Scenarios without Allocation
Scenarios with Basic Embedded Allocation
Scenarios with External Allocations via Allocations(J)

The client should let the ETCS team know when they are ready to test these scenarios because ETCS may need to change a setting at Saxo’s end for this. Please also note that any order/positions resulting from testing done using SAFT service won’t be booked at client’s Saxo simulation account.

The response from the test system is dictated by the amount requested in the Quantity, Tag 38, as per the tables below. If the instrument does not exist, the place order request will be rejected. SAFT scenarios currently apply to all supported order types. Limit buy orders having a limit price will be filled at 99% of limit price. Limit sell orders having a limit price will be filled at 101% of limit price. SAFT will not verify/validate the limit prices for market reasonability. Market and other orders will be filled at 100. The response will be the same no matter if the order is a Buy or a Sell. The instruments and exchanges will not influence the response either.

Scenarios without Allocation

Scenario ReferenceId	OrderQty	Place	Change	Cancel	Scenario Playout
1	1-9	Accept	Accept	Accept	Place – New – Cancel/Amend
2	10-19	Accept, Fill (all)	N/A	N/A	Place – New – Fill
3	20 - 29	Accept, Partial fill (10), Fill (remaining)	N/A	N/A	Place – New - Partial Fill – Fill
4	30 - 39	Accept	Accept, Fill (all)	N/A	Place – New – Amend – Fill
5	40 - 49	Accept, Partial fill (20)	Accept, Fill (remaining)	N/A	Place – New – Partial Fill - Amend – Fill
6	50 - 59	Accept, Partial fill (20)	Accept	Accept	Place – New – Partial Fill – Cancel
7	60 - 69	Reject	N/A	N/A	Place – Reject
8	70 - 79	Accept	Reject	N/A	Place – New – Amend – Reject
9	80 - 89	Accept	N/A	Reject	Place – New – Cancel – Reject
10	90 - 99	Accept, Done For Day	N/A	N/A	Place – New – DoneForDay
11	100 - 109	Accept, Unsolicited cancel	N/A	N/A	Place – New – Unsolicited Cancel
12	110 - 119	No reply	N/A	N/A	Place – No Reply
13	120 - 129	Suspend, Accept, Fill (all)	N/A	N/A	Place – Suspended – New - Fill
14	130 - 139	Accept, Fill (all) with delay for the fill (between 0-9 seconds indicating by the last number of the order quantity)	N/A	N/A	Place – New – Fill with delay
15	140 - 149	Accept, Fill (all) with a delay until amend has been received. When amend is received the order will fill immediately and amend will get rejected.	Reject	N/A	Place – New – Fill with delay - Amend - Reject
16	150 - 159	Accept, Fill (all) with a delay until cancel has been received. When cancel is received the order will fill immediately and cancel will get rejected.	N/A	Reject	Place – New – Fill with delay - Cancel - Reject

Scenarios with Basic Embedded Allocation

Block Orders with single Allocation Instruction.

Orders not matching the required number of allocations will fail regardless.

Orders not matching the required CancelIfReduced value will fail regardless.

Change order are not supported for allocations.

Tag 12108 ‘CancellationIfReduction” should be set as N or omit for this test.

Scenario ReferenceId	OrderQty	Number of Allocations	Success Allocation	Failed Allocation	Place	Change	Cancel
101	1001 - 1009	2	Both	None	Accept	Reject	Accept
102	1010 - 1019	2	Both	None	Accept, Fill (all)	Reject	N/A
103	1020 - 1029	2	Both	None	Accept, Partial fill (10), Fill (remaining)	Reject	N/A
104	1030 - 1039	2	Both	None	Accept	Reject	N/A
105	1040 - 1049	2	Both	None	Accept, Partial fill (20)	Reject	N/A
106	1050 - 1059	2	Both	None	Accept, Partial fill (20)	Reject	Accept
107	1060 - 1069	2	Both	None	Reject	Reject	N/A
108	1070 - 1079	2	Both	None	Accept	Reject	N/A
109	1080 - 1089	2	Both	None	Accept	Reject	Reject
110	1090 - 1099	2	Both	None	Accept, Done For Day	Reject	N/A
111	1100 - 1109	2	Both	None	Accept, Unsolicited cancel	Reject	N/A
112	1110 - 1119	2	Both	None	No reply	Reject	N/A
113	1120 - 1129	2	Both	None	Suspend, Accept, Fill (all)	Reject	N/A
114	1130 - 1139	2	Both	None	Accept, Fill (all) with delay for the fill (between 0-9 seconds indicating by the last number of the order quantity)	Reject	N/A
115	1140 - 1149	2	Both	None	Accept, Fill (all) with a delay until amend has been received. When amend is received the order will fill immediately and amend will get rejected.	Reject	N/A
116	1150 - 1159	2	Both	None	Accept, Fill (all) with a delay until cancel has been received. When cancel is received the order will fill immediately and cancel will get rejected.	Reject	Reject
201	2001-2009	2	First	Second	Accept	Reject	Accept
202	2010 - 2019	2	First	Second	Accept, Fill (all)	Reject	N/A
203	2020 - 2029	2	First	Second	Accept, Partial fill (10), Fill (remaining)	Reject	N/A
204	2030 - 2039	2	First	Second	Accept	Reject	N/A
205	2040 - 2049	2	First	Second	Accept, Partial fill (20)	Reject	N/A
206	2050 - 2059	2	First	Second	Accept, Partial fill (20)	Reject	Accept
207	2060 - 2069	2	First	Second	Reject	Reject	N/A
208	2070 - 2079	2	First	Second	Accept	Reject	N/A
209	2080 - 2089	2	First	Second	Accept	Reject	Reject
210	2090 - 2099	2	First	Second	Accept, Done For Day	Reject	N/A
211	2100 - 2109	2	First	Second	Accept, Unsolicited cancel	Reject	N/A
212	2110 - 2119	2	First	Second	No reply	Reject	N/A
213	2120 - 2129	2	First	Second	Suspend, Accept, Fill (all)	Reject	N/A
214	2130 - 2139	2	First	Second	Accept, Fill (all) with delay for the fill (between 0-9 seconds indicating by the last number of the order quantity)	Reject	N/A
215	2140 - 2149	2	First	Second	Accept, Fill (all) with a delay until amend has been received. When amend is received the order will fill immediately and amend will get rejected.	Reject	N/A
216	2150 - 2159	2	First	Second	Accept, Fill (all) with a delay until cancel has been received. When cancel is received the order will fill immediately and cancel will get rejected.	Reject	Reject
217	2160 - 2169	2	First	Second	Accept, Restated	Reject	N/A

Scenarios with External Allocations via Allocations(J)

Block Orders with multiple external Allocation Instructions (fragments). Orders not matching the required number of allocations will fail regardless. Orders not matching the required CancelIfReduced value will fail regardless. Change order are not supported for allocations.

Scenario ReferenceId	OrderQty	Number of Allocations	Success Allocation	Failed Allocation	Place	Change	Cancel
10001	100001 - 100009	5+	All	None	Accept	Reject	Accept
10002	100010 - 100019	5+	All	None	Accept, Fill (all)	Reject	N/A
10003	100020 - 100029	5+	All	None	Accept, Partial fill (10), Fill (remaining)	Reject	N/A
10004	100030 - 100039	5+	All	None	Accept	Reject	N/A
10005	100040 - 100049	5+	All	None	Accept, Partial fill (20)	Reject	N/A
10006	100050 - 100059	5+	All	None	Accept, Partial fill (20)	Reject	Accept
10007	100060 - 100069	5+	All	None	Reject	Reject	N/A
10008	100070 - 100079	5+	All	None	Accept	Reject	N/A
10009	100080 - 100089	5+	All	None	Accept	Reject	Reject
10010	100090 - 100099	5+	All	None	Accept, Done For Day	Reject	N/A
10011	100100 - 100109	5+	All	None	Accept, Unsolicited cancel	Reject	N/A
10012	100110 - 100119	5+	All	None	No reply	Reject	N/A
10013	100120 - 100129	5+	All	None	Suspend, Accept, Fill (all)	Reject	N/A
10014	100130 - 100139	5+	All	None	Accept, Fill (all) with delay for the fill (between 0-9 seconds indicating by the last number of the order quantity)	Reject	N/A
10115	101140 - 101149	5+	All	None	Accept, Fill (all) with a delay until amend has been received. When amend is received the order will fill immediately and amend will get rejected.	Reject	N/A
10116	101150 - 101159	5+	All	None	Accept, Fill (all) with a delay until cancel has been received. When cancel is received the order will fill immediately and cancel will get rejected.	Reject	Reject

Application Level Message Flow

Scenarios without Allocation

Scenarios with Basic Embedded Allocation

Scenarios with External Allocations via Allocations(J)