簡單訊息範例

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Binary Message Example

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

C0C21C023D01000068038002007B0000000C000000A0475F3B000000000C0002C900000080007B0000000D000000A0475F3B00000000

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

<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>

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

Hexidecimal Values	Tag Name	Values
C0 C2 1C 02 3D 01 00 00	TransactTime	20130222133432128000
68 03	EventTimeDelta	872
80	MatchEventIndicator	End of trade summary
02	NoMDEntries	2
00	MDUpdateAction	0
	MDEntryType	2 (constant)
7B 00 00 00	SecurityID	123
0C 00 00 00	RptSeq	12
A0 47 5F 3B 00 00 00 00	MDEntryPx	mantissa = 996100000 exponent = -7 (constant)
0C 00	MDEntrySize	12
02	NumberOfOrders	2
C9 00 00 00	TradeID	201
80	AggressorSide	1 (Buy Aggressor)
00	MDUpdateAction	0
	MDEntryType	2 (constant)
7B 00 00 00	SecurityID	123
0D 00 00 00	RptSeq	13
A0 47 5F 3B 00 00 00 00	MDEntryPx	mantissa = 996100000 exponent = -7 (constant)

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