Tests

Loadtest

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 channel

10:15-10:25 2000 q/s PUB-5 channel

10:30-10:40 3000 q/s PUB-4 and PUB-5 channels

10:45-10:55 4000 q/s PUB-1 and PUB-4 channels

11:00-11:10 5000 q/s PUB-1 and PUB-5 channels

11:15-11:30 6000 q/s PUB-1, PUB-4, PUB-5 channels

CB (Financial status change: CIRCUIT_BREAKER_DYNAMIC)

See NGM MarketModel, chapter 9.

06:01-09:41 (every 20 minutes)

14:01-20:41 (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.

KOBB (Financial status change: KNOCK_OUT_BUYBACK)

See NGM 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 NGM 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 every day:

All instruments in the Finnish markets will have ORDER_PROTECTION_MODE activated in the morning hour.

00:00-24:00 every day:

All instruments in the Danish markets will have ORDER_PROTECTION_MODE permanently activated

Misc. financialStatus tests

From 12:00 to 14:00: Instruments in segments EQST and MST will be set to Manual Matching. During this time no automatic matching will take place.

Always: BULL BRENT and BEAR BRENT instruments in segment ENCE will have FinancialStatus "RECALCULATED" set.

Reactive tests (NGM Segments only, Spotlight not included).

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.

Reactive tests are only available for NGM Segments and not Spotlight!

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.

Replay Tests (disabled)

Simulate realtime traffic by replaying production-like orders. 11:00-17:20 every day

Disconnection test

Private and public channel gateways are stopped and restarted to simulate network outage or gateway unavailability (maintenance/restart). Clients should reconnect and try to recover the session. If recovery is not possible, new snapshots should be taken to ensure that the client is in sync.

10:00:00 Private channel down

10:00:0x Private channel brought back up

10:05:00 Public channel 1 down

10:05:0x Public channel 1 brought back up

10:10:0x Private channel down

10:10:0x All public channels down

10:10:xx All public channels brought back up

10:10:xx Private channel brought back up

10:15:0x Private channel down

10:15:0x All public channels 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 down

10:20:xx Public channel 1, 2 and 3 brought back up