Statistic Messages for Conflated TCP Market Data Group (Snapshot Only) 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 Only) for Non-Repo test:
  1. AutoCert creates trading activity that generates all statistics.
  1. Over the TCP MDP GW connection, submit a Market Data Request Message (Snapshot only). The following threshold limits are received: MDEntryType=2 (Trade), MDEntryType=e (Electronic Volume), MDEntryType=7 (Trading Session High Price).