Market State Message

This test verifies that your application can properly receive and process market state information sent in Market Data Security Status (tag 35-MsgType=f) messages throughout a trading session.

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

  • To run the Market State Message test:
  1. From the Contract drop-down, select the desired contract if the contract is not already locked.
  2. Click START TEST.
  3. Receive a Clear Statistics event (35=f, tag 1174-SecurityTradingEvent=4) message.
  4. For the remaining steps of the test:

Select the current market state from the SecurityTradingStatus drop-down and click Submit:

  • Implied OFF
  • Pre-Open
  • Trading Halt
  • Close - Final
  • Ready to Trade
  • End of Session (Not Final Close)
  • Opening (New Price Indication)
  • No Cancel
  • Implied ON
  • Auction
  • Pre-Open (No Cancel)

OR

Receive a new Market State (35=f) message.