Implied Recovery for Market by Order

This test verifies that your application can perform a recovery test for implied books for Market by Order.

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

  • To run the Implied Recovery for Market by Order 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.
  4. Confirm implied quantities and prices on the book for the selected instrument.
  5. Miss security definition message for the recovery instrument.
  6. Receive market data for a set of orders for the recovery instrument.
  7. Confirm implied quantities and prices on the book for the recovery instrument, then Click Submit.