Statistic Messages

The Statistic Messages tests verify that your application can properly receive and process the following statistics in Market Data Incremental Refresh (tag 35 - MsgType=X) messages.

  • Cleared Volume and Open Interest statistics
  • End of Day Session High/Low prices
  • Settlement or valuation prices
  • To run the Statistic Message test
  1. Select Statistic Messages on the Test Suite tab.
  2. On the Test Case tab, use the Instrument(s) drop down menu to choose an instrument and SELECT.

  1. Select START TEST.

  1. Enter the following values for the Cleared Volume and Open Interest statistics that were sent and select Submit.

  • Cleared Volume Quantity (tag 5791-ClearedVolume)
  • Open Interest Quantity (tag 5792-OpenInterestQty)
  1. Enter the following values for the End of Day Session High/Low prices that were sent and select Submit.

  • High Price (tag 332-HighPx)
  • Low Price (tag 333-LowPx)
  1. Enter the following values for the Settlement or Valuation price that was sent and select Submit.

  • Globex Price (tag 270-MDEntryPx)
  • Clearing Price (tag 9732-FormattedLastPx)
  • Settlement or Valuation Price Type (tag 731-SettlPriceType)
  1. Final Actual Settlement at Trading Tick
  2. Final Actual Settlement at Clearing Tick
  3. Final Actual Cabinet Settlement at Clearing Tick
  4. Preliminary Actual Settlement at Trading Tick
  5. Preliminary Theoretical Valuation at Clearing Tick
  6. Preliminary Theoretical Valuation at Trading Tick