Conflated TCP Book Management Messages for Market By Order - Limited Depth (MBOLD)

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.

• Conflated TCP Book Management Messages for Market By Order - Limited Depth (MBOLD)
• Conflated TCP Book Management Messages for Market By Order - Limited Depth (MBOLD) (Snapshot Only)

 

Conflated TCP Book Management Messages for Market By Order - Limited Depth (MBOLD)

 

• To run the Conflated TCP Book Management Messages for Market By Order - Limited Depth (MBOLD) test:

1. AutoCert+ will build a book
2. Over a TCP MDP connection, submit a MarketDataRequest message for all instruments.
3. Receive a SnapshotRefreshTopOrders message.

4. Enter the quantities and prices on the book for the first instrument (non implied).

• tag 270-MDEntryPx
• tag 271-MDEntrySize

5. Receive a set of orders for the second instrument
6. Receive cancellations for orders

7. Enter the quantities and prices on the book for the first instrument (non implied).

• tag 270-MDEntryPx
• tag 271-MDEntrySize

 

Conflated TCP Book Management Messages for Market By Order - Limited Depth (MBOLD) (Snapshot Only)

 

• To run the Conflated TCP Book Management Messages for Market By Order - Limited Depth (MBOLD) (Snapshot Only) test:

1. AutoCert+ will build a book
2. Over a TCP MDP connection, submit a MarketDataRequest message for all instruments.
3. Receive a SnapshotRefreshTopOrders message.

4. Enter the quantities and prices on the book for the first instrument (non implied).

• tag 270-MDEntryPx
• tag 271-MDEntrySize