簡單訊息範例

Binary Message Example

An example of a binary Market Data Incremental Refresh (35=X) message is shown below:

C0C21C023D01000068038002007B0000000C000000A0475F3B000000000C0002C900000080007B0000000D000000A0475F3B00000000

Binary Message Schema Example

The example schema below will be used to interpret the binary Market Data Incremental Refresh (35=X) message above: 

<!-- MarketDataIncrementalRefresh (35=X) message -->

 

<sbe:message name="MarketDataIncrementalRefreshTrades" id="02" fixMsgType="X" description="Trade">

 

<field name="TransactTime" id="60" fixUsage="UTCTimestamp" type="UTCTimestamp" timeUnit="nanossecond" />

 

<field name="MatchEventIndicator" id="5799" fixUsage="char" type="MatchEventIndicator" />

 

<field name="NoMDEntries" id="268" fixUsage="NumInGroup" type="NumInGroup" groupName="MDIncGrp" />

 

<group name="MDIncGrp">

 

                <field name="MDUpdateAction" id="279" fixUsage="char" type="MDUpdateAction" />

 

                <field name="MDEntryType" id="269" fixUsage="char" type="MDEntryType" constant="2" />

 

                <field name="SecurityID" id="48" fixUsage="String" type="UniqueID" />

 

                <field name="RptSeq" id="83" fixUsage="int" type="SeqNum" />

 

                <field name="MDEntryPx" id="270" fixUsage="Price" type="Price" />

 

                <field name="MDEntrySize" id="271" fixUsage="Qty" type="Qty" />

 

                <field name="NumberOfOrders" id="346" fixUsage="int" type="uint16" />

 

                <field name="AgressorSide" id="5797" fixUsage="int" type="AgressorSide" />

 

</group>

 

</sbe:message>

Binary Message Translation Example

The translation of the binary Market Data Incremental Refresh (35=X) message is shown below: