Glossary

Message schema

A message schema is an XML document that specifies SBE messages and their data types and identifiers.

For example:

<ns2:message name="QuoteRequest39" id="39" description="QuoteRequest" blockLength="35" semanticType="R" sinceVersion="3">
   <field name="TransactTime" id="60" type="uInt64" description="Start of event processing time in number of nanoseconds since Unix epoch" offset="0" semanticType="UTCTimestamp"/>
   <field name="QuoteReqID" id="131" type="QuoteReqId" description="Quote Request ID defined by the exchange" offset="8" semanticType="String"/>
   <field name="MatchEventIndicator" id="5799" type="MatchEventIndicator" description="Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event" offset="31" semanticType="MultipleCharValue"/>
   <group name="NoRelatedSym" id="146" description="Indicates the number of repeating symbols specified" blockLength="32" dimensionType="groupSize">
       <field name="Symbol" id="55" type="Symbol" description="Instrument Name or Symbol" offset="0" semanticType="String"/>
       <field name="SecurityID" id="48" type="Int32" description="Security ID" offset="20" semanticType="int"/>
       <field name="OrderQty" id="38" type="Int32NULL" description="Quantity requested" offset="24" semanticType="Qty"/>
       <field name="QuoteType" id="537" type="Int8" description="Type of quote requested" offset="28" semanticType="int"/>
       <field name="Side" id="54" type="Int8NULL" description="Side requested" offset="29" semanticType="int"/>
   </group>
</ns2:message>

Repeating group

A repeating group is a structure that contains a variable number of homogeneous entries. Each entry consists of fields specified by an SBE message schema inside the group element.

For example:

<group name="NoPartyIDs" id="443" blockLength="16">
   <field name="PartyID" id="448" type="string14" semanticType="String"/>
   <field name="PartyIDSource" id="447" type="char" semanticType="char"/>
   <field name="PartyRole" id="452" type="uint8" semanticType="int"/>
</group>

The order and data types of these fields remain consistent across every entry within the group.

An SBE message can be designed with no or unlimited repeating groups, as specified in its schema.