Consolidated Recovery (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 (missing market data for orders and cancels or security definition for the recovery) from the system during a trading session, it will be necessary to perform recovery to update the books.

This test is available for CME SBE UDP Multicast connection type; from the Interview.

  • To run the Recovery (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 market data for a set of orders and cancels for the instrument.
  2. Miss market data for a set of orders and cancels.
  3. Receive market data for a set of orders and cancels for the recovery instrument, then confirm the following:
  • Enter the quantities (tag 271-MDEntrySize) and prices (tag 270-MDEntryPx) on the book for the selected instrument, then click Submit.

  1. Miss Security Definition message for the recovery instrument.
  2. Receive market data for a set of orders for the recovery instrument.
  • Enter the quantities (tag 271-MDEntrySize) and prices (tag 270-MDEntryPx) on the book for the recovery instrument, then click Submit.