These scenarios test the MD (Market Data) session. See MD Market Data Feed.
On Connect Snapshot
Goal: Test the market data snapshot on first connect.
| Step | By | Action |
|---|
| 1 | OpenYield | Create several limit orders |
| 2 | You | Connect the MD session |
| Where | Observation |
|---|
| FIX-MD | You receive best bid and offer market data for these orders |
On Reconnect Snapshot
Goal: Test the market data snapshot on reconnect.
| Step | By | Action |
|---|
| 1 | OpenYield | Create several limit orders |
| 2 | You | Connect the MD session |
| 3 | You | Disconnect the MD session |
| 4 | You | Reconnect the MD session |
| Where | Observation |
|---|
| FIX-MD | You receive market data for these orders |
| FIX-MD | On reconnect, you receive the same best bid and offer market data for these orders |
Best Bid and Offer
Optional.
Goal: Test your processing of BID and OFFER messages.
| Step | By | Action |
|---|
| 1 | OpenYield | Place limit orders at top of book |
| 2 | OpenYield | Change the prices and sizes |
| Where | Observation |
|---|
| FIX-MD | You receive BID and OFFER messages |
Open, High, Low, Index and Other
Optional.
Goal: Test your processing of OPEN, HIGH, LOW, INDEX and other market data messages.
| Step | By | Action |
|---|
| 1 | OpenYield | Place limit orders at top of book |
| 2 | OpenYield | Change the prices and sizes |
| Where | Observation |
|---|
| FIX-MD | You receive OPEN, HIGH, LOW, INDEX and other messages |
Print Feed
Optional.
Goal: Test your processing of TRADE messages.
| Step | By | Action |
|---|
| 1 | OpenYield | Execute a trade on the platform |
| Where | Observation |
|---|
| FIX-MD | You receive a TRADE message |