Test systems and tests

Test systems

  Test#1 Test#2
Current status Online Offline
Elasticia version 1.15 1.15
Instrument source
Cloned from production  Custom
Adjustments - -
NGM FIX Protocol 1.18 1.18
NGM FAST Templates 1.18 1.18
NGM Instrument Schema 2.0 2.0
     
DNS name test1.ngm.se test2.ngm.se
IP-adress 194.103.132.53 194.103.132.62
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
     
Test schedule
   
- 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
     
Web services
http://test1.ngm.se  
Market data http://test1.ngm.se/MDWebFront/ http://test2.ngm.se/MDWebFront/
MDAPI http://test1.ngm.se/MDAPI/ Currently not available

 

 

Tests

  • 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.