Session enums & encodings

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Enumerations

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CredentialType

Encoding: uint8

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NegotiationRejectCode

Encoding: uint8

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TerminationCode

Encoding: uint8

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SubscriptionRequestType

Encoding: uint8

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InstrumentListRequestType

Encoding: uint8

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MarketDataFeed

Encoding: uint8

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SubscriptionResult

Encoding: uint8

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Primitive and composite encodings

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messageHeader

Composite of: blockLength:uint16, templateId:uint16, schemaId:uint16, version:uint16.

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SessionId

Composite of: low:uint64, high:uint64.

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groupSizeEncoding

Composite of: blockLength:uint16, numInGroup:uint16.

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InstrumentId

Primitive uint64, length 1, required. Opaque, globally unique instrument identifier assigned by Instrument Registry.

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SequenceNumber

Primitive uint64, length 1, required. Connection-local frame count, with zero meaning no frame received.

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TimestampNs

Primitive int64, length 1, required. Positive UTC timestamp in nanoseconds since the Unix epoch.

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VarStringEncoding

Composite of: length:uint16, varData:char. Variable-length UTF-8 string. length is the number of bytes in varData, up to 65534. Used by compId, accessKey and the reason fields.

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VarBufferEncoding

Composite of: length:uint32, varData:uint8. Variable-length byte buffer. length is the number of bytes in varData, up to 2147483647. Used by the Negotiate signature.