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Message Header
MarketFactory has defined a custom messageHeader composite that includes additional fields to those mandated by the SBE 1.0 Standard. These are:
- messageStart
- messageLength
- msgSeqNum
- sendingTime
Message Start
Background
This is a constant value two byte magic number at the start of every message.
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The two byte field also ensures that the message header components are optimally aligned for efficient direct access.
Usage
A constant value of 17997 must always be assigned to this field, this corresponds to an on-the-wire byte representation of "MF":
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| Warning |
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| 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:
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Overview
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