Query Requests

The Query Request tests verify that your application can request and process historical STP messages.

Note: Brokered trades, including Broker Fee’s (commissions data), flow through the ClearPort venue for retrieval in CME STP, enabling Clearing Firms to see the broker fees on their trade capture reports. To include tests with brokered trade data in the test suite, select 'ClearPort' in response to the interview question, "What venues does your application support? Select one or more:" Detailed information on broker fee retrieval in CME STP is available here.

Example Query Request Test

Note: The example test procedure below is for an unfiltered query request for CPC trades and may not appear in your test suite. The tests included in the test suite will depend on the answers you provided in the Interview.

 

  1. To run the Unfiltered Query Request for CPC Trades test:
  1. Click START TEST to begin.

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

  1. Send an initial query request (unfiltered) using the start time value as displayed above.
  2. Receive a batch file.
  1. Send a continuous query request.
  2. Receive a batch file with the rest of the trades and validate the first trade in this batch - Confirm Product Code (ID), Trade Quantity (LastQty) and Trade Price (LastPx) from the first Trade Capture Report.