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

The purpose of this test is to verify that your application can properly receive and process a trade summary message. This test case is mandatory if you selected "Snapshot+Updates" in the interview question, “How does your system subscribe to Market Data Requests?”

 

  • To run the test:
  1. On the Test Case tab, use the Instrument(s) drop down menu to choose an instrument and channel and click Select.

  1. Select START TEST.

Note: Do not select START TEST while a test is running unless instructed to do so. Restarting a test deletes the current test results.

  1. Over the TCP MDP Gateway connection having an active subscription to MarketDataRequest, a market data incremental refresh is sent with MDEntryType=2 (trade). After you receive the trades, please validate the following values from the updates: Snaphot and updates (Tag 263=1).