Skip to content

Commit e34e292

Browse files
donmendelsondonmendelson
committed
Update examples for changed headers #45 
1 parent 62ef08b commit e34e292

File tree

1 file changed

+38
-37
lines changed

1 file changed

+38
-37
lines changed

‎v2-0-RC1/doc/07Examples.md‎

Lines changed: 38 additions & 37 deletions
Original file line numberDiff line numberDiff line change
@@ -129,27 +129,26 @@ those sorts of optimizations are platform dependent.
129129
### Wire format of an order message
130130

131131
Hexadecimal and ASCII representations (little-endian byte order):
132-
133-
> 00 00 00 44 eb 50 36 00 63 00 64 00 00 00 4f 52 : D P6 c d OR
134-
>
135-
> 44 30 30 30 30 31 41 43 43 54 30 31 00 00 47 45 :D00001ACCT01 GE
136-
>
137-
> 4d 34 00 00 00 00 31 00 84 68 90 fe a8 9a 13 07 :M4 1 h
138-
>
139-
> 00 00 00 32 1a 85 01 00 00 00 00 00 00 00 00 00 : 2
140-
>
141-
> 00 00 00 80
132+
```
133+
00 00 00 48 eb 50 36 00 63 00 5b 00 00 00 00 00 : 6 c [
134+
00 00 4f 52 44 30 30 30 30 31 41 43 43 54 30 31 : ORD00001ACCT01
135+
00 00 47 45 4d 34 00 00 00 00 31 c0 13 b3 b2 22 : GEM4 1 "
136+
b3 a9 14 07 00 00 00 32 1a 85 01 00 00 00 00 00 : 2
137+
00 00 00 00 00 00 00 80
138+
```
142139

143140
**Interpretation**
144141

145142
| Wire format | Field ID | Name | Offset | Length | Interpreted value
146143
|------------------| -------------:|----------------------------|-----------:|-----------:|:------------
147-
| 00000044 | | Simple Open Framing Header | | 4 | Message size=68
144+
| 00000048 | | Simple Open Framing Header | | 4 | Message size=72
148145
| eb50 | | Simple Open Framing Header | | 2 | SBE version 1.0 little-endian
149146
| 3600 | | messageHeader blockLength | | 2 | Root block size=54
150147
| 6300 | | messageHeader templateId | | 2 | Template ID=99
151-
| 6400 | | messageHeader schemaId | | 2 | Schema ID=100
152-
| 0000 | | messageHeader version | | 2 | Schema version=0
148+
| 6400 | | messageHeader schemaId | | 2 | Schema ID=91
149+
| 0000 | | messageHeader version | | 2 | Schema version=0
150+
| 0000 | | messageHeader numGroups | | 2 | 0 groups
151+
| 0000 | | messageHeader numVarDataFields| | 2 | 0 data fields
153152
| 4f52443030303031 | 11 | ClOrdID | 0 | 8 | ORD00001 |
154153
| 4143435430310000 | 1 | Account | 8 | 8 | ACCT01 |
155154
| 47454d3400000000 | 55 | Symbol | 16 | 8 | GEM4
@@ -244,30 +243,28 @@ are encoding as a composite type called groupSizeEncoding.
244243
### Wire format of an execution message
245244

246245
Hexadecimal and ASCII representations (little-endian byte order):
247-
248-
> 00 00 00 54 eb 50 2a 00 62 00 64 00 00 00 4f 30 : T P* b d O0
249-
>
250-
> 30 30 30 30 30 31 45 58 45 43 30 30 30 30 46 31 :000001EXEC0000F1
251-
>
252-
> 47 45 4d 34 00 00 00 00 de 07 06 ff ff 31 01 00 :GEM4 1
253-
>
254-
> 00 00 06 00 00 00 dd 3f 0c 00 02 00 1a 85 01 00 : ?
255-
>
256-
> 00 00 00 00 02 00 00 00 24 85 01 00 00 00 00 00 : $
257-
>
258-
> 04 00 00 00
246+
```
247+
00 00 00 5c eb 50 2a 00 62 00 5b 00 00 00 01 00 :
248+
00 00 4f 30 30 30 30 30 30 31 45 58 45 43 30 30 : O0000001EXEC00
249+
30 30 46 31 47 45 4d 34 00 00 00 00 de 07 06 00 :00F1GEM4
250+
ff 31 01 00 00 00 06 00 00 00 75 3e 0c 00 02 00 : 1 u>
251+
00 00 00 00 1a 85 01 00 00 00 00 00 02 00 00 00 :
252+
24 85 01 00 00 00 00 00 04 00 00 00 : $
253+
```
259254

260255
### Interpretation
261256
Offset is from beginning of block.
262257

263258
| Wire format | Field ID | Name | Offset | Length | Interpreted value
264259
|------------------| -------------:|----------------------------|-----------:|-----------:|:------------
265-
| 00000054 | | Simple Open Framing Header | | 4 | Message size=84
260+
| 0000005c | | Simple Open Framing Header | | 4 | Message size=92
266261
| eb50 | | Simple Open Framing Header | | 2 | SBE version 1.0 little-endian
267262
| 2a00 | | messageHeader blockLength | | 2 | Root block size=42
268263
| 6200 | | messageHeader templateId | | 2 | Template ID=98
269-
| 6400 | | messageHeader schemaId | | 2 | Schema ID=100
264+
| 5b00 | | messageHeader schemaId | | 2 | Schema ID=91
270265
| 0000 | | messageHeader version | | 2 | Schema version=0
266+
| 0100 | | messageHeader numGroups | | 2 | 1 group
267+
| 0000 | | messageHeader numVarDataFields| | 2 | 0 data fields
271268
| 4f30303030303031 | 37 | OrderID | 0 | 8 | O0000001
272269
| 4558454330303030 | 17 | ExecID | 8 | 8 | EXEC0000
273270
| 46 | 150 | ExecType | 16 | 1 | F Trade
@@ -278,8 +275,10 @@ Offset is from beginning of block.
278275
| 01000000 | 151 | LeavesQty | 32 | 4 | 1
279276
| 06000000 | 14 | CumQty | 36 | 4 | 6
280277
| 753e | 75 | TradeDate | 40 | 2 | 2013-10-11
281-
| 0c00 | 2112 | groupSizeEncoding | | | FillsGrp block size=12
282-
| 0200 | 1362 | groupSizeEncoding | | | FillsGrp NumInGroup=2
278+
| 0c00 | | groupSizeEncoding blockLength | | 2 | FillsGrp block size=12
279+
| 0200 | | groupSizeEncoding numInGroup | | 2| 2 entries
280+
| 0000 | | groupSizeEncoding numGroups | | 2 | 0 nested groups
281+
| 0000 | | groupSizeEncoding numVarDataFields| | 2 | 0 data fields
283282
| 1a85010000000000 | 1364 | FillPx | 0 | 8 | FillsGrp instance 0
284283
| 02000000 | 1365 | FillQty | 8 | 4 | 2
285284
| 2485010000000000 | 1364 | FillPx | 0 | 8 | FillsGrp instance 1
@@ -325,24 +324,26 @@ Add this encoding types element to those in the previous example.
325324

326325
Hexadecimal and ASCII representations (little-endian byte order):
327326

328-
> 00 00 00 40 eb 50 09 00 61 00 64 00 00 00 4f 52 : @ P a d OR
329-
>
330-
> 44 30 30 30 30 31 06 27 00 4e 6f 74 20 61 75 74 :D00001 ' Not aut
331-
>
332-
> 68 6f 72 69 7a 65 64 20 74 6f 20 74 72 61 64 65 :horized to trade
333-
>
334-
> 20 74 68 61 74 20 69 6e 73 74 72 75 6d 65 6e 74 : that instrument
327+
```
328+
00 00 00 40 eb 50 09 00 61 00 5b 00 00 00 01 00 : a [
329+
00 00 4f 52 44 30 30 30 30 31 06 27 00 4e 6f 74 : ORD00001 ' Not
330+
20 61 75 74 68 6f 72 69 7a 65 64 20 74 6f 20 74 : authorized to t
331+
72 61 64 65 20 74 68 61 74 20 69 6e 73 74 72 75 :rade that instru
332+
6d 65 6e 74 :ment
333+
```
335334

336335
### Interpretation
337336

338337
| Wire format | Field ID | Name | Offset | Length | Interpreted value
339338
|------------------| -------------:|----------------------------|-----------:|-----------:|:------------
340-
| 00000040 | | Simple Open Framing Header | | 4 | Message size=64
339+
| 00000044 | | Simple Open Framing Header | | 4 | Message size=68
341340
| eb50 | | Simple Open Framing Header | | 2 | SBE version 1.0 little-endian
342341
| 0900 | | messageHeader blockLength | | 2 | Root block size=9
343342
| 6100 | | messageHeader templateId | | 2 | Template ID=100
344343
| 6400 | | messageHeader schemaId | | 2 | Schema ID=0
345344
| 0000 | | messageHeader version | | 2 | Schema version=0
345+
| 0000 | | messageHeader numGroups | | 2 | 0 groups
346+
| 0000 | | messageHeader numVarDataFields| | 2 | 0 data fields
346347
| 4f52443030303031 | 379 | BusinessRejectRefId | 0 | 8 | ORD00001
347348
| 06 | 380 | BusinessRejectReason | 8 | 1 | 6 NotAuthorized
348349
| 2700 | | DATA length | | 2 | length=39

0 commit comments

Comments
 (0)