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A major version change (v19456) is scheduled for w/e 12 April 2024, which will include changes that are not backwardly compatible.

ALL Venues

Major Whisperer version changes are scheduled approximately every 9 months.

These upgrades are necessary to keep the API in good order and may not be backwardly compatible. If clients wish to utilise functionality released after that date it will be necessary to migrate to the latest schema version.

The changes typically include:

Removal of deprecated messages and components (impacting message layout), datatypes and enumeration values.
Reordering of message components.
Changing wire representations of individual fields (e.g. String lengths).
Renaming of fields, enumeration values and messages (typically semantic types and wire values will remain unchanged).

MarketFactory is building MarketData connectivity to venues where Price-Depth market data books regularly contain 300+ entries and it is not currently possible to deliver the full book as received from the venue.

The Whisperer schema has historically used uint8 as the primitive type for it's SBE group dimension encoding composite data types, which restricts the maximum number of repeating group entries to 255.

The Whisperer schema will be changed so that the group dimension encoding utilises a uint16 primitive type instead - supporting a maximum of 65535 entries and eliminating this arbitrary constraint.

Although catalysed by MarketDataIncrementalRefresh messages, this change will be applied across all repeating group instances. This is to avoid any possible reoccurance of this problem for other use cases, such as pre-trade allocations.

No fields or other values are changing, the impact of this API change is thus as follows:

SBE clients must regenerate stubs against the new schema version to ensure that the codecs correctly reflect the extra bytes occupied by the composite data types.
FIX protocol clients are unaffected.

New schema and dictionary files are attached, below.