Book Management Messages - Market by Price (MBP)

The purpose of this test is to verify that your application can properly receive and process book management information for market by price book.

  • To run the book management messages - market by price test:
  1. On the Test Case panel, select an Instrument - channel, then Select ().

The screen updates to include connection information and a template file to use for the test.

  1. Select START TEST ().
  1. Confirm books are empty for selected instrument(s) by selecting a response (Yes/No) to the prompt.
  1. A set of orders for the selected instrument is received.
  1. Cancellation of the prior orders is received.
  1. For the selected instrument (step 1), confirm quantities (tag 271-MDEntrySize) and prices (tag 270-MDEntryPx) on the book.

See alsoMDP 3.0 - Market by Price - Multiple Depth Book