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>
Where
This repeating group is available in messages as per the table below, for more detail reference the SBE Schema.
| Message | Parent Group |
|---|---|
| MarketDataIncrementalRefresh | NoMDEntries |
| QuoteRequest | NoLegs |
| Quote | NoLegs |
| MassQuote | NoQuoteEntries |
| NewOrderMultileg | NoLegs |
| ExecutionReport | NoLegs |
Venue-Specific Details
| Venue | Tag Number (PassthruKey) | Tag Name | Parent Group |
|---|---|---|---|
| Standard Chartered | |||
Overview
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