SbeRecordSerializer

ReadBoardLookup

public FixBoardLookup? ReadBoardLookup(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadBoardLookup(buffer)

Reads FixBoardLookup from SBE binary format.

ReadBoardUpdate

public FixBoardUpdate? ReadBoardUpdate(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadBoardUpdate(buffer)

Reads FixBoardUpdate from SBE binary format.

ReadDataTypeLookup

public FixDataTypeLookup? ReadDataTypeLookup(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadDataTypeLookup(buffer)

Reads FixDataTypeLookup from SBE binary format.

ReadExecutionReport

public FixExecutionReport? ReadExecutionReport(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadExecutionReport(buffer)

Reads FixExecutionReport from SBE binary format.

ReadFixId

private static FixId ReadFixId(SpanReader reader)

result = SbeRecordSerializer.ReadFixId(reader)

Read a FixId: [int64 N (NullableInt64)][uint16 strLen][UTF-8 bytes].

ReadHeader

public static ValueTuple<ushort, ushort, ushort, ushort> ReadHeader(SpanReader reader)

result = SbeRecordSerializer.ReadHeader(reader)

Read SBE message header.

ReadHeartbeat

public FixHeartbeat? ReadHeartbeat(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadHeartbeat(buffer)

Reads FixHeartbeat from SBE binary format.

ReadHistoryStart

public FixHistoryStart? ReadHistoryStart(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadHistoryStart(buffer)

Reads FixHistoryStart from SBE binary format.

ReadLevel1Change

public ValueTuple<SecurityId, string, DataType, DateTime, List<KeyValuePair<Level1Fields, object>>>? ReadLevel1Change(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadLevel1Change(buffer)

Read a Level1Change SBE message.

ReadLogonResponse

public FixLogonResponse? ReadLogonResponse(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadLogonResponse(buffer)

Reads FixLogonResponse from SBE binary format.

ReadMarketDataIncrementalRefresh

public FixMarketDataIncrementalRefresh? ReadMarketDataIncrementalRefresh(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadMarketDataIncrementalRefresh(buffer)

Read a MarketDataIncrementalRefresh SBE message.

ReadMarketDataRequest

public FixMarketDataRequest? ReadMarketDataRequest(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadMarketDataRequest(buffer)

Read a MarketDataRequest SBE message.

ReadMarketDataRequestReject

public FixMarketDataRequestReject? ReadMarketDataRequestReject(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadMarketDataRequestReject(buffer)

Reads FixMarketDataRequestReject from SBE binary format.

ReadMarketDataSnapshotFullRefresh

public FixMarketDataSnapshotFullRefresh? ReadMarketDataSnapshotFullRefresh(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadMarketDataSnapshotFullRefresh(buffer)

Read a MarketDataSnapshotFullRefresh SBE message.

ReadNewOrderSingle

public FixNewOrderSingle? ReadNewOrderSingle(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadNewOrderSingle(buffer)

Reads FixNewOrderSingle from SBE binary format.

ReadOrderCancelReject

public FixOrderCancelReject? ReadOrderCancelReject(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadOrderCancelReject(buffer)

Reads FixOrderCancelReject from SBE binary format.

ReadOrderCancelReplaceRequest

public FixOrderCancelReplaceRequest? ReadOrderCancelReplaceRequest(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadOrderCancelReplaceRequest(buffer)

Reads FixOrderCancelReplaceRequest from SBE binary format.

ReadOrderCancelRequest

public FixOrderCancelRequest? ReadOrderCancelRequest(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadOrderCancelRequest(buffer)

Reads FixOrderCancelRequest from SBE binary format.

ReadOrderMassCancelReport

public FixOrderMassCancelReport? ReadOrderMassCancelReport(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadOrderMassCancelReport(buffer)

Reads FixOrderMassCancelReport from SBE binary format.

ReadOrderMassCancelRequest

public FixOrderMassCancelRequest? ReadOrderMassCancelRequest(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadOrderMassCancelRequest(buffer)

Reads FixOrderMassCancelRequest from SBE binary format.

ReadOrderMassStatusRequest

public FixOrderMassStatusRequest? ReadOrderMassStatusRequest(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadOrderMassStatusRequest(buffer)

Reads FixOrderMassStatusRequest from SBE binary format.

ReadOrderStatusRequest

public FixOrderStatusRequest? ReadOrderStatusRequest(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadOrderStatusRequest(buffer)

Reads FixOrderStatusRequest from SBE binary format.

ReadParties

private static FixParty[] ReadParties(SpanReader reader)

result = SbeRecordSerializer.ReadParties(reader)

Read a repeating group of FixParty.

ReadPositionReport

public FixPositionReport? ReadPositionReport(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadPositionReport(buffer)

Reads FixPositionReport from SBE binary format.

ReadReject

public FixReject? ReadReject(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadReject(buffer)

Reads FixReject from SBE binary format.

ReadRemove

public FixRemove? ReadRemove(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadRemove(buffer)

Reads FixRemove from SBE binary format.

ReadRequestForPositions

public FixRequestForPositions? ReadRequestForPositions(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadRequestForPositions(buffer)

Reads FixRequestForPositions from SBE binary format.

ReadResendRequest

public FixResendRequest? ReadResendRequest(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadResendRequest(buffer)

Reads FixResendRequest from SBE binary format.

ReadSecurityLegsRequest

public FixSecurityLegsRequest? ReadSecurityLegsRequest(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadSecurityLegsRequest(buffer)

Reads FixSecurityLegsRequest from SBE binary format.

ReadSecurityListRequest

public FixSecurityListRequest? ReadSecurityListRequest(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadSecurityListRequest(buffer)

Reads FixSecurityListRequest from SBE binary format.

ReadSecurityListResponse

public ValueTuple<FixId, FixId, SecurityMessage[]>? ReadSecurityListResponse(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadSecurityListResponse(buffer)

Reads SecurityListResponse from SBE binary format.

ReadSecurityListResponseError

public FixSecurityListResponseError? ReadSecurityListResponseError(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadSecurityListResponseError(buffer)

Reads FixSecurityListResponseError from SBE binary format.

ReadSecurityMapping

public FixSecurityMapping? ReadSecurityMapping(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadSecurityMapping(buffer)

Reads FixSecurityMapping from SBE binary format.

ReadSecurityStatusRequest

public FixSecurityStatusRequest? ReadSecurityStatusRequest(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadSecurityStatusRequest(buffer)

Reads FixSecurityStatusRequest from SBE binary format.

ReadSequenceReset

public FixSequenceReset? ReadSequenceReset(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadSequenceReset(buffer)

Reads FixSequenceReset from SBE binary format.

ReadStringArray

private static string[] ReadStringArray(SpanReader reader)

result = SbeRecordSerializer.ReadStringArray(reader)

Read a string array.

ReadSubscriptionFinished

public FixId? ReadSubscriptionFinished(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadSubscriptionFinished(buffer)

Reads a SubscriptionFinished message from SBE binary format.

ReadSubscriptionOnline

public FixSubscriptionOnline? ReadSubscriptionOnline(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadSubscriptionOnline(buffer)

Reads FixSubscriptionOnline from SBE binary format.

ReadSubscriptionResponse

public FixSubscriptionResponse? ReadSubscriptionResponse(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadSubscriptionResponse(buffer)

Reads FixSubscriptionResponse from SBE binary format.

ReadTestRequest

public FixTestRequest? ReadTestRequest(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadTestRequest(buffer)

Reads FixTestRequest from SBE binary format.

ReadTradingSessionStatusRequest

public FixTradingSessionStatusRequest? ReadTradingSessionStatusRequest(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadTradingSessionStatusRequest(buffer)

Reads FixTradingSessionStatusRequest from SBE binary format.

ReadUserRequest

public FixUserRequest? ReadUserRequest(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadUserRequest(buffer)

Reads FixUserRequest from SBE binary format.

ReadUserRequestEx

public FixUserRequestEx? ReadUserRequestEx(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadUserRequestEx(buffer)

Reads FixUserRequestEx from SBE binary format.

ReadUserResponse

public FixUserResponse? ReadUserResponse(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadUserResponse(buffer)

Reads FixUserResponse from SBE binary format.

ReadVarStringFromReader

internal static string ReadVarStringFromReader(SpanReader reader)

result = SbeRecordSerializer.ReadVarStringFromReader(reader)

Read a variable-length string: [uint16 length][UTF-8 bytes]. Length 0 returns null.

WriteBoardLookup

public int WriteBoardLookup(FixBoardLookup data, Span<byte> buffer)

result = sbeRecordSerializer.WriteBoardLookup(data, buffer)

Writes FixBoardLookup to SBE binary format.

WriteBoardUpdate

public int WriteBoardUpdate(FixBoardUpdate data, Span<byte> buffer)

result = sbeRecordSerializer.WriteBoardUpdate(data, buffer)

Writes FixBoardUpdate to SBE binary format.

WriteDataTypeLookup

public int WriteDataTypeLookup(FixDataTypeLookup data, Span<byte> buffer)

result = sbeRecordSerializer.WriteDataTypeLookup(data, buffer)

Writes FixDataTypeLookup to SBE binary format.

WriteExecutionReport

public int WriteExecutionReport(FixExecutionReport data, Span<byte> buffer)

result = sbeRecordSerializer.WriteExecutionReport(data, buffer)

Writes FixExecutionReport to SBE binary format.

WriteFixId

private static void WriteFixId(SpanWriter writer, FixId id)

SbeRecordSerializer.WriteFixId(writer, id)

Write a FixId: [int64 N (NullableInt64)][uint16 strLen][UTF-8 bytes].

WriteHeader

public static void WriteHeader(SpanWriter writer, ushort blockLength, ushort templateId)

SbeRecordSerializer.WriteHeader(writer, blockLength, templateId)

Write SBE message header.

WriteHeartbeat

public int WriteHeartbeat(FixHeartbeat data, Span<byte> buffer)

result = sbeRecordSerializer.WriteHeartbeat(data, buffer)

Writes FixHeartbeat to SBE binary format.

WriteHistoryStart

public int WriteHistoryStart(FixHistoryStart data, Span<byte> buffer)

result = sbeRecordSerializer.WriteHistoryStart(data, buffer)

Writes FixHistoryStart to SBE binary format.

WriteLevel1Change

public int WriteLevel1Change(SecurityId securityId, string mdReqId, DataType buildFrom, DateTime serverTime, IDictionary<Level1Fields, object> changes, Span<byte> buffer)

result = sbeRecordSerializer.WriteLevel1Change(securityId, mdReqId, buildFrom, serverTime, changes, buffer)

Write a Level1Change SBE message with typed key-value pairs. Layout: [Header][VarString symbol][VarString boardCode][VarString mdReqId] [NullableChar buildFromType][VarString buildFromArg] [NullableDateTime serverTime] [Group changes: uint16 count, each: int32 fieldId + byte valueType + typed value]

WriteLogonResponse

public int WriteLogonResponse(FixLogonResponse data, Span<byte> buffer)

result = sbeRecordSerializer.WriteLogonResponse(data, buffer)

Writes FixLogonResponse to SBE binary format.

WriteMarketDataIncrementalRefresh

public int WriteMarketDataIncrementalRefresh(FixMarketDataIncrementalRefresh data, Span<byte> buffer)

result = sbeRecordSerializer.WriteMarketDataIncrementalRefresh(data, buffer)

Write a MarketDataIncrementalRefresh SBE message. Layout: [Header][VarString symbol][VarString securityExchange][VarString mdReqId] [NullableChar buildFromType][VarString buildFromArg] [Group entries: uint16 count, each: MDEntry fields]

WriteMarketDataRequest

public int WriteMarketDataRequest(FixMarketDataRequest data, Span<byte> buffer)

result = sbeRecordSerializer.WriteMarketDataRequest(data, buffer)

Write a MarketDataRequest SBE message. Layout: [Header][NullableChar subscriptionRequestType][NullableInt32 marketDepth] [NullableDateTime fromDate][NullableDateTime toDate] [NullableBool allowBuildFromSmallerTimeFrame][NullableBool isCalcVolumeProfile] [NullableBool isFinishedOnly][NullableBool isRegularTradingHours] [NullableInt32 buildMode][NullableChar buildFrom][NullableChar buildField] [NullableInt64 skip][NullableInt64 count] [FixId mdReqId][FixId mdResponseId] [Group mdEntryTypes: uint16 count, each: NullableChar type + VarString arg] [Group securityIds: uint16 count, each: VarString secCode + VarString boardCode + VarString secType] [Group fields: uint16 count, each: Int32 field]

WriteMarketDataRequestReject

public int WriteMarketDataRequestReject(FixMarketDataRequestReject data, Span<byte> buffer)

result = sbeRecordSerializer.WriteMarketDataRequestReject(data, buffer)

Writes FixMarketDataRequestReject to SBE binary format.

WriteMarketDataSnapshotFullRefresh

public int WriteMarketDataSnapshotFullRefresh(FixMarketDataSnapshotFullRefresh data, Span<byte> buffer)

result = sbeRecordSerializer.WriteMarketDataSnapshotFullRefresh(data, buffer)

Write a MarketDataSnapshotFullRefresh SBE message. Layout: [Header][VarString symbol][VarString boardCode][VarString mdReqId] [NullableChar buildFromType][VarString buildFromArg] [Group entries: uint16 count, each: MDEntry fields]

WriteNewOrderSingle

public int WriteNewOrderSingle(FixNewOrderSingle data, Span<byte> buffer)

result = sbeRecordSerializer.WriteNewOrderSingle(data, buffer)

Writes FixNewOrderSingle to SBE binary format.

WriteOrderCancelReject

public int WriteOrderCancelReject(FixOrderCancelReject data, Span<byte> buffer)

result = sbeRecordSerializer.WriteOrderCancelReject(data, buffer)

Writes FixOrderCancelReject to SBE binary format.

WriteOrderCancelReplaceRequest

public int WriteOrderCancelReplaceRequest(FixOrderCancelReplaceRequest data, Span<byte> buffer)

result = sbeRecordSerializer.WriteOrderCancelReplaceRequest(data, buffer)

Writes FixOrderCancelReplaceRequest to SBE binary format.

WriteOrderCancelRequest

public int WriteOrderCancelRequest(FixOrderCancelRequest data, Span<byte> buffer)

result = sbeRecordSerializer.WriteOrderCancelRequest(data, buffer)

Writes FixOrderCancelRequest to SBE binary format.

WriteOrderMassCancelReport

public int WriteOrderMassCancelReport(FixOrderMassCancelReport data, Span<byte> buffer)

result = sbeRecordSerializer.WriteOrderMassCancelReport(data, buffer)

Writes FixOrderMassCancelReport to SBE binary format.

WriteOrderMassCancelRequest

public int WriteOrderMassCancelRequest(FixOrderMassCancelRequest data, Span<byte> buffer)

result = sbeRecordSerializer.WriteOrderMassCancelRequest(data, buffer)

Writes FixOrderMassCancelRequest to SBE binary format.

WriteOrderMassStatusRequest

public int WriteOrderMassStatusRequest(FixOrderMassStatusRequest data, Span<byte> buffer)

result = sbeRecordSerializer.WriteOrderMassStatusRequest(data, buffer)

Writes FixOrderMassStatusRequest to SBE binary format.

WriteOrderStatusRequest

public int WriteOrderStatusRequest(FixOrderStatusRequest data, Span<byte> buffer)

result = sbeRecordSerializer.WriteOrderStatusRequest(data, buffer)

Writes FixOrderStatusRequest to SBE binary format.

WriteParties

private static void WriteParties(SpanWriter writer, FixParty[] parties)

SbeRecordSerializer.WriteParties(writer, parties)

Write a repeating group of FixParty: [uint16 count][parties...]. Each party: [VarString partyId][int32 partyRole].

WritePositionReport

public int WritePositionReport(FixPositionReport data, Span<byte> buffer)

result = sbeRecordSerializer.WritePositionReport(data, buffer)

Writes FixPositionReport to SBE binary format.

WriteReject

public int WriteReject(FixReject data, Span<byte> buffer)

result = sbeRecordSerializer.WriteReject(data, buffer)

Writes FixReject to SBE binary format.

WriteRemove

public int WriteRemove(FixRemove data, Span<byte> buffer)

result = sbeRecordSerializer.WriteRemove(data, buffer)

Writes FixRemove to SBE binary format.

WriteRequestForPositions

public int WriteRequestForPositions(FixRequestForPositions data, Span<byte> buffer)

result = sbeRecordSerializer.WriteRequestForPositions(data, buffer)

Writes FixRequestForPositions to SBE binary format.

WriteResendRequest

public int WriteResendRequest(FixResendRequest data, Span<byte> buffer)

result = sbeRecordSerializer.WriteResendRequest(data, buffer)

Writes FixResendRequest to SBE binary format.

WriteSecurityLegsRequest

public int WriteSecurityLegsRequest(FixSecurityLegsRequest data, Span<byte> buffer)

result = sbeRecordSerializer.WriteSecurityLegsRequest(data, buffer)

Writes FixSecurityLegsRequest to SBE binary format.

WriteSecurityListRequest

public int WriteSecurityListRequest(FixSecurityListRequest data, Span<byte> buffer)

result = sbeRecordSerializer.WriteSecurityListRequest(data, buffer)

Writes FixSecurityListRequest to SBE binary format.

WriteSecurityListResponse

public int WriteSecurityListResponse(FixId securityReqId, FixId securityResponseId, ICollection<SecurityMessage> securities, Span<byte> buffer)

result = sbeRecordSerializer.WriteSecurityListResponse(securityReqId, securityResponseId, securities, buffer)

Writes SecurityListResponse to SBE binary format.

WriteSecurityListResponseError

public int WriteSecurityListResponseError(FixSecurityListResponseError data, Span<byte> buffer)

result = sbeRecordSerializer.WriteSecurityListResponseError(data, buffer)

Writes FixSecurityListResponseError to SBE binary format.

WriteSecurityMapping

public int WriteSecurityMapping(FixSecurityMapping data, Span<byte> buffer)

result = sbeRecordSerializer.WriteSecurityMapping(data, buffer)

Writes FixSecurityMapping to SBE binary format.

WriteSecurityStatusRequest

public int WriteSecurityStatusRequest(FixSecurityStatusRequest data, Span<byte> buffer)

result = sbeRecordSerializer.WriteSecurityStatusRequest(data, buffer)

Writes FixSecurityStatusRequest to SBE binary format.

WriteSequenceReset

public int WriteSequenceReset(FixSequenceReset data, Span<byte> buffer)

result = sbeRecordSerializer.WriteSequenceReset(data, buffer)

Writes FixSequenceReset to SBE binary format.

WriteStringArray

private static void WriteStringArray(SpanWriter writer, string[] values)

SbeRecordSerializer.WriteStringArray(writer, values)

Write a string array: [uint16 count][VarStrings...].

WriteSubscriptionFinished

public int WriteSubscriptionFinished(FixId mdReqId, Span<byte> buffer)

result = sbeRecordSerializer.WriteSubscriptionFinished(mdReqId, buffer)

Writes a SubscriptionFinished message to SBE binary format.

WriteSubscriptionOnline

public int WriteSubscriptionOnline(FixSubscriptionOnline data, Span<byte> buffer)

result = sbeRecordSerializer.WriteSubscriptionOnline(data, buffer)

Writes FixSubscriptionOnline to SBE binary format.

WriteSubscriptionResponse

public int WriteSubscriptionResponse(FixSubscriptionResponse data, Span<byte> buffer)

result = sbeRecordSerializer.WriteSubscriptionResponse(data, buffer)

Writes FixSubscriptionResponse to SBE binary format.

WriteTestRequest

public int WriteTestRequest(FixTestRequest data, Span<byte> buffer)

result = sbeRecordSerializer.WriteTestRequest(data, buffer)

Writes FixTestRequest to SBE binary format.

WriteTradingSessionStatusRequest

public int WriteTradingSessionStatusRequest(FixTradingSessionStatusRequest data, Span<byte> buffer)

result = sbeRecordSerializer.WriteTradingSessionStatusRequest(data, buffer)

Writes FixTradingSessionStatusRequest to SBE binary format.

WriteUserRequest

public int WriteUserRequest(FixUserRequest data, Span<byte> buffer)

result = sbeRecordSerializer.WriteUserRequest(data, buffer)

Writes FixUserRequest to SBE binary format.

WriteUserRequestEx

public int WriteUserRequestEx(FixUserRequestEx data, Span<byte> buffer)

result = sbeRecordSerializer.WriteUserRequestEx(data, buffer)

Writes FixUserRequestEx to SBE binary format.

WriteUserResponse

public int WriteUserResponse(FixUserResponse data, Span<byte> buffer)

result = sbeRecordSerializer.WriteUserResponse(data, buffer)

Writes FixUserResponse to SBE binary format.

WriteVarString

private static void WriteVarString(SpanWriter writer, string value)

SbeRecordSerializer.WriteVarString(writer, value)

Write a variable-length string: [uint16 length][UTF-8 bytes]. Null string is written as length = 0.

HeaderSize

public const int HeaderSize

value = SbeRecordSerializer.HeaderSize

SBE MessageHeader size in bytes.

SchemaId

public const ushort SchemaId

value = SbeRecordSerializer.SchemaId

SBE schema identifier.

SchemaVersion

public const ushort SchemaVersion

value = SbeRecordSerializer.SchemaVersion

SBE schema version.