Data Types

The following data types are used by BOEv3. The size of some data types varies by message. All data types have default values of binary zero, in both TPH to CFE and CFE to TPH contexts.

• Binary: Little Endian byte order, unsigned binary value. The number of bytes used depends on the context.
  • One byte: FE = 254
  • Four bytes: 64 00 00 00 = 100
• Signed Binary: Little Endian byte order, signed two's complement, binary value. The number of bytes used depends on the context.
  • One byte: DF = -33
  • Four bytes: 64 00 00 00 = +100
• Binary Price: Little Endian byte order value, signed two's complement, eight bytes in size, with four implied decimal places. So, if the value is -123,400, the actual value taking into account implied decimal places is -12.34.
  • 08 E2 01 00 00 00 00 00 = 123,400/10, 000 = 12.34
  • F8 1D FE FF FF FF FF FF = -123,400/10, 000 = -12.34
• Alpha: ASCII uppercase letters (A-Z) and lowercase letters (a-z) only. ASCII NUL (0x00) filled on the right, if necessary. The number of bytes used depends on the context.
• Alphanumeric: ASCII uppercase letters (A-Z), lowercase letters (a-z) and numbers (0-9) only. ASCII NUL (0x00) filled on the right, if necessary.
• Text: Printable ASCII characters only (binary values in the inclusive range 0x20 through 0x7E). ASCII NUL (0x00) filled on the right, if necessary.
• DateTime: 8 bytes. The date and time, in UTC, represented as nanoseconds past the UNIX epoch (00:00:00 UTC on 1 January 1970). The nanoseconds portion is used on the RequestReceivedTime field only and set to 0 by the exchange in all other fields.
  • E0 FE 20 F7 36 71 F8 11F = 1,294,909,373,757,324, 000 = 2011-01-13 09:02:53.757324 UTC
• Date: Little Endian byte order, unsigned binary value, 4 bytes in size. The YYYYMMDD expressed as an integer.
  • A7 3C 34 01 = 20200615 = June 15, 2020
• Reserved: sequence of ASCII NUL (0x00) values when sent by the TPH. May contain any values when sent by the exchange, and should be ignored by the TPH.