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

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 Repo EU 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 MDEntryType=7. Enter the tag 270-MDEntryPx value.
  1. A trading session VWAP was sent with MDEntryType=9. Enter the tag 270-MDEntryPx value.