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Merge pull request #109 from donmendelson/issue101
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Task: update examples section for v2.0RC2 #101
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@donmendelson
donmendelson authored Jul 31, 2019
2 parents fd8b9ac + 5a56df5 commit a352938
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94 changes: 45 additions & 49 deletions v2-0-RC2/doc/07Examples.md
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Expand Up @@ -9,11 +9,11 @@ Not all FIX enumeration values are listed in the samples.
## SBE Message Schema
```xml
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<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">
<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">
<types>
<type name="date" primitiveType="uint16"/>
<type name="enumEncoding" primitiveType="char"/>
<type name="idString" length="8" primitiveType="char"/>
<type name="idString" length="8" primitiveType="char" characterEncoding="ISO_8859_1"/>
<type name="intEnumEncoding" primitiveType="uint8"/>
<type name="currency" length="3" primitiveType="char" description="ISO 4217"/>
<composite name="DATA">
Expand Down Expand Up @@ -97,38 +97,40 @@ Not all FIX enumeration values are listed in the samples.
<validValue name="Sell">2</validValue>
</enum>
</types>
<sbe:message name="BusinessMessageReject" id="97" blockLength="9" semanticType="j">
<field name="BusinesRejectRefId" id="379" type="idString" offset="0" semanticType="String"/>
<field name="BusinessRejectReason" id="380" type="businessRejectReasonEnum" offset="8" semanticType="int"/>
<data name="Text" id="58" type="DATA" semanticType="data"/>
</sbe:message>
<sbe:message name="ExecutionReport" id="98" blockLength="42" semanticType="8">
<field name="OrderID" id="37" type="idString" offset="0" semanticType="String"/>
<field name="ExecID" id="17" type="idString" offset="8" semanticType="String"/>
<field name="ExecType" id="150" type="execTypeEnum" offset="16" semanticType="char"/>
<field name="OrdStatus" id="39" type="ordStatusEnum" offset="17" semanticType="char"/>
<field name="Symbol" id="55" type="idString" offset="18" semanticType="String"/>
<field name="MaturityMonthYear" id="200" type="MONTH_YEAR" offset="26" semanticType="MonthYear"/>
<field name="Side" id="54" type="sideEnum" offset="31" semanticType="char"/>
<field name="LeavesQty" id="151" type="qtyEncoding" offset="32" semanticType="Qty"/>
<field name="CumQty" id="14" type="qtyEncoding" offset="36" semanticType="Qty"/>
<field name="TradeDate" id="75" type="date" offset="40" semanticType="LocalMktDate"/>
<group name="FillsGrp" id="2112" blockLength="12" dimensionType="groupSizeEncoding">
<field name="FillPx" id="1364" type="decimalEncoding" offset="0" semanticType="Price"/>
<field name="FillQty" id="1365" type="qtyEncoding" offset="8" semanticType="Qty"/>
</group>
</sbe:message>
<sbe:message name="NewOrderSingle" id="99" blockLength="54" semanticType="D">
<field name="ClOrdId" id="11" type="idString" offset="0" semanticType="String"/>
<field name="Account" id="1" type="idString" offset="8" semanticType="String"/>
<field name="Symbol" id="55" type="idString" offset="16" semanticType="String"/>
<field name="Side" id="54" type="sideEnum" offset="24" semanticType="char"/>
<field name="TransactTime" id="60" type="timestampEncoding" offset="25" semanticType="UTCTimestamp"/>
<field name="OrderQty" id="38" type="qtyEncoding" offset="33" semanticType="Qty"/>
<field name="OrdType" id="40" type="ordTypeEnum" offset="37" semanticType="char"/>
<field name="Price" id="44" type="decimalEncoding" offset="38" semanticType="Price" presence="optional"/>
<field name="StopPx" id="99" type="decimalEncoding" offset="46" semanticType="Price" presence="optional"/>
</sbe:message>
<messages>
<sbe:message name="BusinessMessageReject" id="97" blockLength="9" semanticType="j">
<field name="BusinesRejectRefId" id="379" type="idString" offset="0" semanticType="String"/>
<field name="BusinessRejectReason" id="380" type="businessRejectReasonEnum" offset="8" semanticType="int"/>
<data name="Text" id="58" type="DATA" semanticType="data"/>
</sbe:message>
<sbe:message name="ExecutionReport" id="98" blockLength="42" semanticType="8">
<field name="OrderID" id="37" type="idString" offset="0" semanticType="String"/>
<field name="ExecID" id="17" type="idString" offset="8" semanticType="String"/>
<field name="ExecType" id="150" type="execTypeEnum" offset="16" semanticType="char"/>
<field name="OrdStatus" id="39" type="ordStatusEnum" offset="17" semanticType="char"/>
<field name="Symbol" id="55" type="idString" offset="18" semanticType="String"/>
<field name="MaturityMonthYear" id="200" type="MONTH_YEAR" offset="26" semanticType="MonthYear"/>
<field name="Side" id="54" type="sideEnum" offset="31" semanticType="char"/>
<field name="LeavesQty" id="151" type="qtyEncoding" offset="32" semanticType="Qty"/>
<field name="CumQty" id="14" type="qtyEncoding" offset="36" semanticType="Qty"/>
<field name="TradeDate" id="75" type="date" offset="40" semanticType="LocalMktDate"/>
<group name="FillsGrp" id="2112" blockLength="12" dimensionType="groupSizeEncoding">
<field name="FillPx" id="1364" type="decimalEncoding" offset="0" semanticType="Price"/>
<field name="FillQty" id="1365" type="qtyEncoding" offset="8" semanticType="Qty"/>
</group>
</sbe:message>
<sbe:message name="NewOrderSingle" id="99" blockLength="54" semanticType="D">
<field name="ClOrdId" id="11" type="idString" offset="0" semanticType="String"/>
<field name="Account" id="1" type="idString" offset="8" semanticType="String"/>
<field name="Symbol" id="55" type="idString" offset="16" semanticType="String"/>
<field name="Side" id="54" type="sideEnum" offset="24" semanticType="char"/>
<field name="TransactTime" id="60" type="timestampEncoding" offset="25" semanticType="UTCTimestamp"/>
<field name="OrderQty" id="38" type="qtyEncoding" offset="33" semanticType="Qty"/>
<field name="OrdType" id="40" type="ordTypeEnum" offset="37" semanticType="char"/>
<field name="Price" id="44" type="decimalEncoding" offset="38" semanticType="Price" presence="optional"/>
<field name="StopPx" id="99" type="decimalEncoding" offset="46" semanticType="Price" presence="optional"/>
</sbe:message>
</messages>
</sbe:messageSchema>
```

Expand Down Expand Up @@ -184,13 +186,11 @@ Hexadecimal and ASCII representations (little-endian byte order):
```
00 00 00 48 eb 50 36 00 63 00 5b 00 00 00 00 00 : H P6 c [
00 00 4f 52 44 30 30 30 30 31 41 43 43 54 30 31 : ORD00001ACCT01
00 00 47 45 4d 34 00 00 00 00 31 00 a0 37 3a ce : GEM4 1 7:
10 40 15 07 00 00 00 32 1a 85 01 00 00 00 00 00 : @ 2
00 00 47 45 4d 34 00 00 00 00 31 c0 1a 31 96 2a : GEM4 1 1 *
5e b0 15 07 00 00 00 32 1a 85 01 00 00 00 00 00 :^ 2
00 00 00 00 00 00 00 80 :
```

**Interpretation**

### Interpretation
|Wire format|Field ID|Name|Offset|Length|Interpreted value|
|-----------|-------:|----|-----:|-----:|-----------------|
| `00000048` | | SOFH message length | 0 | 4 | 72 |
Expand All @@ -205,11 +205,12 @@ Hexadecimal and ASCII representations (little-endian byte order):
| `4143435430310000` | 1 | Account | 8 | 8 | ACCT01 |
| `47454d3400000000` | 55 | Symbol | 16 | 8 | GEM4 |
| `31` | 54 | Side | 24 | 1 | Buy |
| `00a0373ace104015` | 60 | TransactTime | 25 | 8 | 2018-07-10T17:05:51.232Z |
| `c01a31962a5eb015` | 60 | TransactTime | 25 | 8 | 2019-07-11T13:43:27.699Z |
| `07000000` | 38 | OrderQty | 33 | 4 | 7 |
| `32` | 40 | OrdType | 37 | 1 | Limit |
| `1a85010000000000` | 44 | Price | 38 | 8 | 99.610 |
| `0000000000000080` | 99 | StopPx | 46 | 8 | null | |
| `0000000000000080` | 99 | StopPx | 46 | 8 | null |


Message with a repeating group
------------------------------
Expand All @@ -236,8 +237,7 @@ Hexadecimal and ASCII representations (little-endian byte order):
ff 31 01 00 00 00 06 00 00 00 75 3e 0c 00 02 00 : 1 u>
00 00 00 00 1a 85 01 00 00 00 00 00 02 00 00 00 :
24 85 01 00 00 00 00 00 04 00 00 00 :$
```

```
### Interpretation
Offset is from beginning of block.

Expand Down Expand Up @@ -266,26 +266,22 @@ Offset is from beginning of block.
| `0000` | | No. of var data | 6 | 2 | 0 |
| `1a85010000000000` | 1364 | FillPx | 0 | 8 | 99.610 |
| `02000000` | 1365 | FillQty | 8 | 4 | 2 |
| `2485010000000000` | 1364 | FillPx | 0 | 8 | 99.620 |
| `2485010000000000` | 1364 | FillPx | 0 | 8 | 99.620 |
| `04000000` | 1365 | FillQty | 8 | 4 | 4 |

Message with a variable-length field
------------------------------------

### Wire format of a business reject message

Hexadecimal and ASCII representations (little-endian byte order):

```
00 00 00 44 eb 50 09 00 61 00 5b 00 00 00 00 00 : D P a [
01 00 4f 52 44 30 30 30 30 31 06 27 00 4e 6f 74 : ORD00001 ' Not
20 61 75 74 68 6f 72 69 7a 65 64 20 74 6f 20 74 : authorized to t
72 61 64 65 20 74 68 61 74 20 69 6e 73 74 72 75 :rade that instru
6d 65 6e 74 :ment
```

```
### Interpretation

|Wire format|Field ID|Name|Offset|Length|Interpreted value|
|-----------|-------:|----|-----:|-----:|-----------------|
| `00000044` | | SOFH message length | 0 | 4 | 68 |
Expand Down
24 changes: 19 additions & 5 deletions v2-0-RC2/doc/08ReleaseNotes.md
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@@ -1,11 +1,25 @@
Release Notes
=============
# Release Notes

These are the changes made since SBE version 1.0.

SBE version 2.0 Release Candidate 1
-------------------
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.
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.

## SBE version 2.0 Release Candidate 2

These issues were resolved and accepted for version 2.0 Release Candidate 2.

| Issue | Description |
|------:|----------------------------------------------------------------|
| 94 | XInclude does not work because of missing xml:base attribute allowance |
| 95 | Single-byte character set |
| 96 | Package override on type |
| 99 | Revert to XML Schema version 1.0 |
| 101 | update examples section for v2.0RC2 |
| 106 | Version number in SBE.XSD file name |

## SBE version 2.0 Release Candidate 1

These issues were resolved and accepted for version 2.0 Release Candidate 1.

| Issue | Description |
|------:|----------------------------------------------------------------|
Expand Down

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