This topic provides an example of a fully encoded client-to-CME Globex SBE negotiate message for conflated TCP.  For more information regarding conflated TCP functionality consult Conflated TCP Market Data Group Processing page.  

Contents

SBE Schema 

The following SBE Schema will be used for the SBE encoding example in the next section.

<?xml version="1.0" encoding="UTF-8" standalone="true"?>

<ns2:messageSchema xsi:schemaLocation="http://www.fixtradingcommunity.org/pg/file/fplpo/read/1196759/simple-binary-encoding-rc2xsd SimpleBinary-RC2.xsd" byteOrder="littleEndian" description="20190620" semanticVersion="FIX5SP2" version="0" id="2" package="mdpsessionmgmt" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:ns2="http://www.fixprotocol.org/ns/simple/1.0">

<types>

<type description="HMACVersion" semanticType="String" primitiveType="char" length="13" presence="constant" name="HMACVersion">CME-1-SHA-256</type>

<type description="int32" primitiveType="int32" name="Int32"/>

<type description="String length 20" semanticType="String" primitiveType="char" length="20" name="String20Req"/>

<type description="String length 32 " semanticType="String" primitiveType="char" length="32" name="String32Req"/>

<type description="String length 5" semanticType="String" primitiveType="char" length="5" name="String5"/>

<type description="Unsigned Int16 with NULL" primitiveType="uint16" presence="optional" name="uInt16NULL" nullValue="65535"/>

<type description="uInt32" primitiveType="uint32" name="uInt32"/>

<type description="uInt32NULL" primitiveType="uint32" presence="optional" name="uInt32NULL" nullValue="4294967295"/>

<type description="uInt64" primitiveType="uint64" name="uInt64"/>

<types>

<ns2:message description="Negotiate" id="200" semanticType="MsgTypeNeg" name="Negotiate200" blockLength="78">

<field description="Constant value representing CME HMAC version" id="39003" semanticType="String" name="HMACVersion" type="HMACVersion"/>

...

<field description="Firm ID" id="39007" semanticType="String" name="Firm" type="String5" offset="73"/>

</ns2:message>

</ns2:messageSchema>

Encoding Example

The table below shows the elements of a client-to-CME Globex Negotiate message.  The following SBE hexadecimal message will be encoded:

FE CA 01 00 00 00 bf 32 c2 5b ff 5f 15 16 58 00 4e 00 c8 00 02 00 00 00 fa b6 46 9e c9 87 5c d5 5c 3d 59 fb b5 56 b9 d8 89 1c 62 eb 88 7a 3f d1 b0 af 3f 7d 2e 56 38 f7 45 4a 4d 59 54 69 44 68 68 43 47 4e 51 76 6a 71 47 77 56 6e 1e e4 56 95 43 a7 05 00 f8 15 6b 5b ff 5f 15 16 4d 44 34 31 48 4c 49 53 54 32