User Help System
CME Benchmark Administration Premium Incremental Message for CVOL
The purpose of this test is to verify that your application can properly receive and process CME Benchmark Administration Premium incremental messages (tag 35-MsgType=X) for CME Group Volatility Index (CVOL™).
Note: See the CME Benchmark Administration Premium message specification
- To select the Identifier and Instrument to test:
- Select an Identifier in the drop-down, then click ASSIGN.
The instrument drop-down appears.
- Select an Instrument(s), then click Select.
Additional testing information appears below the selected instrument.
- Select START TEST, then proceed to the test procedures (below).
- To run a CME Benchmark Administration Premium Incremental Message (for CVOL) test:
- Enter the following tag values to confirm that your system received an index price:
- tag 269-MDEntryType
- tag 270-MDEntryPx
- Select an applicable tag 286-OpenCloseSettlFlag: (Reprint Previous, Real Time, Final Daily or Preliminary Daily.