Security Definition Messages for Options and Spreads

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

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 Options 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.

  1. Click START TEST.
  2. Enter the following tag values from the Security Definition (35=d) message for an options 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
  • tag 202-StrikePrice

Click Submit.

  1. Enter the following tag values from the Security Definition (35=d) message for an options 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

Click Submit.