ExecTransType=New, OrdStatus=Pending Cancel, ExecType=Pending Cancel, OrdType=LMT.
9) Receive Execution Report: ExecTransType=New, OrdStatus=Canceled, ExecType=Canceled, OrdType=LMT.
Place New List OPO (MKT-MKT)
1) Place new list order MKT - BUY 1 <Futures 4> LMT <P1 = below the market>, ContingencyType = OPONoProportionalTriggering.
2) Receive Execution Report: ExecTransType=New, OrdStatus=Pending New, ExecType=New, OrdType=MKT.
3) Receive List Status: ListStatusType=Ack, ListOrderStatus=Received For Execution, ContingencyType=OPONoProportionalExecution.
4) Receive Execution Report: ExecTransType=New, OrdStatus=Suspended, ExecType=Suspended, OrdType=MKT.
5) Receive Execution Report: ExecTransType=New, OrdStatus=New, ExecType=New, OrdType=MKT.
6) Receive Execution Report: ExecTransType=New, OrdStatus=Filled, ExecType=Filled, OrdType=MKT.
7) Receive Execution Report: ExecTransType=New, OrdStatus=Pending New, ExecType=New, OrdType=MKT.
8) Receive Execution Report: ExecTransType=New, OrdStatus= New, ExecType=New, OrdType=LMT.
9) Receive Execution Report: ExecTransType=New, OrdStatus=Filled, ExecType=Filled, OrdType=LMT.
Place New List OPO (LMT-MKT)
1) Place new list order BUY 1 <Futures 4> LMT <P1 = below the market> - MKT, ContingencyType = OPONoProportionalTriggering.
2) Receive Execution Report: ExecTransType=New, OrdStatus=Pending New, ExecType=New, OrdType=LMT.
3) Receive List Status: ListStatusType=Ack, ListOrderStatus=Received For Execution, ContingencyType=OPONoProportionalExecution.
4) Receive Execution Report: ExecTransType=New, OrdStatus=Suspended, ExecType=Suspended, OrdType=MKT.
5) Receive Execution Report: ExecTransType=New, OrdStatus=New, ExecType=New, OrdType=LMT.
6) Order will be filled at this point.
7) Receive Execution Report: ExecTransType=New, OrdStatus=Filled, ExecType=Filled, OrdType=LMT.
8) Receive Execution Report: ExecTransType=New, OrdStatus=New, ExecType=New, OrdType=LMT.
9) Receive Execution Report: ExecTransType=New, OrdStatus=Filled, ExecType=Filled, OrdType=LMT.