fast-protocol
Version:
FAST streaming protocol for Node.js (Encoder/Decoder for Javascript) (FAST protocol version 1.1)
444 lines (428 loc) • 20 kB
text/xml
<templates xmlns="http://www.fixprotocol.org/ns/fast/td/1.1">
<template name="DefaultIncrementalRefreshMessage" id="19">
<string name="ApplVerID" id="1128">
<constant value="9"/>
</string>
<string name="MessageType" id="35">
<constant value="X"/>
</string>
<string name="SenderCompID" id="49">
<constant value="MOEX"/>
</string>
<uInt32 name="MsgSeqNum" id="34"/>
<uInt64 name="SendingTime" id="52"/>
<uInt32 name="LastFragment" id="893" presence="optional"/>
<sequence name="MDEntries">
<length name="NoMDEntries" id="268"/>
<uInt32 name="MDUpdateAction" id="279"/>
<string name="MDEntryType" id="269"/>
<uInt64 name="SecurityID" id="48" presence="optional"/>
<uInt32 name="SecurityIDSource" id="22">
<constant value="8"/>
</uInt32>
<string name="Symbol" id="55" presence="optional"/>
<string name="SecurityGroup" id="1151" presence="optional"/>
<uInt32 name="ExchangeTradingSessionID" id="5842" presence="optional"/>
<uInt32 name="RptSeq" id="83"/>
<uInt32 name="MarketDepth" id="264" presence="optional"/>
<uInt32 name="MDPriceLevel" id="1023" presence="optional"/>
<int64 name="MDEntryID" id="278" presence="optional"/>
<decimal name="MDEntryPx" id="270" presence="optional"/>
<int64 name="MDEntrySize" id="271" presence="optional"/>
<uInt32 name="MDEntryDate" id="272" presence="optional"/>
<uInt64 name="MDEntryTime" id="273"/>
<int32 name="NumberOfOrders" id="346" presence="optional"/>
<string name="MDEntryTradeType" id="20003" presence="optional"/>
<int32 name="TrdType" id="828" presence="optional"/>
<decimal name="LastPx" id="31" presence="optional"/>
<int32 name="MDFlags" id="20017" presence="optional"/>
<string name="Currency" id="15" presence="optional"/>
<uInt64 name="Revision" id="20018" presence="optional"/>
<string name="OrderSide" id="10504" presence="optional"/>
<int64 name="MDEntrySyntheticSize" id="20039" presence="optional"/>
</sequence>
</template>
<template name="DefaultSnapshotMessage" id="20">
<string name="ApplVerID" id="1128">
<constant value="9"/>
</string>
<string name="MessageType" id="35">
<constant value="W"/>
</string>
<string name="SenderCompID" id="49">
<constant value="MOEX"/>
</string>
<uInt32 name="MsgSeqNum" id="34"/>
<uInt64 name="SendingTime" id="52"/>
<uInt32 name="LastFragment" id="893" presence="optional"/>
<uInt32 name="RptSeq" id="83"/>
<uInt32 name="TotNumReports" id="911"/>
<uInt32 name="LastMsgSeqNumProcessed" id="369"/>
<uInt64 name="SecurityID" id="48" presence="optional"/>
<uInt32 name="SecurityIDSource" id="22">
<constant value="8"/>
</uInt32>
<string name="Symbol" id="55" presence="optional"/>
<string name="SecurityGroup" id="1151" presence="optional"/>
<sequence name="MDEntries">
<length name="NoMDEntries" id="268"/>
<string name="MDEntryType" id="269"/>
<uInt32 name="ExchangeTradingSessionID" id="5842" presence="optional"/>
<int64 name="MDEntryID" id="278" presence="optional"/>
<uInt32 name="MarketDepth" id="264" presence="optional"/>
<decimal name="MDEntryPx" id="270" presence="optional"/>
<uInt32 name="MDEntryDate" id="272" presence="optional"/>
<uInt64 name="MDEntryTime" id="273"/>
<int64 name="MDEntrySize" id="271" presence="optional"/>
<uInt32 name="MDPriceLevel" id="1023" presence="optional"/>
<int32 name="NumberOfOrders" id="346" presence="optional"/>
<string name="MDEntryTradeType" id="20003" presence="optional"/>
<int32 name="TrdType" id="828" presence="optional"/>
<int32 name="MDFlags" id="20017" presence="optional"/>
<string name="Currency" id="15" presence="optional"/>
<string name="OrderSide" id="10504" presence="optional"/>
<int64 name="MDEntrySyntheticSize" id="20039" presence="optional"/>
</sequence>
</template>
<template name="SecurityDefinition" id="17">
<string name="ApplVerID" id="1128">
<constant value="9"/>
</string>
<string name="MessageType" id="35">
<constant value="d"/>
</string>
<string name="SenderCompID" id="49">
<constant value="MOEX"/>
</string>
<uInt32 name="MsgSeqNum" id="34"/>
<uInt64 name="SendingTime" id="52"/>
<!-- Total count of SecurityDefinition messages -->
<uInt32 name="TotNumReports" id="911"/>
<string name="Symbol" id="55"/>
<string name="SecurityDesc" id="107" presence="optional" charset="unicode"/>
<!-- Unique among all instruments; primary key -->
<uInt64 name="SecurityID" id="48"/>
<uInt32 name="SecurityIDSource" id="22">
<constant value="8"/>
</uInt32>
<string name="SecurityAltID" id="455" presence="optional"/>
<string name="SecurityAltIDSource" id="456" presence="optional"/>
<!-- Type of instrument -->
<string name="SecurityType" id="167" presence="optional"/>
<string name="CFICode" id="461" presence="optional"/>
<decimal name="StrikePrice" id="202" presence="optional"/>
<decimal name="ContractMultiplier" id="231" presence="optional"/>
<uInt32 name="SecurityTradingStatus" id="326" presence="optional"/>
<string name="Currency" id="15" presence="optional"/>
<string name="MarketID" id="1301">
<constant value="MOEX"/>
</string>
<string name="MarketSegmentID" id="1300"/>
<uInt32 name="TradingSessionID" id="336" presence="optional"/>
<uInt32 name="ExchangeTradingSessionID" id="5842" presence="optional"/>
<decimal name="Volatility" id="5678" presence="optional"/>
<sequence name="MDFeedTypes">
<length name="NoMDFeedTypes" id="1141"/>
<string name="MDFeedType" id="1022"/>
<uInt32 name="MarketDepth" id="264" presence="optional"/>
<uInt32 name="MDBookType" id="1021" presence="optional"/>
</sequence>
<sequence name="Underlyings" presence="optional">
<length name="NoUnderlyings" id="711"/>
<string name="UnderlyingSymbol" id="311"/>
<uInt64 name="UnderlyingSecurityID" id="309" presence="optional"/>
<uInt64 name="UnderlyingFutureID" id="2620" presence="optional"/>
</sequence>
<decimal name="HighLimitPx" id="1149" presence="optional"/>
<decimal name="LowLimitPx" id="1148" presence="optional"/>
<decimal name="MinPriceIncrement" id="969" presence="optional"/>
<decimal name="MinPriceIncrementAmount" id="1146" presence="optional"/>
<decimal name="InitialMarginOnBuy" id="20002" presence="optional"/>
<decimal name="InitialMarginOnSell" id="20000" presence="optional"/>
<decimal name="InitialMarginSyntetic" id="20001" presence="optional"/>
<string name="QuotationList" id="20005" presence="optional"/>
<decimal name="TheorPrice" id="20006" presence="optional"/>
<decimal name="TheorPriceLimit" id="20007" presence="optional"/>
<sequence name="InstrumentLegs" presence="optional">
<length name="NoLegs" id="555"/>
<string name="LegSymbol" id="600"/>
<uInt64 name="LegSecurityID" id="602"/>
<decimal name="LegRatioQty" id="623"/>
</sequence>
<sequence name="InstrumentAttributes" presence="optional">
<length name="NoInstrAttrib" id="870"/>
<int32 name="InstrAttribType" id="871"/>
<string name="InstrAttribValue" id="872"/>
</sequence>
<decimal name="UnderlyingQty" id="879" presence="optional"/>
<string name="UnderlyingCurrency" id="318" presence="optional"/>
<sequence name="EvntGrp" presence="optional">
<length name="NoEvents" id="864"/>
<int32 name="EventType" id="865"/>
<uInt32 name="EventDate" id="866"/>
<uInt64 name="EventTime" id="1145"/>
</sequence>
<!-- UTC Date Only YYYYMMDD -->
<uInt32 name="MaturityDate" id="541" presence="optional"/>
<!-- UTC Time. HHMMSSsss -->
<uInt32 name="MaturityTime" id="1079" presence="optional"/>
<int64 name="Flags" id="20008" presence="optional"/>
</template>
<template name="SecurityDefinitionUpdateReport" id="4">
<string name="ApplVerID" id="1128">
<constant value="9"/>
</string>
<string name="MessageType" id="35">
<constant value="BP"/>
</string>
<string name="SenderCompID" id="49">
<constant value="MOEX"/>
</string>
<uInt32 name="MsgSeqNum" id="34"/>
<uInt64 name="SendingTime" id="52"/>
<!-- Unique among all instruments; primary key -->
<uInt64 name="SecurityID" id="48"/>
<uInt32 name="SecurityIDSource" id="22">
<constant value="8"/>
</uInt32>
<decimal name="Volatility" id="5678" presence="optional"/>
<decimal name="TheorPrice" id="20006" presence="optional"/>
<decimal name="TheorPriceLimit" id="20007" presence="optional"/>
</template>
<template name="SecurityStatus" id="5">
<string name="ApplVerID" id="1128">
<constant value="9"/>
</string>
<string name="MessageType" id="35">
<constant value="f"/>
</string>
<string name="SenderCompID" id="49">
<constant value="MOEX"/>
</string>
<uInt32 name="MsgSeqNum" id="34"/>
<uInt64 name="SendingTime" id="52"/>
<!-- Unique among all instruments; primary key -->
<uInt64 name="SecurityID" id="48"/>
<uInt32 name="SecurityIDSource" id="22">
<constant value="8"/>
</uInt32>
<string name="Symbol" id="55"/>
<uInt32 name="SecurityTradingStatus" id="326" presence="optional"/>
<decimal name="HighLimitPx" id="1149" presence="optional"/>
<decimal name="LowLimitPx" id="1148" presence="optional"/>
<decimal name="InitialMarginOnBuy" id="20002" presence="optional"/>
<decimal name="InitialMarginOnSell" id="20000" presence="optional"/>
<decimal name="InitialMarginSyntetic" id="20001" presence="optional"/>
</template>
<template name="Heartbeat" id="6">
<string name="ApplVerID" id="1128">
<constant value="9"/>
</string>
<string name="MessageType" id="35">
<constant value="0"/>
</string>
<string name="SenderCompID" id="49">
<constant value="MOEX"/>
</string>
<uInt32 name="MsgSeqNum" id="34"/>
<uInt64 name="SendingTime" id="52"/>
</template>
<template name="SequenceReset" id="7">
<string name="ApplVerID" id="1128">
<constant value="9"/>
</string>
<string name="MessageType" id="35">
<constant value="4"/>
</string>
<string name="SenderCompID" id="49">
<constant value="MOEX"/>
</string>
<uInt32 name="MsgSeqNum" id="34"/>
<uInt64 name="SendingTime" id="52"/>
<uInt32 name="NewSeqNo" id="36"/>
</template>
<template name="TradingSessionStatus" id="8">
<string name="ApplVerID" id="1128">
<constant value="9"/>
</string>
<string name="MessageType" id="35">
<constant value="h"/>
</string>
<string name="SenderCompID" id="49">
<constant value="MOEX"/>
</string>
<uInt32 name="MsgSeqNum" id="34"/>
<uInt64 name="SendingTime" id="52"/>
<uInt64 name="TradSesOpenTime" id="342"/>
<uInt64 name="TradSesCloseTime" id="344"/>
<uInt64 name="TradSesIntermClearingStartTime" id="5840" presence="optional"/>
<uInt64 name="TradSesIntermClearingEndTime" id="5841" presence="optional"/>
<uInt32 name="TradingSessionID" id="336"/>
<uInt32 name="ExchangeTradingSessionID" id="5842" presence="optional"/>
<uInt32 name="TradSesStatus" id="340"/>
<string name="MarketID" id="1301">
<constant value="MOEX"/>
</string>
<string name="MarketSegmentID" id="1300"/>
<int32 name="TradSesEvent" id="1368" presence="optional"/>
</template>
<template name="News" id="9">
<string name="ApplVerID" id="1128">
<constant value="9"/>
</string>
<string name="MessageType" id="35">
<constant value="B"/>
</string>
<string name="SenderCompID" id="49">
<constant value="MOEX"/>
</string>
<uInt32 name="MsgSeqNum" id="34"/>
<uInt64 name="SendingTime" id="52"/>
<uInt32 name="LastFragment" id="893" presence="optional"/>
<string name="NewsId" id="1472" presence="optional"/>
<uInt64 name="OrigTime" id="42" presence="optional"/>
<string name="LanguageCode" id="1474" presence="optional"/>
<uInt32 name="Urgency" id="61" presence="optional"/>
<string name="Headline" id="148" charset="unicode"/>
<string name="MarketID" id="1301">
<constant value="MOEX"/>
</string>
<string name="MarketSegmentID" id="1300" presence="optional"/>
<sequence name="NewsText">
<length name="NoLinesOfText" id="33"/>
<string name="Text" id="58" charset="unicode"/>
</sequence>
</template>
<template name="OrdersLogMessage" id="14">
<string name="ApplVerID" id="1128">
<constant value="9"/>
</string>
<string name="MessageType" id="35">
<constant value="X"/>
</string>
<string name="SenderCompID" id="49">
<constant value="MOEX"/>
</string>
<uInt32 name="MsgSeqNum" id="34"/>
<uInt64 name="SendingTime" id="52"/>
<uInt32 name="LastFragment" id="893"/>
<sequence name="MDEntries">
<length name="NoMDEntries" id="268"/>
<uInt32 name="MDUpdateAction" id="279"/>
<string name="MDEntryType" id="269"/>
<int64 name="MDEntryID" id="278" presence="optional"/>
<uInt64 name="SecurityID" id="48" presence="optional"/>
<uInt32 name="SecurityIDSource" id="22">
<constant value="8"/>
</uInt32>
<uInt32 name="RptSeq" id="83" presence="optional"/>
<uInt32 name="MDEntryDate" id="272" presence="optional"/>
<uInt64 name="MDEntryTime" id="273"/>
<decimal name="MDEntryPx" id="270" presence="optional"/>
<int64 name="MDEntrySize" id="271" presence="optional"/>
<decimal name="LastPx" id="31" presence="optional"/>
<int64 name="LastQty" id="32" presence="optional"/>
<int64 name="TradeID" id="1003" presence="optional"/>
<uInt32 name="ExchangeTradingSessionID" id="5842" presence="optional"/>
<int64 name="MDFlags" id="20017" presence="optional"/>
<uInt64 name="Revision" id="20018" presence="optional"/>
</sequence>
</template>
<template name="QuotesLogMessage" id="18">
<string name="ApplVerID" id="1128">
<constant value="9"/>
</string>
<string name="MessageType" id="35">
<constant value="X"/>
</string>
<string name="SenderCompID" id="49">
<constant value="MOEX"/>
</string>
<uInt32 name="MsgSeqNum" id="34"/>
<uInt64 name="SendingTime" id="52"/>
<uInt32 name="LastFragment" id="893"/>
<sequence name="MDEntries">
<length name="NoMDEntries" id="268"/>
<uInt32 name="MDUpdateAction" id="279"/>
<string name="MDEntryType" id="269"/>
<int64 name="MDEntryID" id="278" presence="optional"/>
<uInt64 name="SecurityID" id="48" presence="optional"/>
<uInt32 name="SecurityIDSource" id="22">
<constant value="8"/>
</uInt32>
<uInt32 name="RptSeq" id="83" presence="optional"/>
<uInt32 name="MDEntryDate" id="272" presence="optional"/>
<uInt64 name="MDEntryTime" id="273"/>
<decimal name="MDEntryPx" id="270" presence="optional"/>
<int64 name="MDEntrySize" id="271" presence="optional"/>
<decimal name="LastPx" id="31" presence="optional"/>
<int64 name="LastQty" id="32" presence="optional"/>
<int64 name="TradeID" id="1003" presence="optional"/>
<uInt32 name="ExchangeTradingSessionID" id="5842" presence="optional"/>
<int64 name="MDFlags" id="20017" presence="optional"/>
<uInt64 name="Revision" id="20018" presence="optional"/>
<uInt64 name="OrderID" id="37" presence="optional"/>
<uInt64 name="TrdMatchID" id="880" presence="optional"/>
</sequence>
</template>
<template name="BookMessage" id="15">
<string name="ApplVerID" id="1128">
<constant value="9"/>
</string>
<string name="MessageType" id="35">
<constant value="W"/>
</string>
<string name="SenderCompID" id="49">
<constant value="MOEX"/>
</string>
<uInt32 name="MsgSeqNum" id="34"/>
<uInt64 name="SendingTime" id="52"/>
<uInt32 name="LastMsgSeqNumProcessed" id="369"/>
<uInt32 name="RptSeq" id="83" presence="optional"/>
<uInt32 name="LastFragment" id="893"/>
<uInt32 name="RouteFirst" id="7944"/>
<uInt32 name="ExchangeTradingSessionID" id="5842"/>
<uInt64 name="SecurityID" id="48" presence="optional"/>
<uInt32 name="SecurityIDSource" id="22">
<constant value="8"/>
</uInt32>
<sequence name="MDEntries">
<length name="NoMDEntries" id="268"/>
<string name="MDEntryType" id="269"/>
<int64 name="MDEntryID" id="278" presence="optional"/>
<uInt32 name="MDEntryDate" id="272" presence="optional"/>
<uInt64 name="MDEntryTime" id="273"/>
<decimal name="MDEntryPx" id="270" presence="optional"/>
<int64 name="MDEntrySize" id="271" presence="optional"/>
<int64 name="TradeID" id="1003" presence="optional"/>
<int64 name="MDFlags" id="20017" presence="optional"/>
</sequence>
</template>
<template name="Logon" id="1000">
<string name="ApplVerID" id="1128">
<constant value="9"/>
</string>
<string name="MessageType" id="35">
<constant value="A"/>
</string>
<string name="SenderCompID" id="49">
<constant value="MOEX"/>
</string>
<uInt32 name="MsgSeqNum" id="34"/>
<uInt64 name="SendingTime" id="52"/>
</template>
<template name="Logout" id="1001">
<string name="ApplVerID" id="1128">
<constant value="9"/>
</string>
<string name="MessageType" id="35">
<constant value="5"/>
</string>
<string name="SenderCompID" id="49">
<constant value="MOEX"/>
</string>
<uInt32 name="MsgSeqNum" id="34"/>
<uInt64 name="SendingTime" id="52"/>
<string name="Text" id="58" presence="optional"/>
</template>
</templates>