Market Data Sweepable Pricing Incremental Non-aggregated Full Book Test

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

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)

Full Book Depth Tests

  • To select the Test:
  1. Select a Identifier from the drop-down and select ASSIGN if not already assigned.
  1. From the Test Suite tab, select the linked test.
  1. 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 Sweepable Pricing Incremental Non-aggregated Book with Full Book Depth 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 message for Sweepable Pricing subscribing to Incremental Non-aggregated Book with Full Book (tag 264=0) Depth.
  2. Receive and process Market Data Snapshot Full Refresh (35=W) message / Market Data Incremental Refresh (35=X) message.

Full Book Depth using MDEntry Size Tests

  • To select the Test:
  1. Select a Identifier from the drop-down and select ASSIGN if not already assigned.
  1. From the Test Suite tab, select the linked test.
  1. 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 Sweepable Pricing Incremental 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 subscribing to Incremental Non-aggregated Book with Full book Depth Full Book (tag 264=0) specifying MDEntrySize (→271) of 5 million targeting an individual LP (tag 128-DeliverToCompID).
  2. Receive and process Market Data Snapshot Full Refresh (35=W) message /Market Data Incremental Refresh (35=X) message.