Message Templates
Messages for the Cboe Streaming Market are described in this document in tabular text format and as an XML template. Templates define the content and characteristics of the messages to be encoded or decoded. Firms are encouraged to write software capable of using the XML templates to decode data from the CBOE Streaming Market.
XML templates are used to specify the structure, data types, field names, and FIX tags of a message:
<template name="MDIncRefresh" id="0"> | Start of new template |
<string name="MessageType" id="35" byteLength="1" value="X" /> | Defines a String Data Type Field. The ID which represents the FIX Tag is not transferred on the wire. |
<uInt32 name="MsgSeqNum"
id="34" /> | |
<sequence name="MDEntries"> | Defines the start of a repeating group |
<length name="NoMDEntries" id ="268"/> | Length of repeating group |
<string name="Symbol" id="55"/> | |
<uInt32 name="Quantity" id="53 /> | |
</sequence> | End repeating group |
</template> | End template |