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Don Mendelson
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Adding RC3 spec as markdown
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‎v1-0-RC3/doc/07Examples.md‎

Lines changed: 52 additions & 128 deletions
Original file line numberDiff line numberDiff line change
@@ -145,43 +145,21 @@ Hexadecimal and ASCII representations (little-endian byte order):
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--------------------------------------------------------------------------------------------------------------------------------------------------
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**Wire format** **Field ID** **Name** **Offset** **Length** **Interpreted value**
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root block
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------------------ -------------- ---------------------------- ------------ ------------ ---------------------------------------------------------
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00000044 Simple Open Framing Header 4 Message size=68
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Message_Length
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eb50 Simple Open Framing Header 2 SBE version 1.0 little-endian
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Encoding_type
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3600 messageHeader blockLength 2 Root block size=54
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6300 messageHeader templateId 2 Template ID=99
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6400 messageHeader schemaId 2 Schema ID=100
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0000 messageHeader version 2 Schema version=0
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00000044 Simple Open Framing Header - 4 Message_Length Message size=68
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eb50 Simple Open Framing Header - 2 Encoding_type SBE version 1.0 little-endian
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3600 messageHeader blockLength - 2 Root block size=54
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6300 messageHeader templateId - 2 Template ID=99
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6400 messageHeader schemaId - 2 Schema ID=100
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0000 messageHeader version - 2 Schema version=0
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4f52443030303031 11 ClOrdID 0 8 ORD00001
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4143435430310000 1 Account 8 8 ACCT01
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47454d3400000000 55 Symbol 16 8 GEM4
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Padded with NUL
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47454d3400000000 55 Symbol 16 8 GEM4 Padded with NUL
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31 54 Side 24 1 1 Buy
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c021ed1b04c32b13 60 TransactTime 25 8 2013-10-10 13:35:33.135 as nanoseconds since UNIX epoch
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07000000 38 OrderQty 33 4 7
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32 40 OrdType 37 1 2 Limit
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1a85010000000000 44 Price 38 8 99.610
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0000000000000008 99 StopPx 46 8 null
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--------------------------------------------------------------------------------------------------------------------------------------------------
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@@ -294,74 +272,37 @@ Hexadecimal and ASCII representations (little-endian byte order):
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>
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> 04 00 00 00
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**Interpretation**
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---------------------------------------------------------------------------------------------------------------------------
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**Wire format** **Field ID** **Name** **Offset** **Length** **Interpreted value**
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in block
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------------------ -------------- ---------------------------- ------------ ------------ ----------------------------------
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00000054 Simple Open Framing Header 4 Message size=84
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Message_Length
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eb50 Simple Open Framing Header 2 SBE version 1.0 little-endian
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Encoding_type
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2a00 messageHeader blockLength 2 Root block size=42
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6200 messageHeader templateId 2 Template ID=98
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6400 messageHeader schemaId 2 Schema ID=100
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0000 messageHeader version 2 Schema version=0
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4f30303030303031 37 OrderID 0 8 O0000001
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4558454330303030 17 ExecID 8 8 EXEC0000
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46 150 ExecType 16 1 F Trade
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31 39 OrdStatus 17 1 1 PartialFilled
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47454d3400000000 55 Symbol 18 8 GEM4
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de0706ffff 200 MaturityMonthYear 26 5 201406
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Day and week subfields are null.
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31 54 Side 31 1 1 Buy
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01000000 151 LeavesQty 32 4 1
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06000000 14 CumQty 36 4 6
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753e 75 TradeDate 40 2 2013-10-11
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0c00 2112 groupSizeEncoding FillsGrp block size=12
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blockLength
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0200 1362 groupSizeEncoding FillsGrp NumInGroup=2
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numInGroup
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1a85010000000000 1364 FillPx 0 8 FillsGrp instance 0
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99.610
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02000000 1365 FillQty 8 4 2
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2485010000000000 1364 FillPx 0 8 FillsGrp instance 1
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99.620
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04000000 1365 FillQty 8 4 4
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---------------------------------------------------------------------------------------------------------------------------
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>Message with a variable-length field
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------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
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### Interpretation
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Offset is from beginning of block.
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| Wire format | Field ID | Name | Offset | Length | Interpreted value
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|------------------| -------------:|----------------------------|-----------:|-----------:|:------------
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| 00000054 | | Simple Open Framing Header | | 4 | Message size=84
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| eb50 | | Simple Open Framing Header | | 2 | SBE version 1.0 little-endian
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| 2a00 | | messageHeader blockLength | | 2 | Root block size=42
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| 6200 | | messageHeader templateId | | 2 | Template ID=98
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| 6400 | | messageHeader schemaId | | 2 | Schema ID=100
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| 0000 | | messageHeader version | | 2 | Schema version=0
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| 4f30303030303031 | 37 | OrderID | 0 | 8 | O0000001
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| 4558454330303030 | 17 | ExecID | 8 | 8 | EXEC0000
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| 46 | 150 | ExecType | 16 | 1 | F Trade
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| 31 | 39 | OrdStatus | 17 | 1 | 1 PartialFilled
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| 47454d3400000000 | 55 | Symbol | 18 | 8 | GEM4
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| de0706ffff | 200 | MaturityMonthYear | 26 | 5 | 201406
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| 31 | 54 | Side | 31 | 1 | 1 Buy
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| 01000000 | 151 | LeavesQty | 32 | 4 | 1
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| 06000000 | 14 | CumQty | 36 | 4 | 6
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| 753e | 75 | TradeDate | 40 | 2 | 2013-10-11
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| 0c00 | 2112 | groupSizeEncoding | | | FillsGrp block size=12
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| 0200 | 1362 | groupSizeEncoding | | | FillsGrp NumInGroup=2
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| 1a85010000000000 | 1364 | FillPx | 0 | 8 | FillsGrp instance 0
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| 02000000 | 1365 | FillQty | 8 | 4 | 2
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| 2485010000000000 | 1364 | FillPx | 0 | 8 | FillsGrp instance 1
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| 04000000 | 1365 | FillQty | 8 | 4 | 4
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Message with a variable-length field
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------------------------------------
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### Sample business reject message schema
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@@ -400,34 +341,17 @@ Hexadecimal and ASCII representations (little-endian byte order):
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>
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> 20 74 68 61 74 20 69 6e 73 74 72 75 6d 65 6e 74 : that instrument
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**Interpretation**
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----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
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**Wire format** **Field ID** **Name** **Offset** **Length** **Interpreted value**
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in block
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------------------------------------------------------------------------------------ -------------- ---------------------------- ------------ ------------ -----------------------------------------
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00000040 Simple Open Framing Header 4 Message size=64
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Message_Length
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eb50 Simple Open Framing Header 2 SBE version 1.0 little-endian
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Encoding_type
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0900 messageHeader blockLength 2 Root block size=9
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6100 messageHeader templateId 2 Template ID=97
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6400 messageHeader schemaId 2 Schema ID=100
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0000 messageHeader version 2 Schema version=0
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4f52443030303031 379 BusinessRejectRefId 0 8 ORD00001
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06 380 BusinessRejectReason 8 1 6 NotAuthorized
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2700 DATA length 2 length=39
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4e6f742061757468 6f72697a65642074 6f20747261646520 7468617420696e73 7472756d656e74 DATA varData — 39 Not authorized to trade that instrument
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----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
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### Interpretation
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| Wire format | Field ID | Name | Offset | Length | Interpreted value
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|------------------| -------------:|----------------------------|-----------:|-----------:|:------------
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| 00000040 | | Simple Open Framing Header | | 4 | Message size=64
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| eb50 | | Simple Open Framing Header | | 2 | SBE version 1.0 little-endian
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| 0900 | | messageHeader blockLength | | 2 | Root block size=9
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| 6100 | | messageHeader templateId | | 2 | Template ID=100
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| 6400 | | messageHeader schemaId | | 2 | Schema ID=0
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| 0000 | | messageHeader version | | 2 | Schema version=0
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| 4f52443030303031 | 379 | BusinessRejectRefId | 0 | 8 | ORD00001
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| 06 | 380 | BusinessRejectReason | 8 | 1 | 6 NotAuthorized
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| 2700 | | DATA length | | 2 | length=39
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| 4e6f742061757468 6f72697a65642074 6f20747261646520 7468617420696e73 7472756d656e74 | | DATA varData | | | 39 Not authorized to trade that instrument

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