Conflated UDP Recovery for Market By Order - Limited Depth (MBOLD)

This test verifies that your application can perform a recovery test for non-implied books. For example, if a user does not receive all messages from the system during a trading session, it will be necessary to perform recovery to update the books.

 

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 Recovery for Market By Order - Limited Depth (MBOLD) test:

1. Select Yes or No to indicate whether the books are empty for the selected instruments.

2. Receive market data for a set of orders and cancels for the instrument.
3. Miss market data for a set of orders and cancels.
4. Receive market data for a set of orders and cancels for the selected instrument.
5. For each order, confirm the price and quantity by its priority in the book using the following instrument (instrument will vary).

• tag 270-MDEntryPx
• tag 271-MDEntrySize

7. Miss security definition message for the recovery instrument.
8. Receive market data for a set of orders for the recovery instrument.

9. For each order, confirm the price and quantity by its priority in the book using the following instrument (instrument will vary).

• tag 270-MDEntryPx
• tag 271-MDEntrySize