Statistic Messages for Premium or Conflated UDP Market Data

This test verifies that your application can properly receive and process statistic messages.

 

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

  • To run the Statistic Messages for Premium or Conflated UDP Market Data test:
  1. Threshold limits (tag 269-MDEntryType=g) were sent (tag 269-MDEntryType=g). Enter the following tag values.
  • tag 1149-HighLimitPrice
  • tag 1148-LowLimitPrice
  1. A Market Data Incremental Refresh message is sent with tag 269=MDEntryType=2 (trade). Enter the following tag values.
  • tag 270-MDEntryPx
  • tag 271-MDEntrySize
  1. A Market Data Incremental Refresh message is sent with tag 269=MDEntryType=e (Electronic Volume). Enter the following values.
  • tag 270-MDEntryPx
  • tag 271-MDEntrySize
  1. A trading session high price was sent. MDEntryType=7. Enter the tag 270-MDEntryPx value.