Consolidated Book Management Messages for MDP (Implied)

This test verifies that your application can properly receive and process book management information Market Data Incremental Refresh (tag 35-MsgType=X) messages for implied markets.

This test is available for CME SBE UDP Multicast and CME Smart Stream on GCP SBE connection types; from the Interview.

  • To run the Book Management Messages (Implied) test:
  1. From the Instrument drop-down, select the desired contract if the contract is not already locked.

Note: For futures and options, use the rendezvous point: 69.50.112.254/32.

  1. Click START TEST.
  2. Confirm that the books are empty.

Click Yes or No.

  1. Receive a set of orders for one of the selected instruments.
  2. Receive cancellations for orders.
  3. Enter the quantities (tag 271-MDEntrySize) and prices (tag 270-MDEntryPx) on the book for the selected instrument (including implied book).

Click Submit.

  1. Receive a set of orders for the selected instrument.
  2. Receive cancellations for orders.
  3. Enter the quantities (tag 271-MDEntrySize) and prices (tag 270-MDEntryPx) on the book for the selected instrument (including implied book).

  1. Click Submit.