@@ -9,11 +9,11 @@ Not all FIX enumeration values are listed in the samples.
99## SBE Message Schema
1010``` xml
1111<?xml version =" 1.0" encoding =" UTF-8" standalone =" yes" ?>
12- <sbe : messageSchema xmlns : sbe =" http://fixprotocol.io/2017/sbe" xmlns : xsi =" http://www.w3.org/2001/XMLSchema-instance" package =" Examples" id =" 91" version =" 0" byteOrder =" littleEndian" >
12+ <sbe : messageSchema xmlns : sbe =" http://fixprotocol.io/2017/sbe" xmlns : xsi =" http://www.w3.org/2001/XMLSchema-instance" package =" Examples" id =" 91" version =" 0" byteOrder =" littleEndian" xsi : schemaLocation = " http://fixprotocol.io/2017/sbe sbe-2.0rc2.xsd " >
1313 <types >
1414 <type name =" date" primitiveType =" uint16" />
1515 <type name =" enumEncoding" primitiveType =" char" />
16- <type name =" idString" length =" 8" primitiveType =" char" />
16+ <type name =" idString" length =" 8" primitiveType =" char" characterEncoding = " ISO_8859_1 " />
1717 <type name =" intEnumEncoding" primitiveType =" uint8" />
1818 <type name =" currency" length =" 3" primitiveType =" char" description =" ISO 4217" />
1919 <composite name =" DATA" >
@@ -97,38 +97,40 @@ Not all FIX enumeration values are listed in the samples.
9797 <validValue name =" Sell" >2</validValue >
9898 </enum >
9999 </types >
100- <sbe : message name =" BusinessMessageReject" id =" 97" blockLength =" 9" semanticType =" j" >
101- <field name =" BusinesRejectRefId" id =" 379" type =" idString" offset =" 0" semanticType =" String" />
102- <field name =" BusinessRejectReason" id =" 380" type =" businessRejectReasonEnum" offset =" 8" semanticType =" int" />
103- <data name =" Text" id =" 58" type =" DATA" semanticType =" data" />
104- </sbe : message >
105- <sbe : message name =" ExecutionReport" id =" 98" blockLength =" 42" semanticType =" 8" >
106- <field name =" OrderID" id =" 37" type =" idString" offset =" 0" semanticType =" String" />
107- <field name =" ExecID" id =" 17" type =" idString" offset =" 8" semanticType =" String" />
108- <field name =" ExecType" id =" 150" type =" execTypeEnum" offset =" 16" semanticType =" char" />
109- <field name =" OrdStatus" id =" 39" type =" ordStatusEnum" offset =" 17" semanticType =" char" />
110- <field name =" Symbol" id =" 55" type =" idString" offset =" 18" semanticType =" String" />
111- <field name =" MaturityMonthYear" id =" 200" type =" MONTH_YEAR" offset =" 26" semanticType =" MonthYear" />
112- <field name =" Side" id =" 54" type =" sideEnum" offset =" 31" semanticType =" char" />
113- <field name =" LeavesQty" id =" 151" type =" qtyEncoding" offset =" 32" semanticType =" Qty" />
114- <field name =" CumQty" id =" 14" type =" qtyEncoding" offset =" 36" semanticType =" Qty" />
115- <field name =" TradeDate" id =" 75" type =" date" offset =" 40" semanticType =" LocalMktDate" />
116- <group name =" FillsGrp" id =" 2112" blockLength =" 12" dimensionType =" groupSizeEncoding" >
117- <field name =" FillPx" id =" 1364" type =" decimalEncoding" offset =" 0" semanticType =" Price" />
118- <field name =" FillQty" id =" 1365" type =" qtyEncoding" offset =" 8" semanticType =" Qty" />
119- </group >
120- </sbe : message >
121- <sbe : message name =" NewOrderSingle" id =" 99" blockLength =" 54" semanticType =" D" >
122- <field name =" ClOrdId" id =" 11" type =" idString" offset =" 0" semanticType =" String" />
123- <field name =" Account" id =" 1" type =" idString" offset =" 8" semanticType =" String" />
124- <field name =" Symbol" id =" 55" type =" idString" offset =" 16" semanticType =" String" />
125- <field name =" Side" id =" 54" type =" sideEnum" offset =" 24" semanticType =" char" />
126- <field name =" TransactTime" id =" 60" type =" timestampEncoding" offset =" 25" semanticType =" UTCTimestamp" />
127- <field name =" OrderQty" id =" 38" type =" qtyEncoding" offset =" 33" semanticType =" Qty" />
128- <field name =" OrdType" id =" 40" type =" ordTypeEnum" offset =" 37" semanticType =" char" />
129- <field name =" Price" id =" 44" type =" decimalEncoding" offset =" 38" semanticType =" Price" presence =" optional" />
130- <field name =" StopPx" id =" 99" type =" decimalEncoding" offset =" 46" semanticType =" Price" presence =" optional" />
131- </sbe : message >
100+ <messages >
101+ <sbe : message name =" BusinessMessageReject" id =" 97" blockLength =" 9" semanticType =" j" >
102+ <field name =" BusinesRejectRefId" id =" 379" type =" idString" offset =" 0" semanticType =" String" />
103+ <field name =" BusinessRejectReason" id =" 380" type =" businessRejectReasonEnum" offset =" 8" semanticType =" int" />
104+ <data name =" Text" id =" 58" type =" DATA" semanticType =" data" />
105+ </sbe : message >
106+ <sbe : message name =" ExecutionReport" id =" 98" blockLength =" 42" semanticType =" 8" >
107+ <field name =" OrderID" id =" 37" type =" idString" offset =" 0" semanticType =" String" />
108+ <field name =" ExecID" id =" 17" type =" idString" offset =" 8" semanticType =" String" />
109+ <field name =" ExecType" id =" 150" type =" execTypeEnum" offset =" 16" semanticType =" char" />
110+ <field name =" OrdStatus" id =" 39" type =" ordStatusEnum" offset =" 17" semanticType =" char" />
111+ <field name =" Symbol" id =" 55" type =" idString" offset =" 18" semanticType =" String" />
112+ <field name =" MaturityMonthYear" id =" 200" type =" MONTH_YEAR" offset =" 26" semanticType =" MonthYear" />
113+ <field name =" Side" id =" 54" type =" sideEnum" offset =" 31" semanticType =" char" />
114+ <field name =" LeavesQty" id =" 151" type =" qtyEncoding" offset =" 32" semanticType =" Qty" />
115+ <field name =" CumQty" id =" 14" type =" qtyEncoding" offset =" 36" semanticType =" Qty" />
116+ <field name =" TradeDate" id =" 75" type =" date" offset =" 40" semanticType =" LocalMktDate" />
117+ <group name =" FillsGrp" id =" 2112" blockLength =" 12" dimensionType =" groupSizeEncoding" >
118+ <field name =" FillPx" id =" 1364" type =" decimalEncoding" offset =" 0" semanticType =" Price" />
119+ <field name =" FillQty" id =" 1365" type =" qtyEncoding" offset =" 8" semanticType =" Qty" />
120+ </group >
121+ </sbe : message >
122+ <sbe : message name =" NewOrderSingle" id =" 99" blockLength =" 54" semanticType =" D" >
123+ <field name =" ClOrdId" id =" 11" type =" idString" offset =" 0" semanticType =" String" />
124+ <field name =" Account" id =" 1" type =" idString" offset =" 8" semanticType =" String" />
125+ <field name =" Symbol" id =" 55" type =" idString" offset =" 16" semanticType =" String" />
126+ <field name =" Side" id =" 54" type =" sideEnum" offset =" 24" semanticType =" char" />
127+ <field name =" TransactTime" id =" 60" type =" timestampEncoding" offset =" 25" semanticType =" UTCTimestamp" />
128+ <field name =" OrderQty" id =" 38" type =" qtyEncoding" offset =" 33" semanticType =" Qty" />
129+ <field name =" OrdType" id =" 40" type =" ordTypeEnum" offset =" 37" semanticType =" char" />
130+ <field name =" Price" id =" 44" type =" decimalEncoding" offset =" 38" semanticType =" Price" presence =" optional" />
131+ <field name =" StopPx" id =" 99" type =" decimalEncoding" offset =" 46" semanticType =" Price" presence =" optional" />
132+ </sbe : message >
133+ </messages >
132134</sbe : messageSchema >
133135```
134136
@@ -184,13 +186,11 @@ Hexadecimal and ASCII representations (little-endian byte order):
184186```
18518700 00 00 48 eb 50 36 00 63 00 5b 00 00 00 00 00 : H P6 c [
18618800 00 4f 52 44 30 30 30 30 31 41 43 43 54 30 31 : ORD00001ACCT01
187- 00 00 47 45 4d 34 00 00 00 00 31 00 a0 37 3a ce : GEM4 1 7:
188- 10 40 15 07 00 00 00 32 1a 85 01 00 00 00 00 00 : @ 2
189+ 00 00 47 45 4d 34 00 00 00 00 31 c0 1a 31 96 2a : GEM4 1 1 *
190+ 5e b0 15 07 00 00 00 32 1a 85 01 00 00 00 00 00 :^ 2
18919100 00 00 00 00 00 00 80 :
190192```
191-
192- ** Interpretation**
193-
193+ ### Interpretation
194194| Wire format| Field ID| Name| Offset| Length| Interpreted value|
195195| -----------| -------:| ----| -----:| -----:| -----------------|
196196| ` 00000048 ` | | SOFH message length | 0 | 4 | 72 |
@@ -205,11 +205,12 @@ Hexadecimal and ASCII representations (little-endian byte order):
205205| ` 4143435430310000 ` | 1 | Account | 8 | 8 | ACCT01 |
206206| ` 47454d3400000000 ` | 55 | Symbol | 16 | 8 | GEM4 |
207207| ` 31 ` | 54 | Side | 24 | 1 | Buy |
208- | ` 00a0373ace104015 ` | 60 | TransactTime | 25 | 8 | 2018 -07-10T17:05:51.232Z |
208+ | ` c01a31962a5eb015 ` | 60 | TransactTime | 25 | 8 | 2019 -07-11T13:43:27.699Z |
209209| ` 07000000 ` | 38 | OrderQty | 33 | 4 | 7 |
210210| ` 32 ` | 40 | OrdType | 37 | 1 | Limit |
211211| ` 1a85010000000000 ` | 44 | Price | 38 | 8 | 99.610 |
212- | ` 0000000000000080 ` | 99 | StopPx | 46 | 8 | null | |
212+ | ` 0000000000000080 ` | 99 | StopPx | 46 | 8 | null |
213+
213214
214215Message with a repeating group
215216------------------------------
@@ -236,8 +237,7 @@ Hexadecimal and ASCII representations (little-endian byte order):
236237ff 31 01 00 00 00 06 00 00 00 75 3e 0c 00 02 00 : 1 u>
23723800 00 00 00 1a 85 01 00 00 00 00 00 02 00 00 00 :
23823924 85 01 00 00 00 00 00 04 00 00 00 :$
239- ```
240-
240+ ```
241241### Interpretation
242242Offset is from beginning of block.
243243
@@ -266,26 +266,22 @@ Offset is from beginning of block.
266266| ` 0000 ` | | No. of var data | 6 | 2 | 0 |
267267| ` 1a85010000000000 ` | 1364 | FillPx | 0 | 8 | 99.610 |
268268| ` 02000000 ` | 1365 | FillQty | 8 | 4 | 2 |
269- | ` 2485010000000000 ` | 1364 | FillPx | 0 | 8 | 99.620 |
269+ | ` 2485010000000000 ` | 1364 | FillPx | 0 | 8 | 99.620 |
270270| ` 04000000 ` | 1365 | FillQty | 8 | 4 | 4 |
271271
272272Message with a variable-length field
273273------------------------------------
274274
275275### Wire format of a business reject message
276276
277- Hexadecimal and ASCII representations (little-endian byte order):
278-
279277```
28027800 00 00 44 eb 50 09 00 61 00 5b 00 00 00 00 00 : D P a [
28127901 00 4f 52 44 30 30 30 30 31 06 27 00 4e 6f 74 : ORD00001 ' Not
28228020 61 75 74 68 6f 72 69 7a 65 64 20 74 6f 20 74 : authorized to t
28328172 61 64 65 20 74 68 61 74 20 69 6e 73 74 72 75 :rade that instru
2842826d 65 6e 74 :ment
285- ```
286-
283+ ```
287284### Interpretation
288-
289285| Wire format| Field ID| Name| Offset| Length| Interpreted value|
290286| -----------| -------:| ----| -----:| -----:| -----------------|
291287| ` 00000044 ` | | SOFH message length | 0 | 4 | 68 |
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