Security Definition Messages for Futures and Spreads

This test verifies that your application can properly receive and process Security Definition (tag 35-MsgType=d) messages for futures and futures spread instruments.

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

 

• To run the Security Definition Messages for Futures and Spreads 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.

2. Click START TEST.
3. Enter the following tag values from the Security Definition (35=d) message for a futures instrument that your application received:

• tag 1145-EventTime, when tag 865-EventType=5 (Activation)

Note: in YYYYMMDD hhmm format

• tag 1145-EventTime, when tag 865-EventType=7 (Last eligible trade date)

Note: in YYYYMMDD hhmm format

• tag 1151-SecurityGroup
• tag 1300-MarketSegmentID

Click Submit.

4. Enter the following tag values from the Security Definition (35=d) message for a futures spread instrument that your application received:

• tag 1145-EventTime, when tag 865-EventType=5 (Activation)

Note: in YYYYMMDD hhmm format

• tag 1145-EventTime, when tag 865-EventType=7 (Last eligible trade date)

Note: in YYYYMMDD hhmm format

• tag 1151-SecurityGroup
• tag 1300-MarketSegmentID

5. Click Submit.