Statistic Messages for Conflated TCP Market Data Group (Snapshot and Updates) for Non-Repo

This test verifies that your application can properly receive and process statistic messages.

 

1. From the Contract drop-down, select the desired contracts if the contracts are not already locked.
2. Select START TEST.

• To run the Statistic Messages for Conflated TCP Market Data Group (Snapshot and Updates) for Non-Repo test:

1. Over the TCP MDP GW connection having an active subscription to MarketDataRequest, threshold limits were sent with tag 269-MDEntryType=g (Threshold Limits and Price Band Variation). Enter the following tag values:

• tag 1149-HighLimitPrice
• tag 1148-LowLimitPrice

2. A Market Data Incremental Refresh message is sent with tag 269-MDEntryType=2 (Trade). Enter the following values.

• tag 270-MDEntryPx
• tag 271-MDEntrySize

3. A Market Data Incremental Refresh message is sent with tag 269-MDEntryType=e (Electronic Volume). Enter the following values.

• tag 270-MDEntryPx
• tag 271-MDEntrySize

4. A trading session high price was sent with tag 269-MDEntryType=7 (Trading Session High Price). Enter the tag 270-MDEntryPx value.