Trade Summary Message for Conflated TCP Market Data Group (Snapshot only)

The purpose of this test is to verify that your application can properly receive and process a Market Data Incremental Refresh (tag 35-MsgType=X) Trade Summary message.

See MDP 3.0 - Message Specification.

  1. Select a SenderComp from the drop-down and select ASSIGN if a SenderComp is not already assigned.
  2. From the Contracts drop-down, select the desired contract if the contract is not already locked.
  3. Select the START TEST button.

Note: DO NOT select the START TEST button once the test is in progress.

  1. To run a Trade Summary Message for Conflated TCP Market Data Group (Snapshot only) test:
  1. AutoCert creates trading activity to generate a trade. Do not establish TCP MDP connectivity yet.
  2. Establish a TCP MDP connection and then submit a Market Data Request Message (tag 35-MsgType=V) (Snapshot only) message to receive MDEntryType=2.