TQD704 BCS API Checklist

T Q D 7 0 4 · T E C H N I C A L S P E C I F I C A T I O N Turquoise Derivatives BCS API Checklist

I S S U E 1 . 0 · 0 4 M A R C H 2 0 1 1 1. Test Checklist Details

1.1 Application General Information

Date Company Name Member Code (CED Code)

CC&G Membership Type:  General Clearing Member  Individual Clearing Member  Non-Clearing Member

Application / ISV Application Name Application Release Operating System

1.2 Requirements

The checklist will be executed in the CDS test environment and the requirements are the following:

 One BCS user  One trading user (in order to execute trades and create the test scenario)  If General Clearing Member: two trading users (one acting as GCM and one acting as NCM)  If Clearing Member is interested in using International/Automatic Give-Up: two clearing companies (one acting as sender and one as receiver).  Connectivity to the BCS CDS test environment  Connectivity to the Turquoise CDS test environment

The check list has to be executed in two different trading days in order to test the functions when available at T and T+1.

When the following checklist is completed in the test environment, a login/logout test in production is required.

2 3 1.3 Checklist Details: Conventions

Y/N: Preliminary test (functions that have to be tested in the preliminary test phase)

Function Info/Transaction Preliminary Test Result

SYSTEM CONNECTION

Connection to the system

STATIC DATA

Markets Info

Classes Info

Clearing Member Codes Info

Non Clearing Member Codes Info

Series Info

SUBACCOUNTS

Subaccounts list Info

Subaccount/client code links list Info

Subaccount creation/modify/inactivation Transaction

Subaccount/client code link creation/modify/inactivation Transaction

POSITIONS

Positions Info

List of Rectified positions Info

List Position Transfers Info

List of Subaccount Changes Info

Gross Positions Rectifying Transaction

Transfer Position Request Transaction

Transfer Position Confirm Transaction

Subaccount Change Request Transaction

TRADES

Trades Info

Transferred Trades Info

Splitted Trades Info

Trades with Open/Close flag changed Info

Trades with client code changed Info

Give-Out/Take Up list Info

Trade History Info

Give Out/Take Up creation/modify/inactivation Transaction

4 Automatic Give-Up Transaction

International Give-Up Request Transaction

International Give-Up Confirm/Reject Transaction

Client Code Change Transaction

Open/Close Change Transaction

Trades Split Transaction

GUARANTEES

Collateral Guarantees Info

Deposited Guarantees Info

Bulk Deposit Subaccount/Allocation change Transaction

OPTION EXERCISE / ASSIGNMENTS

Exercise By Exception Request Transaction

Early Exercise Request Transaction

Early Exercise Deletion Transaction

Early Exercises list Info

Exercise By Exception list Info

Expiry Exercises Requests Info

Assignments calculation finished Info

Assignments Info

CLEARING MESSAGES

New Clearing Message available Info

Clearing messages download Info

INTRADAY MARGIN CALLS

New Intraday Margin Call available Info

Intraday Margin Call download Info

REPORTS

Realtime reports update Info

List of available reports Info

Intraday reports update Info

Clearing Reports Download Transaction

NCM reports download (for GCM) Transaction

Report Download Abort Transaction

Other reports Info

Recovery Test

5 Failover Test (if requested)

DISCONNECTION

Logout

1.4 Checklist Results

Turquoise Global Holdings Limited has used all reasonable efforts to ensure that the information contained in this publication is correct at the time of going to press, but shall not be liable for decisions made in reliance on it.

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