Conflated UDP Recovery Test for Market by Price (MBP)

This test verifies that your application can perform a recovery test. For example, if a user does not receive all messages from the system during a trading session, it will be necessary to perform a recovery to update the books.

For additional information, see CME Globex EBS Market - Market Data Message Specification.

1. Select a SenderComp from the drop-down and select ASSIGN if a SenderComp is not already assigned.
2. From the Instruments drop-down, then Select, 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 Recovery Test for Market by Price (MBP) test:

1. Confirm that the books are empty for the selected instruments.
2. Receive market data for a set of orders and cancels for the instrument.
3. Miss market data for a set of orders and cancels and to recover with snapshot feed.
4. Receive market data for a set of orders and cancels for the recovery instrument.
5. Confirm the quantities and prices on the book for the selected instrument.
6. Recover the missing Security Definition (tag 35-MsgType=d) message with mid-week updates from the instrument replay feed and then confirm the updated TradeDate and SettlDate of the first repeating group. The date format should be entered as: YYYYMMDD.
7. Confirm the quantities and prices on the book for the selected instrument.