1.Practice Session Result Verification
PRACTICE SESSION ANSWER BOOK
HKEx Orion Market Data Platform
Derivatives Market Datafeed Products
(OMD-D)
Version1.0
17 January 2014
Table of content
1.Practice Session Result Verification
1.1Session 1: Message Decoding and Order Booking Building
Part A – Message Decoding
Section 1: Interpretation of Reference Data:
Section 2: Interpretation of Status Data:
Section 3: Interpretation of Order Book Data
Section 4: Interpretation of Trade and Price Data (DS subscribers only)
Section 5: Interpretation of Trade and Price Data (DP subscribers only)
Section 6: Interpretation of Trade and Price Data (Non-SOM Subscriber Only)
Section 7: Interpretation of Trade and Price Data (DS, DP subscribers only)
Section 8: Interpretation of News
Section 9: Interpretation of Clearing Information (DS, DP subscribers only)
Section 10: Interpretation of Clearing Information (DP subscribers only)
Part B – Order Book Building
Test Case 1: * Non-SOM Subscriber Only
Test Case 2: * Non-SOM Subscriber Only
Test Case 3: * Non-SOM Subscriber Only
Test Case 4: * Non-SOM Subscriber Only
Test Case 5: * Non-SOM Subscriber Only
Test Case 6: * SOM Subscriber Only
Test Case 7: * SOM Subscriber Only
Test Case 8: * SOM Subscriber Only
Test Case 9: * SOM Subscriber Only
Test Case 10: * SOM Subscriber Only
Part C – Trade and Trade Amendment Handling
Test Case 1: * Non-SOM Subscriber Only
Test Case 2: * SOM Subscriber Only
1.Practice Session Result Verification
1.1Session 1: Message Decoding and Order Booking Building
Test Date:
Part A – Message Decoding
During this session, OMD disseminates all types of messages under various data scenarios. Correct data values are provided for each of the test cases below. Clients are required to verify the respective data values in your system to verify its correctness.
For each case below, please check the the box for each data item where your system records the same value as the expected value. Bold item(s) is/are key data field(s) of the message.
Section 1: Interpretation of Reference Data:
Series Definition Base (message type: 303)
Series Definition Extended (message type: 304)
Commodity Definition (message type: 301)
Class Definition (message type: 302)
Combination Definition (message type: 305)
Clients should identify the Series by the OrderBookID, which is the unique key for Series, and then retrieve all related reference data. * All price values below are specified in actual values after taking into account of implied decimals.
Current Day Series
Test Case 1
* Non-SOM Subscriber Only
OMD Field Name / Message / Expected Value / Result(Check the box if matched)
OrderBookID / 303 / 5640098
Symbol / 303 / HSIF5
FinancialProduct / 303 / 3
NumberOfDecimalsPrice / 303 / 0
NumberOfLegs / 303 / 0
StrikePrice / 303 / 0
ExpirationDate / 303 / 20150129
DecimalsInStrikePrice / 303 / 0
PutOrCall / 303 / 0
OrderbookID / 304 / 5640098
Symbol / 304 / HSIF5
Country / 304 / 12
Market / 304 / 34
InstrumentGroup / 304 / 4
Modifier / 304 / 0
CommodityCode / 304 / 4002
ExpirationDate / 304 / 2015-01-29(UInt16: 0011 0100 0011 1101)
StrikePrice / 304 / 0
ContractSize / 304 / 0
ISINCode / 304
SeriesStatus / 304 / 1
EffectiveTomorrow / 304 / 0
EffectiveExpDate / 304 / 20150129
DateTimeLastTrading / 304 / 2015-01-29 16:00:00
CommodityCode / 301 / 4002
DecimalInUnderlyingPrice / 301 / 2
ISINCode / 301
BaseCurrency / 301 / HKD
UnderlyingPriceUnit / 301 / 1
CommodityName / 301 / HANG SENG INDEX
NominalValue / 301 / 0
UndelyingCode / 301 / HSI
UnderlyingType / 301 / 7
EffectiveTomorrow / 301 / 0
Country / 302 / 12
Market / 302 / 34
InstrumentGroup / 302 / 4
Modifier / 302 / 0
CommodityCode / 302 / 4002
PriceQuotationFactor / 302 / 50
ContractSize / 302 / 1
DecimalInStrikePrice / 302 / 0
DecimalInContractSize / 302 / 0
DecimalInPremium / 302 / 0
RankingType / 302 / 1
Tradable / 302 / 1
PremiumUnit4Price / 302 / 1
BaseCurrency / 302 / HKD
InstrumentClassID / 302 / HSIFUT
InstrumentClassName / 302 / HSI – FUTURES
ISFractions / 302 / N
SettlementCurrencyID / 302 / HKD
EffectiveTomorrow / 302 / 0
Test Case 2
* Non-SOM Subscriber Only
OMD Field Name / Message / Expected Value / Result(Check the box if matched)
OrderBookID / 303 / 5771170
Symbol / 303 / HSIF5/H5
FinancialProduct / 303 / 11
NumberOfDecimalsPrice / 303 / 0
NumberOfLegs / 303 / 2
StrikePrice / 303 / 0
ExpirationDate / 303 / 20150330
DecimalsInStrikePrice / 303 / 0
PutOrCall / 303 / 0
OrderbookID / 304 / 5771170
Symbol / 304 / HSIF5/H5
Country / 304 / 12
Market / 304 / 34
InstrumentGroup / 304 / 202
Modifier / 304 / 0
CommodityCode / 304 / 4002
ExpirationDate / 304 / 2015-03-30(UInt16: 0011 0100 0111 1110)
StrikePrice / 304 / 0
ContractSize / 304 / 0
ISINCode / 304
SeriesStatus / 304 / 1
EffectiveTomorrow / 304 / 0
EffectiveExpDate / 304
DateTimeLastTrading / 304 / 2015-01-29 16:00:00
CommodityCode / 301 / 4002
DecimalInUnderlyingPrice / 301 / 2
ISINCode / 301
BaseCurrency / 301 / HKD
UnderlyingPriceUnit / 301 / 1
CommodityName / 301 / HANG SENG INDEX
NominalValue / 301 / 0
UndelyingCode / 301 / HSI
UnderlyingType / 301 / 7
EffectiveTomorrow / 301 / 0
Country / 302 / 12
Market / 302 / 34
InstrumentGroup / 302 / 4
Modifier / 302 / 0
CommodityCode / 302 / 202
PriceQuotationFactor / 302 / 0
ContractSize / 302 / 0
DecimalInStrikePrice / 302 / 0
DecimalInContractSize / 302 / 0
DecimalInPremium / 302 / 0
RankingType / 302 / 1
Tradable / 302 / 1
PremiumUnit4Price / 302 / 1
BaseCurrency / 302 / HKD
InstrumentClassID / 302 / HSITS02
InstrumentClassName / 302 / HSI FUT TIME SPREAD (S=2)
ISFractions / 302 / N
SettlementCurrencyID / 302
EffectiveTomorrow / 302 / 0
ComboOrderbookID / 305 / 5771170
LegOrderbookID / 305 / 5705634
LegSide / 305 / B
LegRatio / 305 / 1
ComboOrderbookID / 305 / 5771170
LegOrderbookID / 305 / 5640098
LegSide / 305 / C
LegRatio / 305 / 1
Test Case 3
* SOM Subscriber Only
OMD Field Name / Message / Expected Value / Result(Check the box if matched)
OrderBookID / 303 / 198613
Symbol / 303 / HKB105.00U4
FinancialProduct / 303 / 1
NumberOfDecimalsPrice / 303 / 2
NumberOfLegs / 303 / 0
StrikePrice / 303 / 105.00
ExpirationDate / 303 / 20140929
DecimalsInStrikePrice / 303 / 2
PutOrCall / 303 / 2
OrderbookID / 304 / 198613
Symbol / 304 / HKB105.00U4
Country / 304 / 12
Market / 304 / 20
InstrumentGroup / 304 / 7
Modifier / 304 / 0
CommodityCode / 304 / 2005
ExpirationDate / 304 / 2014-09-29(UInt16: 0011 0011 0011 1101)
StrikePrice / 304 / 105.00
ContractSize / 304 / 0
ISINCode / 304
SeriesStatus / 304 / 1
EffectiveTomorrow / 304 / 0
EffectiveExpDate / 304 / 20140929
DateTimeLastTrading / 304 / 2014-09-29 11:15:00
CommodityCode / 301 / 2005
DecimalInUnderlyingPrice / 301 / 2
ISINCode / 301
BaseCurrency / 301 / HKD
UnderlyingPriceUnit / 301 / 1
CommodityName / 301 / HSBC HOLDINGS PLC
NominalValue / 301 / 0
UndelyingCode / 301 / 00005
UnderlyingType / 301 / 1
EffectiveTomorrow / 301 / 0
Country / 302 / 12
Market / 302 / 20
InstrumentGroup / 302 / 7
Modifier / 302 / 0
CommodityCode / 302 / 2005
PriceQuotationFactor / 302 / 400
ContractSize / 302 / 400
DecimalInStrikePrice / 302 / 2
DecimalInContractSize / 302 / 0
DecimalInPremium / 302 / 2
RankingType / 302 / 1
Tradable / 302 / 1
PremiumUnit4Price / 302 / 1
BaseCurrency / 302 / HKD
InstrumentClassID / 302 / HKBPUT
InstrumentClassName / 302 / HKB - PUT OPTIONS
ISFractions / 302 / N
SettlementCurrencyID / 302 / HKD
EffectiveTomorrow / 302 / 0
Test Case 4
* SOM Subscriber Only
OMD Field Name / Message / Expected Value / Result(Check the box if matched)
OrderBookID / 303 / 4294903765
Symbol / 303 / TMC_HKB/001
FinancialProduct / 303 / 11
NumberOfDecimalsPrice / 303 / 2
NumberOfLegs / 303 / 2
StrikePrice / 303 / 1
ExpirationDate / 303 / 20140129
DecimalsInStrikePrice / 303 / 2
PutOrCall / 303 / 0
OrderbookID / 304 / 4294903765
Symbol / 304 / TMC_HKB/001
Country / 304 / 12
Market / 304 / 20
InstrumentGroup / 304 / 250
Modifier / 304 / 0
CommodityCode / 304 / 2005
ExpirationDate / 304 / 2014-01-29(UInt16: 0011 0010 0011 1101)
StrikePrice / 304 / 1
ContractSize / 304 / 0
ISINCode / 304
SeriesStatus / 304 / 1
EffectiveTomorrow / 304 / 0
EffectiveExpDate / 304
DateTimeLastTrading / 304 / 1970-01-01 08:00:00
CommodityCode / 301 / 2005
DecimalInUnderlyingPrice / 301 / 2
ISINCode / 301
BaseCurrency / 301 / HKD
UnderlyingPriceUnit / 301 / 1
CommodityName / 301 / HSBC HOLDINGS PLC
NominalValue / 301 / 0
UndelyingCode / 301 / 00005
UnderlyingType / 301 / 1
EffectiveTomorrow / 301 / 0
Country / 302 / 12
Market / 302 / 20
InstrumentGroup / 302 / 250
Modifier / 302 / 0
CommodityCode / 302 / 2005
PriceQuotationFactor / 302 / 0
ContractSize / 302 / 0
DecimalInStrikePrice / 302 / 0
DecimalInContractSize / 302 / 0
DecimalInPremium / 302 / 2
RankingType / 302 / 1
Tradable / 302 / 1
PremiumUnit4Price / 302 / 1
BaseCurrency / 302 / HKD
InstrumentClassID / 302 / TMC_HKB
InstrumentClassName / 302 / HKB TMC Combo Class
ISFractions / 302 / N
SettlementCurrencyID / 302
EffectiveTomorrow / 302 / 0
ComboOrderbookID / 305 / 4294903765
LegOrderbookID / 305 / 1771477
LegSide / 305 / B
LegRatio / 305 / 1
ComboOrderbookID / 305 / 4294903765
LegOrderbookID / 305 / 2885589
LegSide / 305 / C
LegRatio / 305 / 1
Section 2: Interpretation of Status Data:
Market Status (message type: 320)
Test Case 1
OMD Field Name / Expected Value / Result(Check the box if matched)
StateLevel / 1
Markert / 20
Instrument / 0
OrderbookID / 0
CommodityCode / 0
ActualStartDate / 20131230
ActualStartTime / 043000
PlannedStartDate
PlannedStartTime
SecondsToStateChange / 0
State / 9
Priortiy / 120
Test Case 2
OMD Field Name / Expected Value / Result(Check the box if matched)
StateLevel / 2
Markert / 34
Instrument / 4
OrderbookID / 0
CommodityCode / 0
ActualStartDate / 20131230
ActualStartTime / 043000
PlannedStartDate
PlannedStartTime
SecondsToStateChange / 0
State / 9
Priortiy / 120
Test Case 3
OMD Field Name / Expected Value / Result(Check the box if matched)
StateLevel / 3
Markert / 38
Instrument / 4
OrderbookID / 0
CommodityCode / 4008
ActualStartDate / 20131230
ActualStartTime / 043000
PlannedStartDate
PlannedStartTime
SecondsToStateChange / 0
State / 9
Priortiy / 120
Test Case 4
OMD Field Name / Expected Value / Result(Check the box if matched)
StateLevel / 4
Markert / 0
Instrument / 0
OrderbookID / 462754
CommodityCode / 0
ActualStartDate / 20131230
ActualStartTime / 040044
PlannedStartDate
PlannedStartTime
SecondsToStateChange / 0
State / 0
Priortiy / 0
Test Case 5
OMD Field Name / Expected Value / Result(Check the box if matched)
StateLevel / 99
Markert / 0
Instrument / 0
OrderbookID / 0
CommodityCode / 0
ActualStartDate / 20131230
ActualStartTime / 122928
PlannedStartDate / 20131230
PlannedStartTime / 122928
SecondsToStateChange / 0
State / 0
Priortiy / 0
Interpretation of Status Data:
Series Status (message type: 321)
Test Case 6
* Non-SOM Subscriber Only
OMD Field Name / Expected Value / Result(Check the box if matched)
OrderbookID / 397227
Suspended / Y
Test Case 7
* Non-SOM Subscriber Only
OMD Field Name / Expected Value / Result(Check the box if matched)
OrderbookID / 4294905764
Suspended / N
Test Case 8
* SOM Subscriber Only
OMD Field Name / Expected Value / Result(Check the box if matched)
OrderbookID / 14355207
Suspended / Y
Test Case 9
* SOM Subscriber Only
OMD Field Name / Expected Value / Result(Check the box if matched)
OrderbookID / 13568241
Suspended / N
Interpretation of Status Data:
Commodity Status (message type: 322)
Test Case 10
OMD Field Name / Expected Value / Result(Check the box if matched)
CommodityCode / 2211
Suspended / Y
Test Case 11
OMD Field Name / Expected Value / Result(Check the box if matched)
CommodityCode / 2289
Suspended / N
Section 3: Interpretation of Order Book Data
Quote Request (message type: 336)
Test Case 1
* Non-SOM Subscriber Only
OMD Field Name / Expected Value / Result(Check the box if matched)
OrderbookID / 6229921
NumberOflots / 0
BidAskFlag / 2
Test Case 2
* SOM Subscriber Only
OMD Field Name / Expected Value / Result(Check the box if matched)
OrderbookID / 1771477
NumberOflots / 1
BidAskFlag / 2
Section 4: Interpretation of Trade and Price Data (DS subscribers only)
Trade Statistics (message type: 360)
* All price values below are specified in actual values after taking into account of implied decimals.
T Session
Test Case 1
* Non-SOM Subscriber Only
OMD Field Name / Expected Value / Result(Check the box if matched)
OrderbookID / 7081889
Price / N/A (Value = -2147483648)
DealSource / 0
Session / 0
AggregateQuantity / 0
Open / N/A (Value = -2147483648)
High / N/A (Value = -2147483648)
Low / N/A (Value = -2147483648)
TradeReportVolume / 0
DealCount / 0
Turnover / 0
Test Case 2
* Non-SOM Subscriber Only
OMD Field Name / Expected Value / Result(Check the box if matched)
OrderbookID / 9965474
Price / 529644
DealSource / 155
Session / 0
AggregateQuantity / 7186477
Open / 65851128
High / 94944
Low / 10
TradeReportVolume / 159214834
DealCount / 384025026
Turnover / 275
Test Case 3
* SOM Subscriber Only
OMD Field Name / Expected Value / Result(Check the box if matched)
OrderbookID / 4294772693
Price / 10.00
DealSource / 36
Session / 0
AggregateQuantity / 10
Open / 10.00
High / 10.00
Low / 10.00
TradeReportVolume / 0
DealCount / 1
Turnover / 10
T+1 Session
Test Case 4
* Non-SOM Subscriber Only
OMD Field Name / Expected Value / Result(Check the box if matched)
OrderbookID / 7081889
Price / 10000
DealSource / 43
Session / 1
AggregateQuantity / 1
Open / 9501
High / 10500
Low / 9500
TradeReportVolume / 0
DealCount / 10
Turnover / 18
Section 5: Interpretation of Trade and Price Data (DP subscribers only)
Series Statistics (message type: 363)
* All price values below are specified in actual values after taking into account of implied decimals.
T Session
Test Case 1
* Non-SOM Subscriber Only
OMD Field Name / Expected Value / Result(Check the box if matched)
OrderbookID / 7081889
Session / 0
Open / N/A (Value = -2147483648)
High / N/A (Value = -2147483648)
Low / N/A (Value = -2147483648)
TradeReportVolume / 0
DealCount / 0
Price / N/A (Value = -2147483648)
Turnover / 0
Test Case 2
* Non-SOM Subscriber Only
OMD Field Name / Expected Value / Result(Check the box if matched)
OrderbookID / 9965474
Session / 0
Open / 65851128
High / 94944
Low / 10
TradeReportVolume / 159214834
DealCount / 384025026
Price / 529644
Turnover / 275
Test Case 3
* SOM Subscriber Only
OMD Field Name / Expected Value / Result(Check the box if matched)
OrderbookID / 4294772693
Session / 0
Open / 10.00
High / 10.00
Low / 10.00
TradeReportVolume / 0
DealCount / 1
Price / 10.00
Turnover / 10
T+1 Session
Test Case 4
* Non-SOM Subscriber Only
OMD Field Name / Expected Value / Result(Check the box if matched)
OrderbookID / 7081889
Session / 1
Open / 9501
High / 10500
Low / 9500
TradeReportVolume / 0
DealCount / 10
Price / 10000
Turnover / 18
Section 6: Interpretation of Trade and Price Data (Non-SOM Subscriber Only)
Calculated Opening Price (message type: 364)
OMD Field Name / Expected Value / Result(Check the box if matched)
OrderbookID / 4722593
CalculatedOpeningPrice / N/A (Value = -2147483648)
Quantity / 0
Section 7: Interpretation of Trade and Price Data (DS, DP subscribers only)
Estimated Average Settlement Price (message type: 365)
* All price values below are specified in actual values after taking into account of implied decimals.
Test Case 1
OMD Field Name / Expected Value / Result(Check the box if matched)
EASType / E
InstrumentCode / 5
EAS / 43.42
Test Case 2
OMD Field Name / Expected Value / Result(Check the box if matched)
EASType / H
InstrumentCode / 0000103
EAS / 23360.19
Section 8: Interpretation of News
Market Alert (message type: 323)
Test Case 1: Market Alert with one line of content
OMD Field Name / Expected Value / Result(Check the box if matched)
AlertID / 1
Source / M
Header / [HKEXOMDD]
LastFragment / Y
InfoType / 0
Priority / 0
NoLines / 1
Content / [HKEXOMDD]
Test Case 2: Market Alert with ten lines of content
OMD Field Name / Expected Value / Result(Check the box if matched)
AlertID / 4
Source / M
Header / [C] [香港交易所測試中]
LastFragment / N
InfoType / 0
Priority / 0
NoLines / 3
Content / [香港交易所測試中]
[香港交易所測試中]
[香港交易所測試中]
AlertID / 4
Source / M
Header / [C] [香港交易所測試中]
LastFragment / N
InfoType / 0
Priority / 0
NoLines / 3
Content / [香港交易所測試中]
[香港交易所測試中]
[香港交易所測試中]
AlertID / 4
Source / M
Header / [C] [香港交易所測試中]
LastFragment / N
InfoType / 0
Priority / 0
NoLines / 3
Content / [香港交易所測試中]
[香港交易所測試中]
[香港交易所測試中]
AlertID / 4
Source / M
Header / [C] [香港交易所測試中]
LastFragment / Y
InfoType / 0
Priority / 0
NoLines / 1
Content / [香港交易所測試中]
Test Case 3: Market Alert with ten lines of content
OMD Field Name / Expected Value / Result(Check the box if matched)
AlertID / 4
Source / H
Header / HKEXOMDD
LastFragment / N
InfoType / 3
Priority / 4
NoLines / 3
Content / HKEXOMDD
HKEXOMDD
HKEXOMDD
AlertID / 4
Source / H
Header / HKEXOMDD
LastFragment / N
InfoType / 3
Priority / 4
NoLines / 3
Content / HKEXOMDD
HKEXOMDD
HKEXOMDD
AlertID / 4
Source / H
Header / HKEXOMDD
LastFragment / N
InfoType / 3
Priority / 4
NoLines / 3
Content / HKEXOMDD
HKEXOMDD
HKEXOMDD
AlertID / 4
Source / H
Header / HKEXOMDD
LastFragment / Y
InfoType / 3
Priority / 4
NoLines / 1
Content / HKEXOMDD
Section 9: Interpretation of Clearing Information (DS, DP subscribers only)
Open Interest (message type: 366)
* All price values below are specified in actual values after taking into account of implied decimals.
Previous Trading Day
* Non-SOM Subscriber Only
OMD Field Name / Expected Value / Result(Check the box if matched)
DayIndicator / 1
OrderbookID / 331701
Settlement / 1510.00
DealCount / 0
GrossOI / 559673633
NetOI / 9029
Turnover / 0
* SOM Subscriber Only
OMD Field Name / Expected Value / Result(Check the box if matched)
DayIndicator / 1
OrderbookID / 13112168
Settlement / 3.60
DealCount / 0
GrossOI / 942355163
NetOI / 5
Turnover / 0
Current Trading Day
* Non-SOM Subscriber Only
OMD Field Name / Expected Value / Result(Check the box if matched)
DayIndicator / 0
OrderbookID / 6492065
Settlement / 10784
DealCount / 982997971
GrossOI / 65
NetOI / 47491
Turnover / 370606209
* SOM Subscriber Only
OMD Field Name / Expected Value / Result(Check the box if matched)
DayIndicator / 0
OrderbookID / 13112168
Settlement / 3.59
DealCount / 183453
GrossOI / 52
NetOI / 1558507
Turnover / 99
Section 10: Interpretation of Clearing Information (DP subscribers only)
Implied Volatility (message type: 367)
* All price values below are specified in actual values after taking into account of implied decimals.
* Non-SOM Subscriber Only
OMD Field Name / Expected Value / Result(Check the box if matched)
OrderbookID / 4591521
ImpliedVolatility / 11.2206
* SOM Subscriber Only
OMD Field Name / Expected Value / Result(Check the box if matched)
OrderbookID / 13112168
ImpliedVolatility / 0.0009
1 / 63
17 January 2014
HKEx Orion Market Data Platform (OMD-D) / Practice Session Answer Book (v1.0)Part B – Order Book Building
During the same session as Part A, OMD disseminates Order Book messages (i.e. Add/Delete Order (DF only) and Aggregate Order Book Update (DS and DP only) with various order activities. The full order book (for DF) and aggregate order book for the top 10 best bid and offers and aggreagate remaining liquity beyone the top 10 bids and offers, or “10BBO” (for DS) and “10 + 1 BBO” (for DP) as at the end of this test session are provided for each of the test cases below. Clients are required to verify the respective order book recorded in your system matches against the results in this answer book.
For each test case below, please check the box for each order book entry where your system records the same details as the expected details. * All price values below are specified in actual values after taking into account of implied decimals.
Test Case 1: * Non-SOM Subscriber Only
Aggregate Order Book “10BBO” (DS Subscribers only)
Bid / Sell / OrderBookID:5640098Price Level / Price / Agg. Quantity / NumOf
Order / Price Level / Price / Agg. Quantity / NumOf
Orders / Result
(Check the box if matched)
10 / 18100 / 10 / 1
9 / 18200 / 10 / 1
8 / 18300 / 10 / 1
7 / 18400 / 10 / 1
6 / 18500 / 10 / 1
5 / 18600 / 10 / 1
4 / 18700 / 10 / 1
3 / 18800 / 10 / 1
2 / 18900 / 10 / 1
Table continues next page ->
Price Level / Price / Agg. Quantity / NumOf
Order / Price Level / Price / Agg. Quantity / NumOf
Orders / Result
(Check the box if matched)
1 / 19000 / 10 / 1
Empty
Aggregate Order Book “10 + 1 BBO” (DP Subscribers only)
Bid / Sell / OrderBookID:5640098Price Level / Price / Agg. Quantity / NumOf
Order / Price Level / Price / Agg. Quantity / NumOf
Orders / Result
(Check the box if matched)
10 / 18100 / 10 / 1
9 / 18200 / 10 / 1
8 / 18300 / 10 / 1
7 / 18400 / 10 / 1
6 / 18500 / 10 / 1
5 / 18600 / 10 / 1
4 / 18700 / 10 / 1
3 / 18800 / 10 / 1
2 / 18900 / 10 / 1
1 / 19000 / 10 / 1
Empty
Continues next page ->
Full Order Book (DF Subscribers only)
Bid / Ask / OrderBookID: 5640098Order ID / Pos. / Price / Quantity / Order Type / Order ID / Pos. / Price / Quantity / Order Type / Result
(Check the box if matched)
6360365812506715895 / 10 / 18100 / 10 / ☒N/A
☐Bait order
6360365812506715896 / 9 / 18200 / 10 / ☒N/A
☐Bait order
6360365812506715897 / 8 / 18300 / 10 / ☒N/A
☐Bait order
6360365812506715898 / 7 / 18400 / 10 / ☒N/A
☐Bait order
6360365812506715899 / 6 / 18500 / 10 / ☒N/A
☐Bait order
6360365812506715900 / 5 / 18600 / 10 / ☒N/A
☐Bait order
6360365812506715901 / 4 / 18700 / 10 / ☒N/A
☐Bait order
6360365812506715902 / 3 / 18800 / 10 / ☒N/A
☐Bait order
6360365812506715903 / 2 / 18900 / 10 / ☒N/A
☐Bait order
Table continues next page ->
Bid / Ask / OrderBookID: 5640098Order ID / Pos. / Price / Quantity / Order Type / Order ID / Pos. / Price / Quantity / Order Type / Result
(Check the box if matched)
6360365812506715904 / 1 / 19000 / 10 / ☒N/A
☐Bait order
Empty
Test Case 2: * Non-SOM Subscriber Only
Aggregate Order Book “10BBO” (DS Subscribers only)
Bid / Sell / OrderBookID:8458146Price Level / Price / Agg. Quantity / NumOf
Order / Price Level / Price / Agg. Quantity / NumOf
Orders / Result
(Check the box if matched)
10 / 18100 / 10 / 1
9 / 18200 / 10 / 1
8 / 18300 / 10 / 1
7 / 18400 / 10 / 1
6 / 18500 / 10 / 1
5 / 18600 / 10 / 1
4 / 18700 / 10 / 1
3 / 18800 / 10 / 1
2 / 18900 / 10 / 1
1 / 19000 / 10 / 1
Empty
Continues next page ->
Aggregate Order Book “10 + 1 BBO” (DP Subscribers only)
Bid / Sell / OrderBookID:8458146Price Level / Price / Agg. Quantity / NumOf
Order / Price Level / Price / Agg. Quantity / NumOf
Orders / Result
(Check the box if matched)
10 / 18100 / 10 / 1
9 / 18200 / 10 / 1
8 / 18300 / 10 / 1
7 / 18400 / 10 / 1
6 / 18500 / 10 / 1
5 / 18600 / 10 / 1
4 / 18700 / 10 / 1
3 / 18800 / 10 / 1
2 / 18900 / 10 / 1
1 / 19000 / 10 / 1
Empty
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Full Order Book (DF Subscribers only)
Bid / Ask / OrderBookID: 8458146Order ID / Pos. / Price / Quantity / Order Type / Order ID / Pos. / Price / Quantity / Order Type / Result
(Check the box if matched)
6360365812506715835 / 10 / 18100 / 10 / ☒N/A
☐Bait order
6360365812506715836 / 9 / 18200 / 10 / ☒N/A
☐Bait order
6360365812506715837 / 8 / 18300 / 10 / ☒N/A
☐Bait order
6360365812506715838 / 7 / 18400 / 10 / ☒N/A
☐Bait order
6360365812506715839 / 6 / 18500 / 10 / ☒N/A
☐Bait order
6360365812506715840 / 5 / 18600 / 10 / ☒N/A
☐Bait order
6360365812506715841 / 4 / 18700 / 10 / ☒N/A
☐Bait order
6360365812506715842 / 3 / 18800 / 10 / ☒N/A
☐Bait order
6360365812506715843 / 2 / 18900 / 10 / ☒N/A
☐Bait order
Table continues next page ->
Bid / Ask / OrderBookID: 8458146Order ID / Pos. / Price / Quantity / Order Type / Order ID / Pos. / Price / Quantity / Order Type / Result
(Check the box if matched)
6360365812506715844 / 1 / 19000 / 10 / ☒N/A
☐Bait order
Empty
Test Case 3: * Non-SOM Subscriber Only
Aggregate Order Book “10BBO” (DS Subscribers only)
Bid / Sell / OrderBookID:200610Price Level / Price / Agg. Quantity / NumOf
Order / Price Level / Price / Agg. Quantity / NumOf
Orders / Result
(Check the box if matched)
10 / 18200 / 10 / 1
9 / 18300 / 10 / 1
8 / 18400 / 10 / 1
7 / 18500 / 10 / 1
6 / 18600 / 10 / 1
5 / 18700 / 10 / 1
4 / 18800 / 10 / 1
3 / 18900 / 10 / 1
2 / 19000 / 10 / 1
1 / 19200 / 11 / 1
Empty
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Aggregate Order Book “10 + 1 BBO” (DP Subscribers only)
Bid / Sell / OrderBookID:200610Price Level / Price / Agg. Quantity / NumOf
Order / Price Level / Price / Agg. Quantity / NumOf
Orders / Result
(Check the box if matched)
255 / N/A (-2147483648) / 10 / 1
10 / 18200 / 10 / 1
9 / 18300 / 10 / 1
8 / 18400 / 10 / 1
7 / 18500 / 10 / 1
6 / 18600 / 10 / 1
5 / 18700 / 10 / 1
4 / 18800 / 10 / 1
3 / 18900 / 10 / 1
2 / 19000 / 10 / 1
1 / 19200 / 11 / 1
Empty
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Full Order Book (DF Subscribers only)
Bid / Ask / OrderBookID: 200610Order ID / Pos. / Price / Quantity / Order Type / Order ID / Pos. / Price / Quantity / Order Type / Result
(Check the box if matched)
6360365812506715845 / 11 / 18100 / 10 / ☒N/A
☐Bait order
6360365812506715846 / 10 / 18200 / 10 / ☒N/A
☐Bait order
6360365812506715847 / 9 / 18300 / 10 / ☒N/A
☐Bait order
6360365812506715848 / 8 / 18400 / 10 / ☒N/A
☐Bait order
6360365812506715849 / 7 / 18500 / 10 / ☒N/A
☐Bait order
6360365812506715850 / 6 / 18600 / 10 / ☒N/A
☐Bait order
6360365812506715851 / 5 / 18700 / 10 / ☒N/A
☐Bait order
6360365812506715852 / 4 / 18800 / 10 / ☒N/A
☐Bait order
6360365812506715853 / 3 / 18900 / 10 / ☒N/A
☐Bait order
Table continues next page ->
Bid / Ask / OrderBookID: 200610Order ID / Pos. / Price / Quantity / Order Type / Order ID / Pos. / Price / Quantity / Order Type / Result
(Check the box if matched)
6360365812506715854 / 2 / 19000 / 10 / ☒N/A
☐Bait order
6360365812506715855 / 1 / 19200 / 11 / ☒N/A
☐Bait order
Empty
Test Case 4: * Non-SOM Subscriber Only
Aggregate Order Book “10BBO” (DS Subscribers only)
Bid / Sell / OrderBookID:5181346Price Level / Price / Agg. Quantity / NumOf
Order / Price Level / Price / Agg. Quantity / NumOf
Orders / Result
(Check the box if matched)
10 / 18300 / 10 / 1
9 / 18400 / 10 / 1
8 / 18500 / 10 / 1
7 / 18600 / 10 / 1
6 / 18700 / 10 / 1
5 / 18800 / 10 / 1
4 / 18900 / 10 / 1
3 / 19000 / 10 / 1
2 / 19200 / 11 / 1
1 / 19300 / 25 / 1
Empty
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