Complex Book Management

This test verifies that your application can properly receive and process a large event [Market Data Incremental Refresh (tag 35-MsgType=X)].

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

  • To run the Complex Book Management 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 End Point IP Address that appears on the screen when the instrument is selected.

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

Click Yes or No

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

Click Submit.