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Michael Posts:7
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| 03/18/2008 11:57 AM |
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Can the body of a book message (add, modify, delete) be repeated? If so, is the pmap repeated for each message? The sample app implies this is not the case but the 2.4 spec doesn't show a constant value of "1" for numBodyEntries in the header for book messages, as it does for many other message types. |
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Ariel Posts:163
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| 06/02/2008 10:12 AM |
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| yes, there can be multiple messages per packet. Up to 20 messages per packet |
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joe (guest)
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| 06/04/2008 8:14 AM |
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you say:"yes, there can be multiple messages per packet. Up to 20 messages per packet " Are you sure about that? I've seen more than 20 on a regular basis. See enclosed example: DecoderTest reading data block, size = 426 [Header=>|Type=BOOK_MESSAGE|MSN=1774408|SendTime=48697420|ProductID=115|RetransFlag=1|NumBodyEntries=31] DecoderTest: read PDP Message Type BOOK_MESSAGE MsgType = ADD_ORDER StockIndex = 6, OrderRefNo = 307900479, Side = S, Price = 183.65, Shares = 100, Exchange code = P MsgType = DELETE_ORDER StockIndex = 362, OrderRefNo = 307900435, Side = B, MsgType = ADD_ORDER StockIndex = 362, OrderRefNo = 307900480, Side = B, Price = 334.67, Shares = 100, Exchange code = P MsgType = ADD_ORDER StockIndex = 151, OrderRefNo = 307900481, Side = B, Price = 42.96, Shares = 200, Exchange code = P MsgType = ADD_ORDER StockIndex = 151, OrderRefNo = 307900482, Side = S, Price = 43.0, Shares = 200, Exchange code = P MsgType = DELETE_ORDER StockIndex = 685, OrderRefNo = 307896515, Side = B, MsgType = DELETE_ORDER StockIndex = 528, OrderRefNo = 307896308, Side = B, MsgType = DELETE_ORDER StockIndex = 528, OrderRefNo = 307896307, Side = B, MsgType = ADD_ORDER StockIndex = 528, OrderRefNo = 307900484, Side = B, Price = 58.74, Shares = 500, Exchange code = P MsgType = ADD_ORDER StockIndex = 6, OrderRefNo = 307900486, Side = S, Price = 183.66, Shares = 100, Exchange code = P MsgType = ADD_ORDER StockIndex = 528, OrderRefNo = 307900487, Side = B, Price = 58.73, Shares = 700, Exchange code = P MsgType = DELETE_ORDER StockIndex = 528, OrderRefNo = 307899547, Side = B, MsgType = ADD_ORDER StockIndex = 528, OrderRefNo = 307900488, Side = B, Price = 58.79, Shares = 100, Exchange code = P MsgType = ADD_ORDER StockIndex = 528, OrderRefNo = 307900489, Side = B, Price = 58.73, Shares = 400, Exchange code = P MsgType = DELETE_ORDER StockIndex = 549, OrderRefNo = 307877225, Side = S, MsgType = ADD_ORDER StockIndex = 549, OrderRefNo = 307900491, Side = S, Price = 44.15, Shares = 100, Exchange code = P MsgType = DELETE_ORDER StockIndex = 528, OrderRefNo = 307896312, Side = B, MsgType = ADD_ORDER StockIndex = 528, OrderRefNo = 307900492, Side = B, Price = 58.74, Shares = 800, Exchange code = P MsgType = DELETE_ORDER StockIndex = 528, OrderRefNo = 307896315, Side = B, MsgType = ADD_ORDER StockIndex = 528, OrderRefNo = 307900493, Side = B, Price = 58.73, Shares = 400, Exchange code = P MsgType = DELETE_ORDER StockIndex = 175, OrderRefNo = 307894398, Side = B, MsgType = ADD_ORDER StockIndex = 458, OrderRefNo = 307900494, Side = S, Price = 19.83, Shares = 200, Exchange code = P MsgType = DELETE_ORDER StockIndex = 528, OrderRefNo = 307807271, Side = B, MsgType = DELETE_ORDER StockIndex = 70, OrderRefNo = 307899351, Side = B, MsgType = DELETE_ORDER StockIndex = 640, OrderRefNo = 307897459, Side = B, MsgType = DELETE_ORDER StockIndex = 175, OrderRefNo = 307897128, Side = B, MsgType = ADD_ORDER StockIndex = 175, OrderRefNo = 307900495, Side = B, Price = 78.72, Shares = 100, Exchange code = P MsgType = DELETE_ORDER StockIndex = 175, OrderRefNo = 307893418, Side = B, MsgType = DELETE_ORDER StockIndex = 528, OrderRefNo = 307899539, Side = B, MsgType = DELETE_ORDER StockIndex = 528, OrderRefNo = 307899542, Side = S, |
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