Statistics

This test verifies that your application system can properly process BrokerTec Market Data Incremental Refresh (tag 35-MsgType=X) statistic messages that are sent at various times on the Incremental feed.

  • To run the Statistics test
  1. Select an Identifier then ASSIGN.

  1. Select an Instrument.

  1. Click START TEST. and REFRESH.

Note: To restart the test, click START TEST and then click REFRESH.

  1. Book and statistic updates are being sent.

Enter the session Low Trade Price for the active contract that you selected.

  1. More statistic messages are sent.

Enter the following statistics for the active contract that you selected.

  • Last Trade Price - tag 270-MDEntryPx
  • Last Trade Size - tag 271-MDEntrySize
  • Volume Weighed Average Price (VWAP)
  • Volume Weighed Average Yield (VWAY)