SEQUENCE Field
A sequence is a repeating group of fields. A length field encoded as an unsigned int immediately precedes the fields contained in the sequence. The length field is defined in a template with a special attribute of <length, and it can be modified with byteLength attribute. If byteLength= "1", the encoded length field is a single 8-bit unsigned byte. All sequences transmitted to the CBOE Streaming Market use a single 8-bit unsigned length and can be no longer than 255 entries.
Sequences are encoded as follows:
| Length | Group #1 | Group #1 | … | Group #1 | Group #2 | Group #2 | … | Group #2 | … |
| Field | Field #1 | Field #2 | ... | Field #N | Field #1 | Field #2 | ... | Field #N | ... |
Below is an example sequence with 2 MDEntries elements:
| Field | Length in Bytes | Value | Comments |
|---|---|---|---|
| NoMDEntries | 1 | 2 | Length of MDEntries Sequence |
| MDEntryType | 1 | '0' | Bid entry |
| MDEntryPx | 5 | FE0000000A | FE == -2 exponent, 0000000A == 10 mantissa, value == 0.10 |
| MDEntryType | 1 | '1' | Ask entry |
| MDEntryPx | 4 | FE00000010 | FE == -2 exponent, 00000010 == 16 mantissa, value == 0.16 |