Test systems and tests
||Cloned from production||Custom|
|NGM FIX Protocol||1.18||1.18|
|NGM FAST Templates||1.18||1.18|
|NGM Instrument Schema||2.0||2.0|
|Port private channel||20200||20200|
|Port public channel #1||20300||20300|
|Port public channel #2||20301||20301|
|Port public channel #3||20302||20302|
|Port public channel #4||20303||20303|
|Port public channel #5||20304||20304|
|Port public channel #6||20305||20305|
|Opening times(CET/CEST)||Production schedule||06:00-19:00|
|02:00-22:00 weekends||02:00-22:00 weekends|
|- Load tests||Mon, Wed, Fri||-|
|- Crash tests||Tue, Thu||-|
|- CB - Circuit Breaker||Mon-Sun||Mon-Sun|
|- KOBB - Knock-out Buyback||Mon-Sun||Mon-Sun|
|- OPM - Order Protection Mode||Mon-Sun||Mon-Sun|
|- Reactive tests||Mon-Sun||Mon-Sun|
|- Misc Financial Status||Mon-Sun||Mon-Sun|
|- Broker trade||Mon-Sun||Mon-Sun|
|MDAPI||http://test1.ngm.se/MDAPI/||Currently not available|
- Load tests
Quotes are generated at increasing rates, for testing client throughput capacity. If the client lags behind too much, it may be disconnected.
10:00 - 10:10 1000 q/s PUB-4 10:15 - 10:25 2000 q/s PUB-5 10:30 - 10:40 3000 q/s PUB-4 and PUB-5 10:45 - 10:55 4000 q/s PUB-1 and PUB-4 11:00 - 11:10 5000 q/s PUB-1 and PUB-5 11:15 - 11:30 6000 q/s PUB-1, PUB-4 and PUB-5
- Circuit Breaker (Financial Status change: CIRCUIT_BREAKER_DYNAMIC)
See NGM MarketModel, chapter 9.
06:01-09:41 - Every 20 minutes.
12:09-20:49 - Every 20 minutes.
All instruments in segment XNGM:EQST (Equity Stockholm) will be put in the CIRCUIT_BREAKER_DYNAMIC state for one minute.
Orders will not cause trades while CB is active. Trades will be resolved when exiting CB.
- Knock-out BuyBack (Financial Status change: KNOCK_OUT_BUYBACK)
See MarketModel, chapter 8 (8.1.1).
06:09 - 09:49 - Every 20 minutes.
12:09 - 20:49 - Every 20 minutes.
All instruments in segment XNGM:DSKO (Knock-Outs Sweden) or XNGM:DNKO (Knock-Outs Norway) will be put in the KNOCK_OUT_BUYBACK state for a few minutes.
During this time, buy orders will not be accepted.
- OPM (Financial Status change: ORDER_PROTECTION_MODE) and quoting.
See MarketModel, chapter 8 (8.5) and appendix B for examples.
06:17 - 09:57 - Every 20 minutes.
12:17 - 20:57 - Every 20 minutes.
TrackerCertificates in segment XNGM:DNCE and/or NMTF:ESCE will have ORDER_PROTECTION_MODE activated for one minute.
When the MarketMaker is absent, they will immediately go into ORDER_PROTECTION_AUCTION.
After 20 seconds, NGM will start sending MM-quotes for about 1 minute, causing them to exit ORDER_PROTECTION_AUCTION.
Quoting will then stop and the ORDER_PROTECTION_MODE will be disabled.
08:00 - 09:00 - All instruments in the Finnish markets will have ORDER_PROTECTION_MODE activated in the morning hour.
00:00 - 24:00 - All instruments in the Danish markets will have ORDER_PROTECTION_MODE permanently activated.
- Misc. Financial Status tests
From 12:00 - 14:00 Instruments in segments EQST and MST will be set to Manual Matching. During this time no automatic matching will take place.
00:00 - 24:00 BULL BRENT and BEAR BRENT instruments in segment ENCE will have FinancialStatus "RECALCULATED" set.
- Reactive tests (Only for NGM! Not available for Spotlight segments or BX Swiss)
06:05 - 09:45 - Every 20 minutes.
12:05 - 20:45 - Every 20 minutes.
Actions will be taken in response to user activity.
Trades with volume 330-339 (inclusive) and trades with volume 200000-250000 (inclusive) will be cancelled
Limit orders with visible volume 340-349 (inclusive) and limit orders with visible volume 100000-150000 (inclusive) will be matched by an order placed by participantId "NGM3". This will generate a trade if the orderbook is in a tradeable state.
- Broker - Manually matched trade by Designated Broker
06:14 - 09:54 - Every 20 minutes.
12:14 - 20:54 - Every 20 minutes.
For one instrument in segment NSMS or NSSE, two orders will be placed by trader group NGM3-1. These orders will be manually matched by a broker, causing a trade.
- Crash tests
Private and public channel gateways are stopped and restarted to simulate gateway failure and/or network outage. Clients should reconnect and try to recover the session. If recovery is not possible, new snapshots should be taken.
10:00:00 Private channel brought down.
10:00:0x Private channel brought back up.
10:05:00 Public channel 1 brought down.
10:05:0x Public channel 1 brought back up.
10:10:0x Private channel brought down.
10:10:0x All public channels brought down.
10:10:xx All public channels brought back up.
10:10:xx Private channel brought back up.
10:15:0x Private channel brought down.
10:15:0x All public channels brought down.
10:16:xx All public channels brought back up.
10:16:xx Private channel brought back up.
10:20:00 Public channel 1, 2 and 3 brought down.
10:20:xx Public channel 1, 2 and 3 brought back up.