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Warning
Should a message be received that has an incorrect value set for this field, then that will result in the FH initiating a Logout.


Message Length

The standard header doesn't include this and its absence prevents backward compatibility in the general case.

Message Sequence Number

Rather than use a separate framing message to prefix every API message to contain this information, MF has elected to ensure that this message is transported in the API message itself.

Location in the messageHeader composite element means that the field is universally available.

Sending Time

Rather than use a separate framing message to prefix every API message to contain this information, MF has elected to ensure that this message is transported in the API message itself.

Location in the messageHeader composite element means that the field is universally available.

Hops Group

MarketFactory provides a detailed breakdown of inbound message latencies from the Venue to the Client via the NoHops group included in all Application-level messages. This group contains the following fields:

  • HopRefID - this is the specific sequence number of the originating Venue message.
  • HopSendingTime - this is the Venue clock time that the Venue message was sent.
  • HopNetworkTime - this is the MF clock time that the Venue message was received by MF hardware. Solarflare is used for this purpose.
  • HopArrivalTime - this is the MF clock time that the Venue message was received in the Whisperer Enterprise Feed Handler application.


Info
titleRelative Clock Drift
Venue clock timestamps may be synched to different time-servers to those used by MarketFactory and may exhibit drift relative to the MarketFactory clock.


Client application software, Corvil and other network analysers can use these fields to in combination with measurements of arrival time in the client network to build up a

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multi-hop view of the latency.