User Help System
Market Data Single Ticket Pricing Snapshot Tests
The purpose of this test is to verify that the client system can send and process Market Data Request message.
- Market Data Single Ticket Pricing Snapshot with Full Book Depth using MDEntrySize Test for /
- Market Data Single Ticket Pricing Snapshot with Top of Book using MDEntrySize Test for /
- Market Data Single Ticket Pricing Snapshot with Number of Price Levels using MDEntrySize Test for /
- Market Data Single Ticket Pricing Snapshot with Full Book Depth Test for /
- Market Data Single Ticket Pricing Snapshot with Top of Book Test for /
- Market Data Single Ticket Pricing Snapshot with Number of Price Levels Test for /
For the initial EBS Direct Taker API certification period:
- AutoCert+ test cases will appear in read-only format.
- To complete Interview responses and Tests, users must contact Certification Support for Electronic Trading (CSET)
- To select the Test:
- Select a Identifier from the drop-down and select ASSIGN if not already assigned.
- From the Test Suite tab, select the linked test.
- Click the START TEST button.
Note:DO NOT select the START TEST button once the test is in progress.
If a test is not proceeding to the next step, clicking the Refresh button (
) below the test steps may resolve the issue.
- To run a Market Data Single Ticket Pricing Snapshot test:
- Over the Market Data session, submit a Market Data Request (35=V) message for Single Ticket Pricing subscribing (tag 263-SubscriptionRequestType=1) to Snapshot (tag 265-MDUpdateType=0) with Full book / Top of Book / Number of price levels Depth (tag 264-MarketDepth) specifying MDEntrySize (InstrmtMDReqGrp →271) of 5 million.
tag 264-MarketDepth
- 0=Full Book
- 1=Top of Book
- n=number of price levels
- Receive and process Market Data Snapshot Full Refresh (35=W) message.














