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Merge pull request #109 from donmendelson/issue101
Task: update examples section for v2.0RC2 #101
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‎v2-0-RC2/doc/07Examples.md

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Original file line numberDiff line numberDiff line change
@@ -9,11 +9,11 @@ Not all FIX enumeration values are listed in the samples.
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## SBE Message Schema
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```xml
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<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
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<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">
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<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">
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<types>
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<type name="date" primitiveType="uint16"/>
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<type name="enumEncoding" primitiveType="char"/>
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<type name="idString" length="8" primitiveType="char"/>
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<type name="idString" length="8" primitiveType="char" characterEncoding="ISO_8859_1"/>
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<type name="intEnumEncoding" primitiveType="uint8"/>
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<type name="currency" length="3" primitiveType="char" description="ISO 4217"/>
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<composite name="DATA">
@@ -97,38 +97,40 @@ Not all FIX enumeration values are listed in the samples.
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<validValue name="Sell">2</validValue>
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</enum>
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</types>
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<sbe:message name="BusinessMessageReject" id="97" blockLength="9" semanticType="j">
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<field name="BusinesRejectRefId" id="379" type="idString" offset="0" semanticType="String"/>
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<field name="BusinessRejectReason" id="380" type="businessRejectReasonEnum" offset="8" semanticType="int"/>
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<data name="Text" id="58" type="DATA" semanticType="data"/>
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</sbe:message>
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<sbe:message name="ExecutionReport" id="98" blockLength="42" semanticType="8">
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<field name="OrderID" id="37" type="idString" offset="0" semanticType="String"/>
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<field name="ExecID" id="17" type="idString" offset="8" semanticType="String"/>
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<field name="ExecType" id="150" type="execTypeEnum" offset="16" semanticType="char"/>
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<field name="OrdStatus" id="39" type="ordStatusEnum" offset="17" semanticType="char"/>
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<field name="Symbol" id="55" type="idString" offset="18" semanticType="String"/>
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<field name="MaturityMonthYear" id="200" type="MONTH_YEAR" offset="26" semanticType="MonthYear"/>
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<field name="Side" id="54" type="sideEnum" offset="31" semanticType="char"/>
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<field name="LeavesQty" id="151" type="qtyEncoding" offset="32" semanticType="Qty"/>
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<field name="CumQty" id="14" type="qtyEncoding" offset="36" semanticType="Qty"/>
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<field name="TradeDate" id="75" type="date" offset="40" semanticType="LocalMktDate"/>
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<group name="FillsGrp" id="2112" blockLength="12" dimensionType="groupSizeEncoding">
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<field name="FillPx" id="1364" type="decimalEncoding" offset="0" semanticType="Price"/>
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<field name="FillQty" id="1365" type="qtyEncoding" offset="8" semanticType="Qty"/>
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</group>
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</sbe:message>
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<sbe:message name="NewOrderSingle" id="99" blockLength="54" semanticType="D">
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<field name="ClOrdId" id="11" type="idString" offset="0" semanticType="String"/>
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<field name="Account" id="1" type="idString" offset="8" semanticType="String"/>
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<field name="Symbol" id="55" type="idString" offset="16" semanticType="String"/>
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<field name="Side" id="54" type="sideEnum" offset="24" semanticType="char"/>
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<field name="TransactTime" id="60" type="timestampEncoding" offset="25" semanticType="UTCTimestamp"/>
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<field name="OrderQty" id="38" type="qtyEncoding" offset="33" semanticType="Qty"/>
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<field name="OrdType" id="40" type="ordTypeEnum" offset="37" semanticType="char"/>
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<field name="Price" id="44" type="decimalEncoding" offset="38" semanticType="Price" presence="optional"/>
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<field name="StopPx" id="99" type="decimalEncoding" offset="46" semanticType="Price" presence="optional"/>
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</sbe:message>
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<messages>
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<sbe:message name="BusinessMessageReject" id="97" blockLength="9" semanticType="j">
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<field name="BusinesRejectRefId" id="379" type="idString" offset="0" semanticType="String"/>
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<field name="BusinessRejectReason" id="380" type="businessRejectReasonEnum" offset="8" semanticType="int"/>
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<data name="Text" id="58" type="DATA" semanticType="data"/>
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</sbe:message>
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<sbe:message name="ExecutionReport" id="98" blockLength="42" semanticType="8">
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<field name="OrderID" id="37" type="idString" offset="0" semanticType="String"/>
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<field name="ExecID" id="17" type="idString" offset="8" semanticType="String"/>
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<field name="ExecType" id="150" type="execTypeEnum" offset="16" semanticType="char"/>
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<field name="OrdStatus" id="39" type="ordStatusEnum" offset="17" semanticType="char"/>
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<field name="Symbol" id="55" type="idString" offset="18" semanticType="String"/>
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<field name="MaturityMonthYear" id="200" type="MONTH_YEAR" offset="26" semanticType="MonthYear"/>
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<field name="Side" id="54" type="sideEnum" offset="31" semanticType="char"/>
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<field name="LeavesQty" id="151" type="qtyEncoding" offset="32" semanticType="Qty"/>
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<field name="CumQty" id="14" type="qtyEncoding" offset="36" semanticType="Qty"/>
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<field name="TradeDate" id="75" type="date" offset="40" semanticType="LocalMktDate"/>
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<group name="FillsGrp" id="2112" blockLength="12" dimensionType="groupSizeEncoding">
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<field name="FillPx" id="1364" type="decimalEncoding" offset="0" semanticType="Price"/>
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<field name="FillQty" id="1365" type="qtyEncoding" offset="8" semanticType="Qty"/>
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</group>
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</sbe:message>
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<sbe:message name="NewOrderSingle" id="99" blockLength="54" semanticType="D">
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<field name="ClOrdId" id="11" type="idString" offset="0" semanticType="String"/>
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<field name="Account" id="1" type="idString" offset="8" semanticType="String"/>
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<field name="Symbol" id="55" type="idString" offset="16" semanticType="String"/>
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<field name="Side" id="54" type="sideEnum" offset="24" semanticType="char"/>
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<field name="TransactTime" id="60" type="timestampEncoding" offset="25" semanticType="UTCTimestamp"/>
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<field name="OrderQty" id="38" type="qtyEncoding" offset="33" semanticType="Qty"/>
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<field name="OrdType" id="40" type="ordTypeEnum" offset="37" semanticType="char"/>
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<field name="Price" id="44" type="decimalEncoding" offset="38" semanticType="Price" presence="optional"/>
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<field name="StopPx" id="99" type="decimalEncoding" offset="46" semanticType="Price" presence="optional"/>
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</sbe:message>
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</messages>
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</sbe:messageSchema>
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```
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@@ -184,13 +186,11 @@ Hexadecimal and ASCII representations (little-endian byte order):
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```
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00 00 00 48 eb 50 36 00 63 00 5b 00 00 00 00 00 : H P6 c [
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00 00 4f 52 44 30 30 30 30 31 41 43 43 54 30 31 : ORD00001ACCT01
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00 00 47 45 4d 34 00 00 00 00 31 00 a0 37 3a ce : GEM4 1 7:
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10 40 15 07 00 00 00 32 1a 85 01 00 00 00 00 00 : @ 2
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00 00 47 45 4d 34 00 00 00 00 31 c0 1a 31 96 2a : GEM4 1 1 *
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5e b0 15 07 00 00 00 32 1a 85 01 00 00 00 00 00 :^ 2
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00 00 00 00 00 00 00 80 :
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```
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**Interpretation**
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### Interpretation
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|Wire format|Field ID|Name|Offset|Length|Interpreted value|
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|-----------|-------:|----|-----:|-----:|-----------------|
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| `00000048` | | SOFH message length | 0 | 4 | 72 |
@@ -205,11 +205,12 @@ Hexadecimal and ASCII representations (little-endian byte order):
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| `4143435430310000` | 1 | Account | 8 | 8 | ACCT01 |
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| `47454d3400000000` | 55 | Symbol | 16 | 8 | GEM4 |
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| `31` | 54 | Side | 24 | 1 | Buy |
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| `00a0373ace104015` | 60 | TransactTime | 25 | 8 | 2018-07-10T17:05:51.232Z |
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| `c01a31962a5eb015` | 60 | TransactTime | 25 | 8 | 2019-07-11T13:43:27.699Z |
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| `07000000` | 38 | OrderQty | 33 | 4 | 7 |
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| `32` | 40 | OrdType | 37 | 1 | Limit |
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| `1a85010000000000` | 44 | Price | 38 | 8 | 99.610 |
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| `0000000000000080` | 99 | StopPx | 46 | 8 | null | |
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| `0000000000000080` | 99 | StopPx | 46 | 8 | null |
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Message with a repeating group
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------------------------------
@@ -236,8 +237,7 @@ Hexadecimal and ASCII representations (little-endian byte order):
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ff 31 01 00 00 00 06 00 00 00 75 3e 0c 00 02 00 : 1 u>
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00 00 00 00 1a 85 01 00 00 00 00 00 02 00 00 00 :
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24 85 01 00 00 00 00 00 04 00 00 00 :$
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```
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```
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### Interpretation
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Offset is from beginning of block.
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| `0000` | | No. of var data | 6 | 2 | 0 |
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| `1a85010000000000` | 1364 | FillPx | 0 | 8 | 99.610 |
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| `02000000` | 1365 | FillQty | 8 | 4 | 2 |
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| `2485010000000000` | 1364 | FillPx | 0 | 8 | 99.620 |
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| `2485010000000000` | 1364 | FillPx | 0 | 8 | 99.620 |
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| `04000000` | 1365 | FillQty | 8 | 4 | 4 |
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Message with a variable-length field
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------------------------------------
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### Wire format of a business reject message
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Hexadecimal and ASCII representations (little-endian byte order):
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```
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00 00 00 44 eb 50 09 00 61 00 5b 00 00 00 00 00 : D P a [
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01 00 4f 52 44 30 30 30 30 31 06 27 00 4e 6f 74 : ORD00001 ' Not
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20 61 75 74 68 6f 72 69 7a 65 64 20 74 6f 20 74 : authorized to t
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72 61 64 65 20 74 68 61 74 20 69 6e 73 74 72 75 :rade that instru
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6d 65 6e 74 :ment
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```
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```
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### Interpretation
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|Wire format|Field ID|Name|Offset|Length|Interpreted value|
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|-----------|-------:|----|-----:|-----:|-----------------|
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| `00000044` | | SOFH message length | 0 | 4 | 68 |

‎v2-0-RC2/doc/08ReleaseNotes.md

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Release Notes
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=============
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# Release Notes
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These are the changes made since SBE version 1.0.
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SBE version 2.0 Release Candidate 1
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-------------------
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These issues were resolved and accepted for version 2.0 Release Candidate 1. See [issues](https://github.com/FIXTradingCommunity/fix-simple-binary-encoding/issues) and [pull requests](https://github.com/FIXTradingCommunity/fix-simple-binary-encoding/pulls) in GitHub for details and changes.
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See [issues](https://github.com/FIXTradingCommunity/fix-simple-binary-encoding/issues) and [pull requests](https://github.com/FIXTradingCommunity/fix-simple-binary-encoding/pulls) in GitHub for details and changes.
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## SBE version 2.0 Release Candidate 2
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These issues were resolved and accepted for version 2.0 Release Candidate 2.
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| Issue | Description |
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|------:|----------------------------------------------------------------|
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| 94 | XInclude does not work because of missing xml:base attribute allowance |
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| 95 | Single-byte character set |
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| 96 | Package override on type |
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| 99 | Revert to XML Schema version 1.0 |
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| 101 | update examples section for v2.0RC2 |
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| 106 | Version number in SBE.XSD file name |
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## SBE version 2.0 Release Candidate 1
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These issues were resolved and accepted for version 2.0 Release Candidate 1.
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| Issue | Description |
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|------:|----------------------------------------------------------------|

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