AutoCert+ Streamlined SBE OTC End ofDay
User Manual
28 October 2022

Disclaimer

Neither futures trading nor swaps trading are suitable for all investors, and each involves the risk of loss. Swaps trading should
only be undertaken by investors who are Eligible Contract Participants (ECPs) within the meaning of Section 1a(18) of theCommodity Exchange Act. Futures and swaps each are leveraged investments 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 either a futures or swaps
position. Therefore, traders should only use funds that they can afford to lose without affecting their lifestyles and only aportion of those funds should be devoted to any one trade because traders cannot expect to profit on every trade. All
examples discussed are hypothetical situations, used for explanation purposes only, and should not be considered investment
advice or the results of actual market experience.
CME Group, the Globe Logo and CME are trademarks of Chicago Mercantile Exchange Inc. CBOT is a trademark of the Board ofTrade of the City of Chicago, Inc. NYMEX is a trademark of New York Mercantile Exchange, Inc. COMEX is a trademark ofCommodity Exchange, Inc. All other trademarks are the property of their respective owners.
The information within this manual has been compiled by CME Group for general purposes only. CME Group assumes noresponsibility for any errors or omissions. Additionally, all examples in this manual are hypothetical situations, used forexplanation purposes only, and should not be considered investment advice or the results of actual market experience. Allmatters pertaining to rules and specifications herein are made subject to and are superseded by official CME, CBOT and NYMEX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 © 2023 CME Group Inc. All rights reserved.

Table of Contents

Table of Contents
Getting Started
What's New
Interview
Certification Tests
Daily OTC Incremental Market Data Refresh (35=X) VOI
Daily OTC Incremental Market Data Refresh (35=X) Settlement
Recovery via TCP Replay
Price Precision Extension

4567891113

User Manual - 3 -AutoCert+ Streamlined SBE OTC End of Day

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, CME Group provides a dedicated certification environment toallow customers to test their systems before they complete certification.
This Help system accompanies the AutoCert+ Streamlined SBE OTC End of Day test suite.
To run and navigate AutoCert+:
1. Log into the automated certification tool.
2. Review general AutoCert+ test suite navigation and general interview information.
3. Complete the Interview for this test suite.
4. Complete applicable test cases.
5. Complete the certification process from the Post Certification tab.

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What's New
The list below illustrates the updates made to the AutoCert+ Streamlined SBE OTC End of Day Help system.
Date

Topic

Description

28 Oct 2022

Format15 Jun 2018

Price Precision Extension Added new chapter.

14 Nov 2016

Website and PDF format changes only.

Initial release

User Manual - 5 -AutoCert+ Streamlined SBE OTC End of DayInterview
The interview consists of a series of questions about your application. Based on your responses, certain tests are required andothers are optional. You must complete the pre-certification interview before running the test cases.
After answering the Interview questions, click the Complete button.

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Certification Tests
The AutoCert+ Streamlined SBE OTC End of Day certification tests consist of the following:lMarket Data Refresh (35=X) VOIlMarket Data Refresh (35=X) Settlementl

Recovery via TCP ReplaylPrice Precision Extension

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Daily OTC Incremental Market Data Refresh (35=X) VOIThis test verifies that your application can properly receive and process Incremental Market Data Refresh (35=X) Cleared
Volume and Open Interest messages for Daily OTC market data.

To complete the Daily OTC Incremental Market Data Refresh (35=X) VOI test:
1. From the Contracts drop-down, select the desired contract, if the contract is not already locked.
2. Click Start Test to begin.
Note: DO NOT select the "START TEST" button once the test is in progress.
3. Enter the following tag values to confirm that your application received the Incremental Market Data Refresh (35=X)
messages with Cleared Volume and Open Interest prices for Daily OTC products.
ltag 269-MDEntryTypel

tag 279-MDUpdateActionltag 271-MDEntrySizeltag 272-MDEntryDate

Click Submit.

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Daily OTC Incremental Market Data Refresh (35=X) Settlement
This test verifies that your application can properly receive and process Incremental Market Data Refresh (35=X) Settlementand Recovery Rate messages for Daily OTC market data.

To complete the Daily OTC Incremental Market Data Refresh (35=X) Settlement test:
1. From the Contracts drop-down, select the desired contract, if the contract is not already locked.
2. Click Start Test to begin.
Note: DO NOT select the "START TEST" button once the test is in progress.
3. Enter the following tag values to confirm that your application received the Incremental Market Data Refresh (35=X)
messages with Settlement and Recovery Rate data blocks for Daily OTC products.
l

tag 64-SettleDateltag 269-MDEntryTypel

tag 279-MDUpdateActionltag 270-MDEntryPxl

tag 272-MDEntryDatel

tag 276-QuoteConditionl

tag 423-PriceTypeUser Manual - 9 -AutoCert+ Streamlined SBE OTC End of Day

Click Submit.

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Recovery via TCP Replay
This test verifies your application can perform a recovery via TCP Replay for Daily OTC market data.

To complete the Recovery via TCP Replay test:
1. From the Contracts drop-down, select the desired contract, if the contract is not already locked.
2. Click Start Test to begin.
Note: DO NOT select the "START TEST" button once the test is in progress.
3. AutoCert+ sends message updates, then creates a gap to be recovered.
4. Establish a TCP connection and submit a Logon message.
5. Select Yes or No to indicate whether or not your application received a Logon confirmation message.
6. Submit a Market Data Request (35=V) message.
7. Enter the following tag values to confirm that your application received the Streamlined SBE recovery messages
requested in the Market Data Request message received:ltag 269-MDEntryTypel

tag 279-MDUpdateAction

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AutoCert+ Streamlined SBE OTC End of Day

Click Submit.
8. Receive and process the Logout message.

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Price Precision Extension
This test validates that your system has adopted the new template and can support a price with up to 8 decimal precision.

To run the Price Precision Extension test:
1. Click START TEST to begin.
Note: DO NOT select the "START TEST" button once the test is in progress.
2. Enter the tag 270-MDEntryPx value to confirm that your system successfully received and processed the Market Data
Incremental Refresh (35=X) message for Daily OTC Settlements.

Click Submit.
3. Enter the tag 270-MDEntryPx value to confirm that your system successfully received and processed the Market Data
Incremental Refresh (35=X) message for Daily OTC Settlements.

Click Submit.
4. Click Yes or No to indicate whether or not your downstream systems correctly process the expanded price precision.

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