@@ -132,37 +132,33 @@ those sorts of optimizations are platform dependent.
132132
133133Hexadecimal 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- >
137- > 44 30 30 30 30 31 41 43 43 54 30 31 00 00 47 45 : D00001ACCT01 GE
138- >
139- > 4d 34 00 00 00 00 31 00 84 68 90 fe a8 9a 13 07 : M4 1 h
140- >
141- > 00 00 00 32 1a 85 01 00 00 00 00 00 00 00 00 00 : 2
142- >
143- > 00 00 00 80
135+ ```
136+ 00 00 00 44 eb 50 36 00 63 00 5b 00 00 00 4f 52 : D P6 c [ OR
137+ 44 30 30 30 30 31 41 43 43 54 30 31 00 00 47 45 :D00001ACCT01 GE
138+ 4d 34 00 00 00 00 31 80 16 b3 3b 13 65 29 15 07 :M4 1 ; e)
139+ 00 00 00 32 1a 85 01 00 00 00 00 00 00 00 00 00 : 2
140+ 00 00 00 80
141+ ```
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
150- | eb50 | | Simple Open Framing Header | | 2 | SBE version 1.0 little-endian
151- | 3600 | | messageHeader blockLength | | 2 | Root block size=54
152- | 6300 | | messageHeader templateId | | 2 | Template ID=99
153- | 6400 | | messageHeader schemaId | | 2 | Schema ID=100
154- | 0000 | | messageHeader version | | 2 | Schema version=0
155- | 4f52443030303031 | 11 | ClOrdID | 0 | 8 | ORD00001 |
156- | 4143435430310000 | 1 | Account | 8 | 8 | ACCT01 |
157- | 47454d3400000000 | 55 | Symbol | 16 | 8 | GEM4
158- |
159- | 31 | 54 | Side | 24 | 1 | 1 Buy |
160- | c021ed1b04c32b13 | 60 | TransactTime | 25 | 8 | 2013-10-10 13:35:33.135 as nanoseconds since UNIX epoch |
161- | 07000000 | 38 | OrderQty | 33 | 4 | 7 |
162- | 32 | 40 | OrdType | 37 | 1 | 2 Limit |
163- | 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 |
148+ | ` eb50 ` | | SOFH encoding | 4 | 2 | SBE little-endian |
149+ | ` 3600 ` | | SBE block length | 0 | 2 | 54 |
150+ | ` 6300 ` | | SBE template ID | 2 | 2 | 99 |
151+ | ` 5b00 ` | | SBE schema ID | 4 | 2 | 91 |
152+ | ` 0000 ` | | SBE schema version | 6 | 2 | 0 |
153+ | ` 4f52443030303031 ` | 11 | ClOrdId | 0 | 8 | ORD00001 |
154+ | ` 4143435430310000 ` | 1 | Account | 8 | 8 | ACCT01 |
155+ | ` 47454d3400000000 ` | 55 | Symbol | 16 | 8 | GEM4 |
156+ | ` 31 ` | 54 | Side | 24 | 1 | Buy |
157+ | ` 8016b33b13652915 ` | 60 | TransactTime | 25 | 8 | 2018-04-27T20:31:22.122Z |
158+ | ` 07000000 ` | 38 | OrderQty | 33 | 4 | 7 |
159+ | ` 32 ` | 40 | OrdType | 37 | 1 | Limit |
160+ | ` 1a85010000000000 ` | 44 | Price | 38 | 8 | 99.610 |
161+ | ` 0000000000000080 ` | 99 | StopPx | 46 | 8 | null |
166162Message with a repeating group
167163------------------------------
168164
@@ -260,47 +256,40 @@ are encoding as a composite type called groupSizeEncoding.
260256
261257Hexadecimal and ASCII representations (little-endian byte order):
262258
263- > 00 00 00 54 eb 50 2a 00 62 00 64 00 00 00 4f 30 : T P* b d O0
264- >
265- > 30 30 30 30 30 31 45 58 45 43 30 30 30 30 46 31 :000001EXEC0000F1
266- >
267- > 47 45 4d 34 00 00 00 00 de 07 06 ff ff 31 01 00 : GEM4 1
268- >
269- > 00 00 06 00 00 00 dd 3f 0c 00 02 00 1a 85 01 00 : ?
270- >
271- > 00 00 00 00 02 00 00 00 24 85 01 00 00 00 00 00 : $
272- >
273- > 04 00 00 00
259+ ```
260+ 00 00 00 54 eb 50 2a 00 62 00 5b 00 00 00 4f 30 : T P* b [ O0
261+ 30 30 30 30 30 31 45 58 45 43 30 30 30 30 46 31 :000001EXEC0000F1
262+ 47 45 4d 34 00 00 00 00 de 07 06 ff ff 31 01 00 :GEM4 1
263+ 00 00 06 00 00 00 75 3e 0c 00 02 00 1a 85 01 00 : u>
264+ 00 00 00 00 02 00 00 00 24 85 01 00 00 00 00 00 : $
265+ 04 00 00 00 :
266+ ```
274267
275268### Interpretation
276269Offset is from beginning of block.
277270
278- | 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
283- | 6200 | | messageHeader templateId | | 2 | Template ID=98
284- | 6400 | | messageHeader schemaId | | 2 | Schema ID=100
285- | 0000 | | messageHeader version | | 2 | Schema version=0
286- | 4f30303030303031 | 37 | OrderID | 0 | 8 | O0000001
287- | 4558454330303030 | 17 | ExecID | 8 | 8 | EXEC0000
288- | 46 | 150 | ExecType | 16 | 1 | F Trade
289- | 31 | 39 | OrdStatus | 17 | 1 | 1 PartialFilled
290- | 47454d3400000000 | 55 | Symbol | 18 | 8 | GEM4
291- | de0706ffff | 200 | MaturityMonthYear | 26 | 5 | 201406
292- | 31 | 54 | Side | 31 | 1 | 1 Buy
293- | 01000000 | 151 | LeavesQty | 32 | 4 | 1
294- | 06000000 | 14 | CumQty | 36 | 4 | 6
295- | 753e | 75 | TradeDate | 40 | 2 | 2013-10-11
296- | 0c00 | 2112 | groupSizeEncoding | | | FillsGrp block size=12
297- | 0200 | 1362 | groupSizeEncoding | | | FillsGrp NumInGroup=2
298- | 1a85010000000000 | 1364 | FillPx | 0 | 8 | FillsGrp instance 0
299- | 02000000 | 1365 | FillQty | 8 | 4 | 2
300- | 2485010000000000 | 1364 | FillPx | 0 | 8 | FillsGrp instance 1
301- | 04000000 | 1365 | FillQty | 8 | 4 | 4
302-
303-
271+ | Wire format| Field ID| Name| Offset| Length| Interpreted value|
272+ | -----------| -------:| ----| -----:| -----:| -----------------|
273+ | ` 00000054 ` | | SOFH message length | 0 | 4 | 84 |
274+ | ` 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 |
282+ | ` 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 |
288+ | ` 0c000200 ` | | FillGrp | 0 | 4 | Block length=12 count=2 |
289+ | ` 1a85010000000000 ` | 1364 | FillPx | 0 | 8 | 99.610 |
290+ | ` 02000000 ` | 1365 | FillQty | 8 | 4 | 2 |
291+ | ` 2485010000000000 ` | 1364 | FillPx | 0 | 8 | 99.620 |
292+ | ` 04000000 ` | 1365 | FillQty | 8 | 4 | 4 |
304293Message 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
342331
343332Hexadecimal and ASCII representations (little-endian byte order):
344-
345- > 00 00 00 40 eb 50 09 00 61 00 64 00 00 00 4f 52 : @ P a d OR
346- >
347- > 44 30 30 30 30 31 06 27 00 4e 6f 74 20 61 75 74 : D00001 ' Not aut
348- >
349- > 68 6f 72 69 7a 65 64 20 74 6f 20 74 72 61 64 65 : horized to trade
350- >
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
337+ 20 74 68 61 74 20 69 6e 73 74 72 75 6d 65 6e 74 : that instrument
338+ ```
352339
353340### Interpretation
354-
355- | 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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