AutoCert + MexDer Market Data User Manual
Contents
1. 3 Enter the security trading status received tag 326 of the Security Status message and click Submit The market stake is sent AutoCerlt prompts you to ender ihe Curent maid state of your applicabon 2 SecurbyTradingStalus Pre Open x a AutoCert sends a security status 35 f message that notifies an update of an instrument state for the first locked instrument New instrument state Open 326 17 4 Enter the security trading status received tag 326 of the Security Status message and click Submit The Instant state ts sent Auioelen prompis you to enter ihe current stale of all received insinuiments 3 SecurityTradingStatus Pre Onen AutoCert sends some buy sell orders in order to create trades for the first locked instrument 5 Enter the last trade price of the session for the received instrument in the text boxes provided 6 Enter the price received in tag 270 MDEntryPx of the Incremental Refresh message when tag 269 MDEntryType is equal to 2 Trade reports and a change of market statistice are sent AutoCert gt prompts you to enler the last ade price for iie instument MDEnitryf x Submit CS AutoCert sends a security status 35 f message that notifies an update of an instrument state for first locked instrument New instrument state Halt 326 2 7 Enter the security trading status received tag 326 of the Security Status message and click2. Test Suite Status SendenC omp qtia E Pre Certification Interview complete Test Sue Status In Progress Meier Markel Dala Online He Futures Options Calendar Stapled None of the above Complete 6 User Manual AutoCert MexDer Market Data Book Management Test This test verifies that you can receive and process book management information for future instruments that have differing book depths on the same channel MexDer supports a 10 deep book It does not support the quantity of orders at each level tag 346 NumberOfOrders is not sent on the Snapshot or Incremental messages Note This test is mandatory for all customers gt To run a book management test 1 In step 1 on the AutoCert screen confirm your books are empty for all selected instruments Note DO NOT select the START TEST button once the test process is in progress Current Testing Configuration Company lane A Tester I test nagi System Profile LF CERT CHECKOUT Automated Trading System 1 0101 lestSuite Meodber Market Data Test Sue Status Teal Suite Statue In Progress Steps of the test Book Management Messages for Mexder Instruments This best could take up to several minutes Pease do mot close the window during the best Closing windcesiopgang fest requires bo rerun the test from step Purpose The pagpag od Mag fet fo verily thal your eppioalion can parlona e recovery bet for fulure ree For mapia if a ub
3. CBOT CBOT futures and options on futures contracts based on the sm sm sm Dow Jones Industrial Average are not sponsored endorsed sold or promoted by Dow Jones and Dow Jones makes no representation regarding the advisability of trading such product s BM amp FBOVESPA is a trademark of BM amp FBOVESPA KRX is a trademark of Korea Exchange DME is a trademark of Dubai Mercantile Exchange BMD is a trademark of Bursa Malaysia BMV is a trademark of Bolsa Mexicana De Valores All other trademarks are the property of their respective owners The information within this document has been compiled by CME Group for general purposes only CME Group assumes no responsibility for any errors or omissions Additionally all examples in this brochure are hypothetical situations used for explanation purposes only and should not be considered investment advice or the results of actual market experience All matters pertaining to rules and specifications herein are made subject to and are superseded by official CME CBOT and NYMEX rules Current rules should be consulted in all cases concerning contract specifications Copyright 2014 CME Group Inc All rights reserved Table of Contents Table of Contents Getting Started 999088 eee renere 4 What s New 5 Interview _ 2888 ccc ere ren 6 Book Management Test c cece cece cece cece cece cece eee e cece eee eeeeeeeeceeeeeetttttttttttttttttetees 7 Marke
4. lt 3 CME Group AutoCert MexDer Market Data User Manual 4 16 14 Disclaimer Futures trading is not suitable for all investors and involves the risk of loss Futures are a leveraged investment and because only a percentage of a contract s value is required to trade it is possible to lose more than the amount of money deposited for a futures position Therefore traders should only use funds that they can afford to lose without affecting their lifestyles And only a portion of those funds should be devoted to any one trade because they cannot expect to profit on every trade All references to options refer to options on futures CME Group is a trademark of CME Group Inc The Globe Logo CME Chicago Mercantile Exchange Globex iLink E mini CME EOS Trader Galax C FirmSoft CME DataSuite and CME DataMine are trademarks of Chicago Mercantile Exchange Inc New York Mercantile Exchange NYMEX miNY and ClearPort are registered trademarks of the New York Mercantile Exchange Inc COMEX is a trademark of Commodity Exchange Inc FIX and FAST are trademarks of FIX Protocol Limited FIX FAST is a service mark of FIX Protocol Limited Dow Jones Dow Jones AIG Commodity Index The Dow Dow Jones Industrial Averagesm and DJIA are service marks of Dow Jones amp Company Inc and American International Group Inc AIG and have been licensed for use for certain purposes by the Board of Trade of the City of Chicago Inc
5. of the book AutoCert sends new orders In step 4 confirm quantities and prices on the book for the first instrument Proce new orders and contim quantities and prices on the book for hie Gs instrument Buy ice Bury Stifts Salty LI 0 0 o nG G 0 0 i tr O 0 0 T oo 0 0 0 O 4 Ti O 0 O O 0 0 o 0 0 0 0 O io I 0 0 ai I 0 0 O i 0 0 AutoCert sends orders to completely execute the orders on level 1 and 2 of the sell side After the orders are sent use n rows of text fields to enter the price and quantity of each price level for both sides of the book AutoCert validates the field entries If you entered Yes AutoCert displays a green icon indicating passed test If you enter No AutoCert displays a red icon indicating a failed test Note If you entered the correct information in steps 2 and 6 you successfully passed the test 8 User Manual AutoCert MexDer Market Data Market States and Market Statistics Test This test verifies that you can receive and process information related to market and instrument states and statistics throughout a trading session Note This test is mandatory for all customers gt To run a market states and market statistics test 1 After AutoCert sends an incremental refresh 35 X message notifying you of an update to the settlement price for each locked instrument change the settlement price by increasing it 5 times its tick value Note DO NOT sele
6. Fy KH a Kl o g Ta Hay D ma babad angle D pending Baad REFRESH Note If you entered the correct information in steps 2 19 and 21 you successfully passed the test User Manual 13 AutoCert MexDer Market Data Security Definition Message Test This test verifies that you can receive Security Definition Messages Note This test is mandatory for all customers Each single step can be optional if FUTURES or OPTIONS in Interview question 1 and CALENDAR or STAPLED in Interview question 2 are NOT flagged gt To run a security definition test Note You select an instrument for each of the following steps 1 Display all instruments as one leg rather than three Note DO NOT select the START TEST button once the test process is in progress AutoCert provides a list of instruments from which to choose 14 User Manual AutoCert MexDer Market Data zurrent Testing Configuration Company Ham OA System Profile Tester test iter Test5ufte Meder FIUFAST gt Test Suite Status SenderComp 427127 PreCertification interview Complete Test Suite Status In Progress MexDer EDYFASTO forte NY Test Suite Test Case Post Cerilication Steps of the test Security Definition Messages This test could take up to several minutes Picasa do not chose the window during the best Closing windowidopping fest requir
7. Submit The instrument state te ser AuloCere prompis you lo enter the current stale of the received insiument gt SecurtyTrading5tatus Pre Open e ro o AutoCert sends a security status 35 f message that notifies an update of an instrument state for first locked instrument New instrument state Open 326 17 8 Enter the security trading status received tag 326 of the Security Status message and click Submit The instrumen state is sent AuloCene prompls you lo enter he current stale of the recewed instrumen 6 SecurityTradingStatus Pre Open T AutoCert sends some buy sell orders in order to create trades for the first locked instrument 10 User Manual 10 11 12 13 14 IS 16 AutoCert MexDer Market Data Enter the last trade price of the session for the received instrument in the text boxes provided Enter the price received in tag 270 MDEntryPx of the Incremental Refresh message when tag 269 MDEntryType is equal to 2 Trade reports and a change Of markel statisics are sent AutoCert prompts you to erler the lasi rade price for Me inggumianl T MDEntrPx o o AutoCert sends a security status 35 f message that notifies an update of an instrument state for first locked instrument New instrument state Auction 326 100 Enter the security trading status received tag 326 of the Security Status message and click Submit
8. The instiment state i5 Son AuioGen prompts you lo ender the current state of the recrei instrument SecurityTrading3talus Pre Oper Ta AutoCert sends a security status 35 f message that notifies an update of an instrument state for first locked instrument New instrument state Open 326 17 Enter the security trading status received tag 326 of the Security Status message and click the Submit button The instrument state i5 sent AuloCent From rs you io ender ihe cumer stalt ofthe retked instumani SecurityTradingStatus Pre Open a EZ AutoCert sends some buy sell orders in order to create trades for the first locked instrument Enter the last trade price of the session for the received instrument in the text boxes provided Enter the price received in tag 270 MDEntryPx of the Incremental Refresh message when tag 269 MDEntryType is equal to 2 Trade reports and a change of marked statistics are sent AutoCert prompts you to erter the last trade price for tie instument 10 MOE rites sd AutoCert sends a security status 35 f message that notifies a market state update for first locked instrument New market state Halt 326 2 Enter the security trading status received tag 326 of the Security Status message and click Submit boere is simulabng a maket hali event Your application will ere a market trading halted event 11 SecurityTradingStatus Pre Open J Submit r AutoCert sends a securit
9. a What s New The list below illustrates the updates made to the AutoCert MexDer Market Data Help system Date Author Topic Description 4 15 14 NU Updated links and edited to meet Help standards and consolidated topics to streamline Help 9 17 12 Getting Enhanced Getting Started section Started 4 29 11 Initial version User Manual 5 AutoCert MexDer Market Data Interview The interview consists of a series of questions about your trading application Based on your responses certain tests are required and others are optional You must complete the pre certification interview before running the test cases To complete the interview you must determine the types of instruments options or futures and the types of MexDer spreads calendar stapled or none of the above your system supports Note If you select both Futures and Options then future dummy contracts are used for all test cases futures override options If you select Futures or both Futures and Options all order types are available for a selection and if you select only Options then only Market Limit is available for the order type After answering the Interview questions click the Complete button Note If Calendar or Stapled is selected None of the above must be disabled Current Testing Configuration Company Mantri OA Tesisi test iga 1 System Profile LP_CERT_CHECHOUT Automated Trading System 1 01 01 TestSuite Meader Merkel Dada 5r
10. ct the START TEST button once the test process is in progress Punpoae The purpose of feds best is lo verily the your appka can perform a recovery tee for fubure inciruments For exemple if sumer does nol neceive afl messages fromthe system during a fading season ft wil be necessary fo peram a recovery fest to update tre books Selected Contract yuna oe Category IF lacreme nal Feed A 1011 135 2039 Incremental Feed B 10 11 146 230 Snapshot 1011 137 2720 rummer Replay 1011 128 2300 Note Press the Start Test button to start or restart a Test Please do nat press the Start Test START TEST button again i you are currenthy running this test Deacription Final daily seTement price is sem Awto GC ere prompts you bo enter the cument price of all recemed inskumaenis die ka hha The market slate is sent AutoCert prompts you to ender the curari market state of your application The instrument state is sent AuloCert prompts you io enter fhe current stale of all recenwed insinuments Trade reports and a change of market statistics are sent Autolert gt prompts you to ender the last trade price for hie instrumen The instrument state is ser AuloCere prompis you lo ender he current stale of the received instrumen The instrumen state is senl AuloCere prompis you lo enter the current state of the received instrument Trade reports and a change of marke Statistics are sent AytoCert prompts you to enter the last rade price for he instrum
11. ent The instrument state ts Sen AuipCer prompis you lo nger the current state of the racea instrament The instrument state is sent AuieCern prompts you to ender the current state of the necened instrument Trade reports and a change of marked statistics are sent AutoCert prompts you to enter the last trade price for the instrument AusoCedte is simulating a market healt event Your application will receive a market trading halted event The market state is cent Auboler promp1s you to enier the current market state of your application Trade reports and a change of marke statisice are sent AutoCert gt prompts you to enler the last fade price for hie inatumenl The markel State is Sent AutoGen gt proms you lo enter the Current marke state of your application KN a e g o Ey g ER ER El EJ B Ge O Final daily SeTormen price i geni AutoC erte prompts you bo enter the cumenti price of all ritemed instrament Key 3 g E i 3 i e E REFRESH User Manual 9 AutoCert MexDer Market Data 2 Enter the price received tag 270 of the Incremental Refresh message when tag 269 MDEntryType equals 6 and click Submit Final daily seMement price is sen AuwoCert prompts you to enter the cumenti price of all recenmed instruments i MDEniyPx AutoCert sends a security status 35 f message that notifies an update of market state New market state Open 326 17
12. er Get nod necene al rete Grom ire adam during A bading cece bl ba pecescery bo parong a recovery best bo upeiete na Books Selected Comract ub MRI TO Category IF Port Incrermertal Feed A 10 19 1355 209 20010 Incremental Feed 6 10 11 136 230 20070 Snapshot 1011 137 220 20030 Instrument Replay 1011 138 2350 20 80 live Press the Bart Test button to start on restart a Test Please do not mess the Man Test button again H you ae car emih runni this test k 4 Feceve new orders and confer quantities and prices on the book for hie tad instrument E Receive market data for cancellations for orders x Hey O nad basted comietse Opening isicd REFRESH AutoCert resets the order book by canceling all orders at all price levels for all locked contracts 2 Select Yes or No User Manual AutoCert MexDer Market Data 4 Confirn books are empty Tor Selected instruments Dee mo AutoCert validates the field entries If you entered Yes AutoCert displays a green icon indicating passed test If you enter No AutoCert displays a red icon indicating a failed test A yellow display indicates a pending test AutoCert sends a set of orders for the first instrument and fills the book for the first locked outright instrument by sending n Limit Day Orders with ascending prices and various random quantities AutoCert cancels orders Note AutoCert cancels all orders at price level n on both sides
13. es to rerun the tesi from stepi Purpose The purpose of this besi is bo verify Shel your appication can perform a recovery test for tulure instruments For examp s if a user does not receive nl hehe from bhe gyelem during a trading beston k wil be neces2ary 1o pertonn a recovery best bo umiala the books Future Contracts M TxLJNi2 EXT Option Contracts MiP 290000 Calendar Spread Contracts M SIPEC Stapled Spread Contracts M TE28DC111005 Category ip Incremental Feed A 1011 135 2009 Incremental Feed B 10 11 138 230 Snapshot 10 11 137 220 Instrument Replay 1011 148 230 llote Press the Start Test bution te start of eriat a Test Please do not press the Start Test START TESI button again it you are currently running this test Description Confirm thal your application successfully naceived and processed the Futures Security Definition Response Message Coninn thal your application successhully necemwed and processed the Options Security Definition Response Message Comimn thal your application successfully received and processed the Calendar Spreads Security Definition Response Message Coniinn thal your application successfully receed and processed the Slapled Spreads Security Definition Response Message Key G ma iee complets O percing iadd RE FRE SH After selecting an instrument that drives the generation of market data you receive the market data for the selected instrumen
14. nter No AutoCert displays a red icon indicating a failed test 16 User Manual AutoCert MexDer Market Data Confirm that your application successfully recti and processed the Futures Security Defindion Response Message Confinm that your application successfully received and processed the Options Security Definition Response Massage Continn that your application successfully received and processed the Calendar Spreads Secuii Definition Response Message Contin thal your application successfully recenand and processed the Stapled Spreads Security Definition Response Message Koy D mi ieod conice D paring Pink REHRE SH Note If you entered the correct information in steps 3 6 you successfully passed the test User Manual 17
15. received tag 270 of the Incremental Refresh message when tag 269 MDEntryType equals 6 and click Submit Final daily seeren price is sent AvioCete prompts you bo enter the cumenti price of all rece hopd Instruments 18 MDEniyPx J 12 User Manual AutoCert t MexDer Market Data Dencription Trade reports and a change of marka statistics are sent AutoC err prompts you to enter the last trade price for hie inskument Trade reports and a change of marked Statistics are sent AvtoCert prompts you to ener the last rade price for he instrument The instrumen state i5 Sent Auyioterd prompts you lo ender the curren state of the rechi Insuman The instrument state is sent AuloCent prompts you io enter the current state of the recened instrument Trade reports and a change of marked statistics are sent AutoCert prompts you to enter the last trade price for the insfument AutoCest is simulating a market halt event Your application will receive a market trading halted event The market sabe is sent Auboyer prompts you fo anier the current market stale of your application Trade reports and a change of marked Statistics are senl AuboCer prompts you bo erie the last trade price for the insane m The market state is sent AutoCeri prompts you to ender the current market state of your application Final daily selemenm prob is sen AwoGerte prompts you bo erber the cument priit of all recenmed instkumanis El
16. t In step 1 confirm that your application successfully received and processed the Futures Security Definition Response message User Manual 15 AutoCert MexDer Market Data Contin thal your application successiu recened and processed the Futures Security Definition Response Message Eventibate EventTime Eventibate EveniTime EE 4 In step 2 confirm that your application successfully received and processed the Options Security Definition Response message Confirm that your application successfully received and processed the Options Security Definition Response Message EventDate a EvenfTime EveniDaie EventTime c 5 In step 3 confirm that your application successfully received and processed the Calendar Spreads Security Definition Response message Contin that your application successfully retoned and processed the Calendar Spreads Secunty Definition Response Message EvemtDate 3 EwenTime EveniDate EventTime z 6 In step 4 confirm that your application successfully received and processed the Stapled Spreads Security Definition Response message Contin tial your application successiully rece and processed the Stapled Spreads Security Detinition Response Message EveniDaie 4 Even Time EvemiDaie EwenTime KE AutoCert validates the field entries If you entered Yes AutoCert displays a green icon indicating passed test If you e
17. t States and Market StatisticsTest 2222 c cece ee eeeeeeeeeteeeees 9 Security Definition Message Test 14 User Manual 3 AutoCert MexDer Market Data Please submit user experience feedback about this user manual Getting Started The AutoCert tool is an automated testing tool for validating application functionality It provides an easy to use web interface for walking through CME Group certification scenarios To facilitate the process of connecting a customer application to CME Globex CME Group provides a dedicated certification environment to allow customers to test their systems before they complete certification MexDer certification testing is divided into order entry iLink and market data The content herein describes the MexDer Market Data Certification Test Suite The following assumptions apply to each test case e The book is clear at the beginning of any scenario requiring orders to be sent e AutoCert selects dummy instruments e Aset of instruments is reserved for each customer while running scenarios that require orders to be sent gt To run and navigate AutoCert Log into the automated certification tool Review general AutoCert test suite navigation and general interview information Complete the Interview for this test suite Complete applicable test cases oe a Na NG Complete the certification process from the Post Certification tab 4 User Manual AutoCert MexDer Market Dat
18. y status 35 f message that notifies an update of market state New market state Open 326 17 Enter the security trading status received tag 326 of the Security Status message and click Submit The market state is sent Autoert prompts you to enter the current market state of your application 12 SecuntyTrading Status Pre Open P AutoCert sends some buy sell orders in order to create trades for the first locked instrument User Manual 11 AutoCert MexDer Market Data 17 18 19 20 21 Enter the last trade price of the session for the received instrument in the text boxes provided Enter the price received in tag 270 MDEntryPx of the Incremental Refresh message when tag 269 MDEntryType is equal to 2 Trade repot and a change Of markel statistics are cent AutoCert prompte you to erler thee last trade price for ihe miu ment MDEntrPx P AutoCert sends a security status 35 f message that notifies an update of market state New market state Close 326 18 Enter the security trading status received tag 326 of the Security Status message and click Submit The market Habe is senl AuloCer prompts you lo enter the cateni makel state of your application 14 SecurtyTradingStalus Pre Open AutoCert sends an incremental refresh 35 X message that notifies an update of settlement price for each locked instrument Restore the settlement price you changed in step 1 Enter the price
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