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Error in formatting and value of StopPx in order example #78
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v1-0-STANDARD/doc/07Examples.md

Lines changed: 71 additions & 86 deletions
Original file line numberDiff line numberDiff line change
@@ -132,37 +132,33 @@ those sorts of optimizations are platform dependent.
132132

133133
Hexadecimal and ASCII representations (little-endian byte order):
134134

135-
> 00 00 00 44 eb 50 36 00 63 00 64 00 00 00 4f 52 : D P6 c d OR
136-
>
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> 44 30 30 30 30 31 41 43 43 54 30 31 00 00 47 45 :D00001ACCT01 GE
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>
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> 4d 34 00 00 00 00 31 00 84 68 90 fe a8 9a 13 07 :M4 1 h
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>
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> 00 00 00 32 1a 85 01 00 00 00 00 00 00 00 00 00 : 2
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>
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> 00 00 00 80
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```
136+
00 00 00 44 eb 50 36 00 63 00 5b 00 00 00 4f 52 : D P6 c [ OR
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44 30 30 30 30 31 41 43 43 54 30 31 00 00 47 45 :D00001ACCT01 GE
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4d 34 00 00 00 00 31 80 16 b3 3b 13 65 29 15 07 :M4 1 ; e)
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00 00 00 32 1a 85 01 00 00 00 00 00 00 00 00 00 : 2
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00 00 00 80
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```
144142

145143
**Interpretation**
146144

147-
| Wire format | Field ID | Name | Offset | Length | Interpreted value
148-
|------------------| -------------:|----------------------------|-----------:|-----------:|:------------
149-
| 00000044 | | Simple Open Framing Header | | 4 | Message size=68
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| eb50 | | Simple Open Framing Header | | 2 | 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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|
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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 |
164-
| 0000000000000008 | 99 | StopPx | 46 | 8 | null |
165-
145+
|Wire format|Field ID|Name|Offset|Length|Interpreted value|
146+
|-----------|-------:|----|-----:|-----:|-----------------|
147+
| `00000044` | | SOFH message length | 0 | 4 | 68 |
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| `eb50` | | SOFH encoding | 4 | 2 | SBE little-endian |
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| `3600` | | SBE block length | 0 | 2 | 54 |
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| `6300` | | SBE template ID | 2 | 2 | 99 |
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| `5b00` | | SBE schema ID | 4 | 2 | 91 |
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| `0000` | | SBE schema version | 6 | 2 | 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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| `31` | 54 | Side | 24 | 1 | Buy |
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| `8016b33b13652915` | 60 | TransactTime | 25 | 8 | 2018-04-27T20:31:22.122Z |
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| `07000000` | 38 | OrderQty | 33 | 4 | 7 |
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| `32` | 40 | OrdType | 37 | 1 | Limit |
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| `1a85010000000000` | 44 | Price | 38 | 8 | 99.610 |
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| `0000000000000080` | 99 | StopPx | 46 | 8 | null |
166162
Message with a repeating group
167163
------------------------------
168164

@@ -260,47 +256,40 @@ are encoding as a composite type called groupSizeEncoding.
260256

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Hexadecimal and ASCII representations (little-endian byte order):
262258

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> 00 00 00 54 eb 50 2a 00 62 00 64 00 00 00 4f 30 : T P* b d O0
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>
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> 30 30 30 30 30 31 45 58 45 43 30 30 30 30 46 31 :000001EXEC0000F1
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>
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> 47 45 4d 34 00 00 00 00 de 07 06 ff ff 31 01 00 :GEM4 1
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>
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> 00 00 06 00 00 00 dd 3f 0c 00 02 00 1a 85 01 00 : ?
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>
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> 00 00 00 00 02 00 00 00 24 85 01 00 00 00 00 00 : $
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>
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> 04 00 00 00
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```
260+
00 00 00 54 eb 50 2a 00 62 00 5b 00 00 00 4f 30 : T P* b [ O0
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30 30 30 30 30 31 45 58 45 43 30 30 30 30 46 31 :000001EXEC0000F1
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47 45 4d 34 00 00 00 00 de 07 06 ff ff 31 01 00 :GEM4 1
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00 00 06 00 00 00 75 3e 0c 00 02 00 1a 85 01 00 : u>
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00 00 00 00 02 00 00 00 24 85 01 00 00 00 00 00 : $
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04 00 00 00 :
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```
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### Interpretation
276269
Offset is from beginning of block.
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| Wire format | Field ID | Name | Offset | Length | Interpreted value
279-
|------------------| -------------:|----------------------------|-----------:|-----------:|:------------
280-
| 00000054 | | Simple Open Framing Header | | 4 | Message size=84
281-
| eb50 | | Simple Open Framing Header | | 2 | SBE version 1.0 little-endian
282-
| 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
289-
| 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
302-
303-
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|Wire format|Field ID|Name|Offset|Length|Interpreted value|
272+
|-----------|-------:|----|-----:|-----:|-----------------|
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| `00000054` | | SOFH message length | 0 | 4 | 84 |
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| `eb50` | | SOFH encoding | 4 | 2 | SBE little-endian |
275+
| `2a00` | | SBE block length | 0 | 2 | 42 |
276+
| `6200` | | SBE template ID | 2 | 2 | 98 |
277+
| `5b00` | | SBE schema ID | 4 | 2 | 91 |
278+
| `0000` | | SBE schema version | 6 | 2 | 0 |
279+
| `4558454330303030` | 37 | OrderID | 8 | 8 | O0000001 |
280+
| `4558454330303030` | 17 | ExecID | 8 | 8 | EXEC0000 |
281+
| `30` | 39 | OrdStatus | 1 | 1 | PartialFilled |
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| `47454d3400000000` | 55 | Symbol | 18 | 8 | GEM4 |
283+
| `de0706ffff` | 200 | MaturityMonthYear | 26 | 5 | year=2014 month=6 |
284+
| `30` | 54 | Side | 1 | 1 | Buy |
285+
| `01000000` | 151 | LeavesQty | 32 | 4 | 1 |
286+
| `06000000` | 14 | CumQty | 36 | 4 | 6 |
287+
| `753e` | 75 | TradeDate | 40 | 2 | 2013-10-11 |
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| `0c000200` | | FillGrp | 0 | 4 | Block length=12 count=2 |
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| `1a85010000000000` | 1364 | FillPx | 0 | 8 | 99.610 |
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| `02000000` | 1365 | FillQty | 8 | 4 | 2 |
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| `2485010000000000` | 1364 | FillPx | 0 | 8 | 99.620 |
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| `04000000` | 1365 | FillQty | 8 | 4 | 4 |
304293
Message with a variable-length field
305294
------------------------------------
306295

@@ -341,26 +330,22 @@ Add this encoding types element to those in the previous example.
341330
### Wire format of a business reject message
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Hexadecimal and ASCII representations (little-endian byte order):
344-
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> 00 00 00 40 eb 50 09 00 61 00 64 00 00 00 4f 52 : @ P a d OR
346-
>
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> 44 30 30 30 30 31 06 27 00 4e 6f 74 20 61 75 74 :D00001 ' Not aut
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>
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> 68 6f 72 69 7a 65 64 20 74 6f 20 74 72 61 64 65 :horized to trade
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>
351-
> 20 74 68 61 74 20 69 6e 73 74 72 75 6d 65 6e 74 : that instrument
333+
```
334+
00 00 00 40 eb 50 09 00 61 00 5b 00 00 00 4f 52 : @ P a [ OR
335+
44 30 30 30 30 31 06 27 00 4e 6f 74 20 61 75 74 :D00001 ' Not aut
336+
68 6f 72 69 7a 65 64 20 74 6f 20 74 72 61 64 65 :horized to trade
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20 74 68 61 74 20 69 6e 73 74 72 75 6d 65 6e 74 : that instrument
338+
```
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353340
### Interpretation
354-
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| Wire format | Field ID | Name | Offset | Length | Interpreted value
356-
|------------------| -------------:|----------------------------|-----------:|-----------:|:------------
357-
| 00000040 | | Simple Open Framing Header | | 4 | Message size=64
358-
| eb50 | | Simple Open Framing Header | | 2 | SBE version 1.0 little-endian
359-
| 0900 | | messageHeader blockLength | | 2 | Root block size=9
360-
| 6100 | | messageHeader templateId | | 2 | Template ID=100
361-
| 6400 | | messageHeader schemaId | | 2 | Schema ID=0
362-
| 0000 | | messageHeader version | | 2 | Schema version=0
363-
| 4f52443030303031 | 379 | BusinessRejectRefId | 0 | 8 | ORD00001
364-
| 06 | 380 | BusinessRejectReason | 8 | 1 | 6 NotAuthorized
365-
| 2700 | | DATA length | | 2 | length=39
366-
| 4e6f742061757468 6f72697a65642074 6f20747261646520 7468617420696e73 7472756d656e74 | | DATA varData | | | 39 Not authorized to trade that instrument
341+
|Wire format|Field ID|Name|Offset|Length|Interpreted value|
342+
|-----------|-------:|----|-----:|-----:|-----------------|
343+
| `00000040` | | SOFH message length | 0 | 4 | 64 |
344+
| `eb50` | | SOFH encoding | 4 | 2 | SBE little-endian |
345+
| `0900` | | SBE block length | 0 | 2 | 9 |
346+
| `6100` | | SBE template ID | 2 | 2 | 97 |
347+
| `5b00` | | SBE schema ID | 4 | 2 | 91 |
348+
| `0000` | | SBE schema version | 6 | 2 | 0 |
349+
| `4f52443030303031` | 379 | BusinesRejectRefId | 0 | 8 | ORD00001 |
350+
| `06` | 380 | BusinessRejectReason | 8 | 1 | NotAuthorized |
351+
| `4e6f74206175...` | 58 | Text | 0 | 39 | Not authorized to trade that instrument |

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