Conflated UDP Book Management Messages for Market by Price (MBP)

The purpose of this test is to verify that your application can properly receive and process book management information (up to five levels) for a conflated market by price book.

The test case is mandatory if Conflated UDP Market by Price (MBP) book structure is selected in the interview.

See also: CME MDP 3.0 Market Data - BrokerTec on the CME Group Client Systems Wiki.

  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 instruments.

See also: MDP 3.0 - Conflation Processing - BrokerTec and EBS Markets Examples on the CME Group Client Systems Wiki.

  1. Receive a set of orders for the first instrument.
  2. Receive cancellations for orders.
  3. Confirm quantities (tag 271-MDEntrySize) and prices (tag 270-MDEntryPx) on the book for the selected instrument by entering message values in the test fields.