Premium Implied Inverted Order Book Management for Market by Order - Full Depth Systems

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

 

1. Select START TEST.

 

• To run the Premium Implied Inverted Order Book Management for Market by Order - Full Depth Systems test:

1. Select Yes or No to indicate whether the books are empty for the selected instruments.
2. Receive a set of orders for one of the selected instruments.

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

• tag 270-MDEntryPx
• tag 271-MDEntrySize

4. Enter the implied quantities and prices on the book for the same instrument:

• tag 270-MDEntryPx
• tag 271-MDEntrySize