User Help System
Statistic Messages
This test verifies that your application can properly process statistics received in Market Data Incremental Refresh (tag 35-MsgType=X) messages (selected from the Interview).
This test is available for CME SBE UDP Multicast and CME Smart Stream on GCP SBE connection types; from the Interview.
- To run the Statistic Messages test:
- 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.
- Click START TEST.
- Enter the trade statistics that your application received.
- tag 270-MDEntryPx
- tag 271-MDEntrySize
Click Submit.
- Enter the trade cancel statistics that your application received:
- tag 270-MDEntryPx
- tag 271-MDEntrySize
Click Submit.
- Enter the tag 271-MDEntrySize value from the Electronic Volume statistics that your application received.
Click Submit.
- Enter the trading session high price (tag 270-MDEntryPx, when tag 269-MDEntry=7) that your application received.
Click Submit.
- Enter the trading session low price (tag 270-MDEntryPx, when tag 269-MDEntry=8) that your application received.
Click Submit.
- Enter the following tag values from the statistic message that your application received:
- tag 1149-HighLimitPrice
- tag 1148-LowLimitPrice
Click Submit.
- Enter the following tag values for the settlement price that your application received.
- tag 270-MDEntryPx
- tag 731-SettlPriceType (choose one option below)
- Final Actual Settlement at Trading Tick
- Final Theoretical Settlement at Trading Tick
- Preliminary Actual Settlement at Trading Tick
- Preliminary Theoretical Settlement at Clearing Tick
- Preliminary Theoretical Settlement at Trading Tick
Click Submit.
