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

This test verifies that your application can properly receive and process book management information for non-implied markets.

 

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

• To run the Conflated UDP Book Management Messages for Market by Price (MBP) test:

1. Select Yes or No to indicate whether the books are empty for the selected instruments.
2. Receive a set of orders for the first instrument.
3. Receive cancellations for orders.
4. Enter the quantities and prices on the book for the first instrument (non implied).

• tag 270-MDEntryPx
• tag 271-MDEntrySize