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Whilst the SBE Schema defines all the key fields typically expected for a given message type, there is still a need to support custom fields defined and used by individual venues.

Overview

Market Factory allows clients to reference or populate these custom fields via the provision of a NoPassthruFields repeating group containing key/value pairs:


NoPassthruFields
<group name="NoPassthruFields" id="20073" dimensionType="groupSizeEncoding" description="To be used only to transport custom/non-normalisable Venue-specific attributes.">
    <field name="PassthruKey" id="20074" type="PassthruKey" description="Venue-specific name of this element (e.g. Fix tag name)."/>
    <field name="PassthruValue" id="20075" type="PassthruValue" description="Arbitrary value to be assigned to this element."/>
</group>


In general

This repeating group is available in messages as per the table below, for more detail reference the SBE Schema.


MessageParent Group
MarketDataIncrementalRefreshNoMDEntries
QuoteRequestNoLegs
QuoteNoLegs
MassQuoteNoQuoteEntries
NewOrderMultilegNoLegs
ExecutionReportNoLegs


Venue-Specific details

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