Market Data Sweepable Pricing Snapshot Non-aggregated Book Tests

The purpose of this test is to verify that the client system can send and process Market Data Request messages.

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:

1. Select a Identifier from the drop-down and select ASSIGN if not already assigned.

2. From the Test Suite tab, select the linked test.

3. 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.

Note: This test is used for ECN or Pass-Through formats. The above image shows the ECN format version of the test.

• To run a Market Data Sweepable Pricing Snapshot Non-Aggregated Book Test:

1. Over the Market Data session, submit a Market Data Request (35=V) message for Sweepable Pricing subscription to Snapshot (tag 265-MDUpdateType=0) Non-Aggregated Book with Full Book / Top of Book / Number of Price Levels Depth.

tag 264-MarketDepth

• 0=Full Book
• 1=Top of Book
• n=number of price levels
  

2. Receive and process Market Data Snapshot Full Refresh (35=W) message.

• To run a Market Data Sweepable Pricing Snapshot Non-Aggregated Book with Full Book Depth using MDEntrySize Test:

Note: This test is used for ECN or Pass-Through formats. The above image shows the ECN format version of the test.

1. Over the Market Data session, submit a Market Data Request (35=V) message for Sweepable Pricing subscription to Snapshot (tag 265-MDUpdateType=0) Aggregated Book with Full Book (tag 264-MarketDepth=0) Depth specifying MDEntrySize (→271) of 5 million.

2. Receive and process Market Data Snapshot Full Refresh (35=W) message.