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.
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SBE Schema
The following SBE Schema will be used for the SBE encoding example in the next section.
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</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:
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CME Globex MDP uses little-endian byte ordering. Therefore, in the example below a hexadecimal value of FE CA is inputted as FE CA in most conversion calculators. |
| HEXADECIMAL | TAG | NAME | TYPE | VALUE | DESCRIPTION |
|---|---|---|---|---|---|
| Technical Header | |||||
| FE CA | - | encodingType | String 2 | CAFE | This example uses a TCP technical header within the packet structure. |
| 01 00 00 00 | - | MsgSeqNum | String 4 | 01 | |
| bf 32 c2 5b ff 5f 15 16 | - | SendingTime | String 8 | 1591283593706091199 | The epoch Sending Time value of 1633099253939247451 converts to June 4, 2020 15:13:13.706 UTC |
| Message Header | |||||
| 58 00 | - | MsgSize | uInt16 | 88 | MsgSize is the first field in the the SBE message header. |
| 4e 00 | - | BlockLength | uInt16 | 78 | |
| c8 00 | - | TemplateID | uInt16 | 200 | |
| 02 00 | - | SchemaID | uInt16 | 2 | |
| 00 | - | Version | uInt16 | 0 | |
| SBE Encoded FIX Message | |||||
| - | 39003 | HMACVersion | HMACVersion | CME-1-SHA-256 | This value is defined as a constant in the SBE schema and should not be sent on the wire. |
| 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 | 39005 | HMACSignature | String32Req | �ú¶FžÉ‡\Õ\=YûµV¹Ø‰bëˆz?Ñ°¯?}.V8÷ | |
| 45 4a 4d 59 54 69 44 68 68 43 47 4e 51 76 6a 71 47 77 56 6e | 39004 | AccessKeyID | String20Req | EJMYTiDhhCGNQvjqGwVn | |
| 1e e4 56 95 43 a7 05 00 | 39001 | UUID | uInt64 | 1591283593700382 | |
| f8 15 6b 5b ff 5f 15 16 | 39002 | RequestTimestamp | uInt64 | 1591283593700382200 | The epoch Sending Time value of 1591283593700382200 converts to June 4, 2020 15:13:13.700 UTC |
| 4d 44 34 31 48 | 39006 | Session | String5 | MD41H | |
| 4c 49 53 54 32 | 39007 | Firm | String5 | LIST2 | |