Statistic Messages for Conflated TCP Market Data Group (Snapshot and Updates) for Non-Repo

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 Conflated TCP Market Data Group (Snapshot and Updates) for Non-Repo test:
  1. Over the TCP MDP GW connection having an active subscription to MarketDataRequest, threshold limits were sent with tag 269-MDEntryType=g (Threshold Limits and Price Band Variation). 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 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 with tag 269-MDEntryType=7 (Trading Session High Price). Enter the tag 270-MDEntryPx value.