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ilinkbinary.jsonld
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ilinkbinary.jsonld
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{
"messageSchema": {
"@_package": "iLinkBinary",
"@_id": 8,
"@_version": 5,
"@_semanticVersion": "FIX5.0",
"@_description": 20200212,
"@_byteOrder": "littleEndian",
"@_schemaLocation": "http://www.fixtradingcommunity.org/pg/file/fplpo/read/1196759/simple-binary-encoding-rc2xsd SimpleBinary-RC2.xsd",
"types": {
"type": [
{
"@_name": "CHAR",
"@_description": "char",
"@_primitiveType": "char"
},
{
"#text": "IDEMPOTENT",
"@_name": "ClientFlowType",
"@_description": "ClientFlowType",
"@_presence": "constant",
"@_length": 10,
"@_primitiveType": "char",
"@_semanticType": "String"
},
{
"#text": 2,
"@_name": "CrossOrderType",
"@_description": "Cross order type supports only limit order",
"@_presence": "constant",
"@_length": 1,
"@_primitiveType": "char",
"@_semanticType": "char"
},
{
"#text": 0,
"@_name": "CrossPrioritization",
"@_description": "Cross Prioritization",
"@_presence": "constant",
"@_length": 1,
"@_primitiveType": "char",
"@_semanticType": "char"
},
{
"#text": 3,
"@_name": "CrossType",
"@_description": "Cross Type",
"@_presence": "constant",
"@_length": 1,
"@_primitiveType": "char",
"@_semanticType": "char"
},
{
"#text": 1,
"@_name": "CxlRejRsp",
"@_description": "Cancel Reject",
"@_presence": "constant",
"@_length": 1,
"@_primitiveType": "char",
"@_semanticType": "char"
},
{
"#text": 2,
"@_name": "CxrRejRsp",
"@_description": "Cancel Replace Reject",
"@_presence": "constant",
"@_length": 1,
"@_primitiveType": "char",
"@_semanticType": "char"
},
{
"#text": "RECOVERABLE",
"@_name": "ExchFlowTyp",
"@_description": "ExchangeFlowType",
"@_presence": "constant",
"@_length": 11,
"@_primitiveType": "char",
"@_semanticType": "String"
},
{
"#text": 0,
"@_name": "ExecTypNew",
"@_description": "ExecTypNew",
"@_presence": "constant",
"@_length": 1,
"@_primitiveType": "char",
"@_semanticType": "char"
},
{
"#text": 8,
"@_name": "ExecTypRej",
"@_description": "Exec Type Reject",
"@_presence": "constant",
"@_length": 1,
"@_primitiveType": "char",
"@_semanticType": "char"
},
{
"#text": "I",
"@_name": "ExecTypStatus",
"@_description": "ExecTypStatus",
"@_presence": "constant",
"@_length": 1,
"@_primitiveType": "char",
"@_semanticType": "char"
},
{
"#text": 4,
"@_name": "ExecTypeCxl",
"@_description": "Exec Type Cxl",
"@_presence": "constant",
"@_length": 1,
"@_primitiveType": "char",
"@_semanticType": "char"
},
{
"#text": "C",
"@_name": "ExecTypeExp",
"@_description": "Exec Type Exp",
"@_presence": "constant",
"@_length": 1,
"@_primitiveType": "char",
"@_semanticType": "char"
},
{
"#text": 5,
"@_name": "ExecTypeModify",
"@_description": "ExecType Modify",
"@_presence": "constant",
"@_length": 1,
"@_primitiveType": "char",
"@_semanticType": "char"
},
{
"#text": "F",
"@_name": "ExecTypeTrade",
"@_description": "Execution type for trade",
"@_presence": "constant",
"@_length": 1,
"@_primitiveType": "char",
"@_semanticType": "char"
},
{
"#text": "CME-1-SHA-256",
"@_name": "HMACVersion",
"@_description": "HMACVersion",
"@_presence": "constant",
"@_length": 13,
"@_primitiveType": "char",
"@_semanticType": "String"
},
{
"@_name": "Int32",
"@_description": "int32",
"@_primitiveType": "int32"
},
{
"@_name": "Int32NULL",
"@_presence": "optional",
"@_nullValue": 2147483647,
"@_primitiveType": "int32"
},
{
"#text": 8,
"@_name": "LegSecIDSource",
"@_description": "Leg security ID source in UDS creation",
"@_presence": "constant",
"@_length": 1,
"@_primitiveType": "char",
"@_semanticType": "char"
},
{
"@_name": "LocalMktDate",
"@_presence": "optional",
"@_nullValue": 65535,
"@_primitiveType": "uint16",
"@_semanticType": "LocalMktDate"
},
{
"#text": 3,
"@_name": "MassAction",
"@_description": "Mass action type to represent mass cancel",
"@_presence": "constant",
"@_length": 1,
"@_primitiveType": "char",
"@_semanticType": "char"
},
{
"#text": 5,
"@_name": "ModifyStatus",
"@_description": "ModifyStatus",
"@_presence": "constant",
"@_length": 1,
"@_primitiveType": "char",
"@_semanticType": "char"
},
{
"#text": 1,
"@_name": "NoPtyUpd",
"@_description": "NoPtyUpd",
"@_presence": "constant",
"@_length": 1,
"@_primitiveType": "uint8",
"@_semanticType": "int"
},
{
"#text": 4,
"@_name": "OrdStatusCxl",
"@_description": "Ord Status Cxl",
"@_presence": "constant",
"@_length": 1,
"@_primitiveType": "char",
"@_semanticType": "char"
},
{
"#text": "U",
"@_name": "OrdStatusCxlRej",
"@_description": "OrdStatusCxrRej",
"@_presence": "constant",
"@_length": 1,
"@_primitiveType": "char",
"@_semanticType": "char"
},
{
"#text": "U",
"@_name": "OrdStatusCxrRej",
"@_description": "OrdStatusCxrRej",
"@_presence": "constant",
"@_length": 1,
"@_primitiveType": "char",
"@_semanticType": "char"
},
{
"#text": "C",
"@_name": "OrdStatusExp",
"@_description": "Order Status Exp",
"@_presence": "constant",
"@_length": 1,
"@_primitiveType": "char",
"@_semanticType": "char"
},
{
"#text": 0,
"@_name": "OrdStatusNew",
"@_description": "Order status of New",
"@_presence": "constant",
"@_length": 1,
"@_primitiveType": "char",
"@_semanticType": "char"
},
{
"#text": 8,
"@_name": "OrdStatusRej",
"@_description": "Order Status Reject",
"@_presence": "constant",
"@_length": 1,
"@_primitiveType": "char",
"@_semanticType": "char"
},
{
"#text": "C",
"@_name": "PartyIDSource",
"@_description": "PartyIDSource",
"@_presence": "constant",
"@_length": 1,
"@_primitiveType": "char",
"@_semanticType": "char"
},
{
"#text": 8,
"@_name": "SecurityIDSource",
"@_description": "SecurityIDSource",
"@_presence": "constant",
"@_length": 1,
"@_primitiveType": "char",
"@_semanticType": "char"
},
{
"#text": 1,
"@_name": "SecurityReqType",
"@_description": "Security request type for UDS creation",
"@_presence": "constant",
"@_length": 1,
"@_primitiveType": "char",
"@_semanticType": "char"
},
{
"@_name": "String10Req",
"@_description": "String with length of 10 required",
"@_length": 10,
"@_primitiveType": "char",
"@_semanticType": "String"
},
{
"@_name": "String17",
"@_description": "Optional string with length of 17",
"@_presence": "optional",
"@_length": 17,
"@_primitiveType": "char",
"@_semanticType": "String"
},
{
"@_name": "String2",
"@_description": "StringLength2",
"@_length": 2,
"@_primitiveType": "char",
"@_semanticType": "String"
},
{
"@_name": "String20",
"@_description": "String Length 20",
"@_presence": "optional",
"@_length": 20,
"@_primitiveType": "char",
"@_semanticType": "String"
},
{
"@_name": "String20Req",
"@_description": "String With Length 20",
"@_length": 20,
"@_primitiveType": "char",
"@_semanticType": "String"
},
{
"@_name": "String256",
"@_description": "String with length of 256",
"@_presence": "optional",
"@_length": 256,
"@_primitiveType": "char",
"@_semanticType": "String"
},
{
"@_name": "String3",
"@_description": "String Length of 3 characters",
"@_presence": "optional",
"@_length": 3,
"@_primitiveType": "char",
"@_semanticType": "String"
},
{
"@_name": "String30",
"@_description": "String Length 30",
"@_presence": "optional",
"@_length": 30,
"@_primitiveType": "char",
"@_semanticType": "String"
},
{
"@_name": "String30Req",
"@_description": "String with length of 30 required",
"@_length": 30,
"@_primitiveType": "char",
"@_semanticType": "String"
},
{
"@_name": "String32Req",
"@_description": "String with length of 32 required",
"@_length": 32,
"@_primitiveType": "char",
"@_semanticType": "String"
},
{
"@_name": "String3Req",
"@_description": "String with length 3 required",
"@_length": 3,
"@_primitiveType": "char",
"@_semanticType": "String"
},
{
"@_name": "String40",
"@_description": "String length 40 char",
"@_length": 40,
"@_primitiveType": "char",
"@_semanticType": "String"
},
{
"@_name": "String48",
"@_description": "String with length 48",
"@_presence": "optional",
"@_length": 48,
"@_primitiveType": "char",
"@_semanticType": "String"
},
{
"@_name": "String5",
"@_description": "Optional string with length of 5",
"@_presence": "optional",
"@_length": 5,
"@_primitiveType": "char",
"@_semanticType": "String"
},
{
"@_name": "String5Req",
"@_description": "String with length of 5 required",
"@_length": 5,
"@_primitiveType": "char",
"@_semanticType": "String"
},
{
"@_name": "String75",
"@_description": "String with length of 75",
"@_presence": "optional",
"@_length": 75,
"@_primitiveType": "char",
"@_semanticType": "String"
},
{
"@_name": "String8",
"@_description": "String field length 8",
"@_presence": "optional",
"@_length": 8,
"@_primitiveType": "char",
"@_semanticType": "String"
},
{
"@_name": "String8Req",
"@_description": "String with length of 8 required",
"@_length": 8,
"@_primitiveType": "char",
"@_semanticType": "String"
},
{
"@_name": "StringLength35",
"@_description": "String with length of 35",
"@_presence": "optional",
"@_length": 35,
"@_primitiveType": "char",
"@_semanticType": "String"
},
{
"@_name": "StringLength6",
"@_description": "StringLength6",
"@_presence": "optional",
"@_length": 6,
"@_primitiveType": "char",
"@_semanticType": "String"
},
{
"#text": "Y",
"@_name": "UDI",
"@_description": "UDI",
"@_presence": "constant",
"@_length": 1,
"@_primitiveType": "char",
"@_semanticType": "char"
},
{
"@_name": "charNULL",
"@_description": "Char with null value",
"@_presence": "optional",
"@_nullValue": 0,
"@_primitiveType": "char",
"@_semanticType": "char"
},
{
"@_name": "enumNULL",
"@_presence": "optional",
"@_nullValue": 255,
"@_primitiveType": "uint8"
},
{
"@_name": "uInt16",
"@_description": "uInt16",
"@_primitiveType": "uint16",
"@_semanticType": "int"
},
{
"@_name": "uInt16NULL",
"@_description": "Unsigned Int16 with NULL",
"@_presence": "optional",
"@_nullValue": 65535,
"@_primitiveType": "uint16",
"@_semanticType": "int"
},
{
"@_name": "uInt32",
"@_description": "uInt32",
"@_primitiveType": "uint32",
"@_semanticType": "int"
},
{
"@_name": "uInt32NULL",
"@_description": "uInt32NULL",
"@_presence": "optional",
"@_nullValue": 4294967295,
"@_primitiveType": "uint32",
"@_semanticType": "int"
},
{
"@_name": "uInt64",
"@_description": "uInt64",
"@_primitiveType": "uint64",
"@_semanticType": "int"
},
{
"@_name": "uInt64NULL",
"@_description": "uInt64NULL",
"@_presence": "optional",
"@_nullValue": 18446744073709552000,
"@_primitiveType": "uint64",
"@_semanticType": "int"
},
{
"@_name": "uInt8",
"@_description": "uInt8",
"@_primitiveType": "uint8"
},
{
"@_name": "uInt8NULL",
"@_description": "uInt8NULL",
"@_presence": "optional",
"@_nullValue": 255,
"@_primitiveType": "uint8"
}
],
"composite": [
{
"@_name": "DATA",
"@_description": "DATA Field",
"@_semanticType": "data",
"type": [
{
"@_name": "length",
"@_description": "Length Field",
"@_primitiveType": "uint16",
"@_semanticType": "Length"
},
{
"@_name": "varData",
"@_description": "Variable Length Data",
"@_length": 0,
"@_primitiveType": "char",
"@_semanticType": "data"
}
]
},
{
"@_name": "Decimal32NULL",
"@_description": "Optional floating point decimal with int32 mantissa and int8 exponent",
"type": [
{
"@_name": "mantissa",
"@_description": "mantissa",
"@_presence": "optional",
"@_nullValue": 2147483647,
"@_primitiveType": "int32"
},
{
"@_name": "exponent",
"@_description": "exponent",
"@_presence": "optional",
"@_nullValue": 127,
"@_primitiveType": "int8"
}
]
},
{
"@_name": "Decimal64NULL",
"@_description": "Optional floating point decimal",
"type": [
{
"@_name": "mantissa",
"@_description": "mantissa",
"@_presence": "optional",
"@_nullValue": 9223372036854776000,
"@_primitiveType": "int64"
},
{
"@_name": "exponent",
"@_description": "exponent",
"@_presence": "optional",
"@_nullValue": 127,
"@_primitiveType": "int8"
}
]
},
{
"@_name": "MaturityMonthYear",
"@_description": "Year, Month and Date",
"@_semanticType": "MonthYear",
"type": [
{
"@_name": "year",
"@_description": "YYYY",
"@_presence": "optional",
"@_nullValue": 65535,
"@_primitiveType": "uint16"
},
{
"@_name": "month",
"@_description": "MM",
"@_presence": "optional",
"@_nullValue": 255,
"@_primitiveType": "uint8"
},
{
"@_name": "day",
"@_description": "DD",
"@_presence": "optional",
"@_nullValue": 255,
"@_primitiveType": "uint8"
},
{
"@_name": "week",
"@_description": "WW",
"@_presence": "optional",
"@_nullValue": 255,
"@_primitiveType": "uint8"
}
]
},
{
"@_name": "PRICE9",
"@_description": "Price with constant exponent -9",
"type": [
{
"@_name": "mantissa",
"@_description": "mantissa",
"@_primitiveType": "int64"
},
{
"#text": -9,
"@_name": "exponent",
"@_description": "exponent",
"@_presence": "constant",
"@_primitiveType": "int8"
}
]
},
{
"@_name": "PRICENULL9",
"@_description": "Optional Price with constant exponent -9",
"type": [
{
"@_name": "mantissa",
"@_description": "mantissa",
"@_presence": "optional",
"@_nullValue": 9223372036854776000,
"@_primitiveType": "int64"
},
{
"#text": -9,
"@_name": "exponent",
"@_description": "exponent",
"@_presence": "constant",
"@_primitiveType": "int8"
}
]
},
{
"@_name": "groupSize",
"@_description": "Repeating group dimensions",
"@_semanticType": "NumInGroup",
"type": [
{
"@_name": "blockLength",
"@_primitiveType": "uint16"
},
{
"@_name": "numInGroup",
"@_primitiveType": "uint8"
}
]
},
{
"@_name": "groupSizeEncoding",
"@_description": "Repeating group dimensions",
"type": [
{
"@_name": "blockLength",
"@_primitiveType": "uint16",
"@_semanticType": "Length"
},
{
"@_name": "numInGroup",
"@_primitiveType": "uint16",
"@_semanticType": "NumInGroup"
}
]
},
{
"@_name": "messageHeader",
"@_description": "Template ID and length of message root",
"type": [
{
"@_name": "blockLength",
"@_primitiveType": "uint16"
},
{
"@_name": "templateId",
"@_primitiveType": "uint16"
},
{
"@_name": "schemaId",
"@_primitiveType": "uint16"
},
{
"@_name": "version",
"@_primitiveType": "uint16"
}
]
}
],
"enum": [
{
"@_name": "AvgPxInd",
"@_encodingType": "uInt8NULL",
"validValue": [
{
"#text": 0,
"@_name": "NoAveragePricing",
"@_description": "No Average Pricing"
},
{
"#text": 1,
"@_name": "TradeispartofanAveragePriceGroupIdentifiedbytheAvgPxGrpID",
"@_description": "Trade is part of an Average Price Group Identified by the AvgPxGrp ID"
},
{
"#text": 3,
"@_name": "TradeispartofaNotionalValueAveragePriceGroup",
"@_description": "Trade is part of a Notional Value Average Price Group"
}
]
},
{
"@_name": "BooleanFlag",
"@_encodingType": "uInt8",
"validValue": [
{
"#text": 0,
"@_name": "False",
"@_description": "False, No"
},
{
"#text": 1,
"@_name": "True",
"@_description": "True, Yes"
}
]
},
{
"@_name": "BooleanNULL",
"@_encodingType": "uInt8NULL",
"validValue": [
{
"#text": 0,
"@_name": "False",
"@_description": "False, No"
},
{
"#text": 1,
"@_name": "True",
"@_description": "True, Yes"
}
]
},
{
"@_name": "ClearingAcctType",
"@_encodingType": "enumNULL",
"validValue": [
{
"#text": 0,
"@_name": "Customer",
"@_description": "Customer"
},
{
"#text": 1,
"@_name": "Firm",
"@_description": "Firm"
}
]
},
{
"@_name": "CmtaGiveUpCD",
"@_encodingType": "charNULL",
"validValue": [
{
"#text": "G",
"@_name": "GiveUp",
"@_description": "Give Up"
},
{
"#text": "S",
"@_name": "SGXoffset",
"@_description": "SGX offset"
}
]
},
{
"@_name": "CustOrdHandlInst",
"@_encodingType": "charNULL",
"validValue": [
{
"#text": "C",
"@_name": "FCMprovidedscreen",
"@_description": "FCM provided screen"
},
{
"#text": "D",
"@_name": "Otherprovidedscreen",
"@_description": "Other provided screen"
},
{
"#text": "G",
"@_name": "FCMAPIorFIX",
"@_description": "FCM API or FIX"
},
{
"#text": "H",
"@_name": "AlgoEngine",
"@_description": "Algo Engine"
},
{
"#text": "W",
"@_name": "DeskElectronic",
"@_description": "Desk Electronic"
},
{
"#text": "Y",
"@_name": "ClientElectronic",
"@_description": "Client Electronic"
}
]
},
{
"@_name": "CustOrderCapacity",
"@_encodingType": "enumNULL",
"validValue": [
{
"#text": 1,
"@_name": "Membertradingfortheirownaccount",
"@_description": "Member trading for their own account"
},
{
"#text": 2,
"@_name": "Clearingfirmtradingforitsproprietaryaccount",
"@_description": "Clearing firm trading for its proprietary account"
},
{
"#text": 3,
"@_name": "Membertradingforanothermember",
"@_description": "Member trading for anothermember"
},
{
"#text": 4,
"@_name": "Allother",
"@_description": "All other"
}
]
},
{
"@_name": "DKReason",
"@_encodingType": "charNULL",
"validValue": [
{
"#text": "A",
"@_name": "UnknownSecurity",
"@_description": "Unknown Security"
},
{
"#text": "B",
"@_name": "WrongSide",
"@_description": "Wrong Side"
},
{
"#text": "C",
"@_name": "QuantityExceedsOrder",
"@_description": "Quantity Exceeds Order"
},
{
"#text": "D",
"@_name": "NoMatchingOrder",
"@_description": "No Matching Order"
},
{
"#text": "E",
"@_name": "PriceExceedsLimit",
"@_description": "Price Exceeds Limit"
},
{
"#text": "F",
"@_name": "CalculationDifference",
"@_description": "Calculation Difference"
},
{
"#text": "G",
"@_name": "NoMatchingExecutionReport",
"@_description": "No Matching Execution Report"
},
{
"#text": "Z",
"@_name": "Other",
"@_description": "Other"
}
]
},
{
"@_name": "ExecAckStatus",
"@_encodingType": "uInt8",
"validValue": [
{
"#text": 1,
"@_name": "Accepted",
"@_description": "Accepted"
},
{
"#text": 2,
"@_name": "Rejected",
"@_description": "Rejected"
}
]
},
{
"@_name": "ExecMode",
"@_encodingType": "charNULL",
"validValue": [
{
"#text": "A",
"@_name": "Aggressive",
"@_description": "Aggressive"
},
{
"#text": "P",
"@_name": "Passive",
"@_description": "Passive"
}
]
},
{
"@_name": "ExecReason",
"@_encodingType": "uInt8NULL",
"validValue": [
{
"#text": 8,
"@_name": "MarketExchangeOption",
"@_description": "Market Exchange Option"
},
{
"#text": 9,
"@_name": "CancelledNotBest",
"@_description": "Cancelled Not Best"
},
{
"#text": 100,
"@_name": "CancelOnDisconnect",
"@_description": "Cancel On Disconnect"
},
{
"#text": 103,
"@_name": "SelfMatchPreventionOldestOrderCancelled",
"@_description": "Self Match Prevention Oldest Order Cancelled"
},
{
"#text": 104,
"@_name": "CancelOnGlobexCreditControlsViolation",
"@_description": "Cancel On Globex Credit Controls Violation"
},
{
"#text": 105,
"@_name": "CancelFromFirmsoft",
"@_description": "Cancel From Firmsoft"
},
{
"#text": 106,
"@_name": "CancelFromRiskManagementAPI",
"@_description": "Cancel From Risk Management API"
},
{
"#text": 107,
"@_name": "SelfMatchPreventionNewestOrderCancelled",
"@_description": "Self Match Prevention Newest Order Cancelled"
},
{
"#text": 108,
"@_name": "Cancelduetovolquotedoptionorderrestedqtylessthanminordersize",
"@_description": "Cancel due to vol quoted option order rested qty less than min order size"
}
]
},
{
"@_name": "ExecTypTrdCxl",
"@_encodingType": "CHAR",
"validValue": [
{
"#text": "G",
"@_name": "TradeCorrection",
"@_description": "Trade Correction"
},
{
"#text": "H",
"@_name": "TradeCancel",
"@_description": "Trade Cancel"
}
]
},
{
"@_name": "ExpCycle",
"@_encodingType": "uInt8NULL",
"validValue": [