Time and Sales Requests
1. Send Logon message with valid credentials.
2. Receive LogonResult with result_code='SUCCESS'.
3. Send InformationRequest with symbol_resolution_request for symbol=’F.US.ZUC’.
4. Receive InformationReport with SymbolResolutionReport with status_code=’SUCCESS’ and contract_metadata for the symbol.
5. Send TimeAndSalesRequest with request_type=GET, level=TRADES, and valid from_utc_time and to_utc_time.
6. Receive TimeAndSalesReport with status_code='SUCCESS' and list of the requested T&S.
7. Send TimeAndSalesRequest with request_type=GET, level= TRADES_BBA_VOLUMES, and valid from_utc_time and to_utc_time.
8. Receive TimeAndSalesReport with status_code='SUCCESS' and list of the requested T&S.
9. Send Logoff message.
Up to Current Time and Sales Requests
1. Send Logon message with valid credentials.
2. Receive LogonResult with result_code='SUCCESS'.
3. Send InformationRequest with symbol_resolution_request for symbol=’F.US.ZUI’.
4. Receive InformationReport with SymbolResolutionReport with status_code=’SUCCESS’ and contract_metadata for the symbol.
5. Send TimeAndSalesRequest with request_type=GET, level=TRADES, and valid from_utc_time.
6. Receive TimeAndSalesReport with status_code='SUCCESS' and list of the requested T&S.
7. Send TimeAndSalesRequest with request_type=GET, level= TRADES_BBA_VOLUMES, and valid from_utc_time.
8. Receive TimeAndSalesReport with status_code='SUCCESS' and list of the requested T&S.
9. Send Logoff message.
Drop Time and Sales Request
1. Send Logon message with valid credentials.
2. Receive LogonResult with result_code='SUCCESS'.
3. Send InformationRequest with symbol_resolution_request for symbol=’F.US.ZUC’.
4. Receive InformationReport with SymbolResolutionReport with status_code=’SUCCESS’ and contract_metadata for the symbol.
5. Send TimeAndSalesRequest with request_type=’GET’, level=’TRADES’, and valid from_utc_time.
6. Send TimeAndSalesRequest with request_type=’DROP’ before you receive all reports (before you receive the report with is_report_complete = true)
7. Receive TimeAndSalesReport with status_code='DROPPED'.
8. Send Logoff message.