Conflated TCP Book Management Messages for Market by Price (MBP)

This test verifies that your application can properly receive and process book management information.

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 Conflated TCP Book Management Messages for Market by Price (MBP) test:

1. AutoCert+ builds a book. 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) message.
3. Receive Market Data Snapshot (tag 35-MsgType=W) Full Refresh message. Confirm the quantities and prices on the book for the selected instrument.
4. Receive an additional set of orders for the selected instrument.
5. Receive cancellations for orders.
6. Confirm the quantities and prices on the book for the selected instrument.