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 - wire decoder resynchronisation scenarios.
Role - helper to improve resynchronisation robustness, times,
MF - usage
Corvil - usage
Client - optional usage

Message Length

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

Message Sequence Number

Sending Time

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.

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 multihop view of the latency.