[This message was posted by Naresh Maharaj of Instinet Europe plc
<[email protected]> to the "FAST Protocol" discussion forum at
http://fixprotocol.org/discuss/46. You can reply to it on-line at
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Here is the set of bits;
08 CD 76 C0 E4 53 57 58 47 52 4F 55 50 2D 4D 44 ..v..SWXGROUP-MD
49 2E 50 30 B1 01 17 8D 32 30 30 39 31 30 32 38 I.P0....20091028
2D 30 35 3A 31 31 3A 30 35 2E 38 34 B9 81 43 5A -05:11:05.84..CZ
30 30 30 31 30 30 30 37 34 B9 81 5B C0 B2 00 5C 000100074..[...\
Here is the required output as seen in openfast:
8=FIXT.1.1,35=W,1128=7,49=SWXGROUP-MDI.P01,56=SWXGROUP-MDC,34=19341,97=N,52=20091028-05:11:05.849,1021=1,48=CZ0001000749,22=4,268=1
Here is the individual tags and bytes:
08 CD = blocksize unsigned int 1101
76 C0 = pmap 1110110 1000000
E4 = message template ID = (100)
[string name="BeginString" id="8"] [constant value="FIXT.1.1"/]
[string name="MessageType" id="35"] [constant value="W"/] [/string]
[string name="ApplVerID" id="1128"] [constant value="7"/] [/string]
[string name="SenderCompID" id="49"] [copy/] [/string]
53 57 58 47 52 4F 55 50 2D 4D 44 49 2E 50 30 B1 = (49=SWXGROUP-MDI.P01)
[string name="TargetCompID" id="56"] [constant value="SWXGROUP-MDC"/]
[uInt32 name="MsgSeqNum" id="34"] [increment/] [/uInt32]
01 17 8D = (34=19341)
[string name="PossResend" id="97"][copy value="N"/][/string]
[string name="SendingTime" id="52"] [tail/] [/string]
32 30 30 39 31 30 32 38 2D 30 35 3A 31 31 3A 30 35 2E 38 34 B9 =
(52=20091028-05:11:05.849)
[uInt32 name="MDBookType" id="1021"][copy/][/uInt32]
81 = 1021=1
[uInt32 name="MDFeedType" id="1022" presence="optional"][constant value="0"/]
No value as pmap is false
[string name="SecurityID" id="48"] [tail/] [/string]
43 5A 30 30 30 31 30 30 30 37 34 B9 = (48=CZ0001000749)
[string name="SecurityIDSource" id="22"] [constant value="4"/]
[sequence name="MDEntries"]
[typeRef name="MDFullGrp"/]
[length name="NoMDEntries" id="268"/]
The next byte is 81 which is 1 but as the pmpa is false I can't read this value
and as the fist message then dictionary is empty.
Running it through openfast gives me the correct output:
8=FIXT.1.1,35=W,1128=7,49=SWXGROUP-MDI.P01,56=SWXGROUP-MDC,34=19341,97=N,52=20091028-05:11:05.849,1021=1,48=CZ0001000749,22=4,268=1
Not sure what I am doign wrong here as it seems I am reading all the pmap bits
correctly
> Is it possible to have a sequence as below where the pmap bit is set to
> false for the length of the sequence.
>
> [sequence name="MDEntries"] [typeRef name="MDIncGrp"/] [length
> name="NoMDEntries" id="268"] [copy/] [/length] [string
> name="MDUpdateAction" id="279"] [copy value="0"/] [/string] [!-- 0:
> New --] ....
>
> The field [length name="NoMDEntries" id="268"] [copy/] [/length]
>
> has a false in the pmap bit
>
> Therefore am not sure who many times to iterate through the sequence
>
> Naresh
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