FX Spot Plus Consolidated Recovery Test for Market by Price (Implied)

The purpose of this test is to verify that your application can perform a recovery test for implied books. 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.

This test case is mandatory if you selected Yes in the interview question Does your system support implied markets?, and selected Market by Price in the interview question Which of the following ones does your application support?.

 

• 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.
2. Select START TEST.
3. Select Yes or No to confirm books are empty for the selected instruments.
4. Receive market data for a set of orders and cancels for the instrument.
5. Miss market data for a set of orders and cancels, and recover the messages with the snapshot feed.
6. Receive market data for a set of orders and cancels for the recovery instrument.
7. Confirm quantities and prices on the book for the instrument, including the implied book. The instrument varies based on the instrument book sent.