mirror of
https://github.com/speice-io/marketdata-shootout
synced 2024-11-24 00:48:20 -05:00
391 lines
18 KiB
XML
391 lines
18 KiB
XML
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<?xml version="1.0" encoding="utf-8"?>
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<xs:schema xmlns:sbe="http://fixprotocol.io/2016/sbe" xmlns:xs="http://www.w3.org/2001/XMLSchema"
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targetNamespace="http://fixprotocol.io/2016/sbe" elementFormDefault="unqualified"
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version="1.0 Draft Standard">
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<xs:annotation>
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<xs:documentation>
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Message schema for FIX Simple Binary Encoding
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Version: 1.0 Draft Standard
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© Copyright 2014-2016 FIX Protocol Limited
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License: Creative Commons Attribution-NoDerivatives 4.0 International Public License
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</xs:documentation>
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</xs:annotation>
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<xs:element name="messageSchema">
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<xs:annotation>
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<xs:documentation>
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Root of XML document, holds all message templates
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and their elements
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</xs:documentation>
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</xs:annotation>
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<xs:complexType>
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<xs:sequence>
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<xs:element name="types" maxOccurs="unbounded">
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<xs:annotation>
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<xs:documentation>
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More than one set of types may be provided.
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Names must be unique across all encoding
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types.
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Encoding types may appear in any order.
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</xs:documentation>
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</xs:annotation>
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<xs:complexType>
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<xs:choice maxOccurs="unbounded">
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<xs:element name="type" type="sbe:encodedDataType"/>
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<xs:element name="composite" type="sbe:compositeDataType"/>
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<xs:element name="enum" type="sbe:enumType"/>
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<xs:element name="set" type="sbe:setType"/>
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</xs:choice>
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</xs:complexType>
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</xs:element>
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<xs:element ref="sbe:message" maxOccurs="unbounded"/>
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</xs:sequence>
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<xs:attribute name="package" type="xs:string"/>
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<xs:attribute name="id" type="xs:unsignedShort">
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<xs:annotation>
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<xs:documentation>Unique ID of a message schema
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</xs:documentation>
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</xs:annotation>
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</xs:attribute>
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<xs:attribute name="version" type="xs:nonNegativeInteger" use="required">
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<xs:annotation>
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<xs:documentation>The version of a message schema. Initial version
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is 0.
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</xs:documentation>
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</xs:annotation>
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</xs:attribute>
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<xs:attribute name="semanticVersion" type="xs:string" use="optional">
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<xs:annotation>
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<xs:documentation>Application layer specification version, such as
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FIX version 'FIX.5.0SP2'
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</xs:documentation>
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</xs:annotation>
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</xs:attribute>
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<xs:attribute name="description" type="xs:string" use="optional"/>
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<xs:attribute name="byteOrder" default="littleEndian">
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<xs:simpleType>
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<xs:restriction base="xs:token">
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<xs:enumeration value="bigEndian"/>
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<xs:enumeration value="littleEndian"/>
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</xs:restriction>
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</xs:simpleType>
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</xs:attribute>
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<xs:attribute name="headerType" type="sbe:symbolicName_t" default="messageHeader">
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<xs:annotation>
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<xs:documentation>
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Name of the encoding type of the message header,
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which is the same for all messages in a schema. The name has a
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default, but an encoding of that name must be present under a
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'types' element.
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</xs:documentation>
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</xs:annotation>
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</xs:attribute>
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</xs:complexType>
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</xs:element>
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<xs:element name="message" type="sbe:blockType">
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<xs:annotation>
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<xs:documentation>
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A message type, also known as a message template
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</xs:documentation>
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</xs:annotation>
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</xs:element>
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<xs:complexType name="blockType">
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<xs:annotation>
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<xs:documentation>Base type of message and repeating group entry
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</xs:documentation>
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</xs:annotation>
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<xs:sequence>
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<xs:element name="field" type="sbe:fieldType" minOccurs="0" maxOccurs="unbounded">
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<xs:annotation>
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<xs:documentation>Fixed-length fields</xs:documentation>
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</xs:annotation>
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</xs:element>
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<xs:element name="group" type="sbe:groupType" minOccurs="0" maxOccurs="unbounded"/>
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<xs:element name="data" type="sbe:fieldType" minOccurs="0" maxOccurs="unbounded">
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<xs:annotation>
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<xs:documentation>Variable-length fields</xs:documentation>
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</xs:annotation>
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</xs:element>
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</xs:sequence>
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<xs:attribute name="name" type="sbe:symbolicName_t" use="required"/>
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<xs:attribute name="id" type="xs:unsignedShort" use="required">
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<xs:annotation>
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<xs:documentation>Unique ID of a message template
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</xs:documentation>
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</xs:annotation>
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</xs:attribute>
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<xs:attribute name="blockLength" type="xs:nonNegativeInteger" use="optional">
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<xs:annotation>
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<xs:documentation>Space reserved for root level of message, not
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include groups or variable-length
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data elements.
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</xs:documentation>
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</xs:annotation>
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</xs:attribute>
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<xs:attributeGroup ref="sbe:semanticAttributes"/>
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<xs:attributeGroup ref="sbe:versionAttributes"/>
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</xs:complexType>
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<xs:complexType name="groupType">
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<xs:annotation>
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<xs:documentation>
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A repeating group contains an array of entries
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</xs:documentation>
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</xs:annotation>
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<xs:complexContent>
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<xs:extension base="sbe:blockType">
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<xs:attribute name="dimensionType" type="sbe:symbolicName_t" default="groupSizeEncoding"/>
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</xs:extension>
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</xs:complexContent>
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</xs:complexType>
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<xs:complexType name="encodedDataType" mixed="true">
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<xs:annotation>
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<xs:documentation>
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Simple wire encoding consisting of a primitive type
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or array of primitives
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</xs:documentation>
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</xs:annotation>
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<xs:simpleContent>
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<xs:extension base="xs:token">
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<xs:attribute name="name" type="sbe:symbolicName_t" use="required"/>
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<xs:attribute name="nullValue" type="xs:string" use="optional">
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<xs:annotation>
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<xs:documentation>Override of default null indicator for the data
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type in SBE specification,
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as a string.
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</xs:documentation>
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</xs:annotation>
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</xs:attribute>
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<xs:attribute name="minValue" type="xs:string" use="optional"/>
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<xs:attribute name="maxValue" type="xs:string" use="optional"/>
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<xs:attribute name="length" type="xs:nonNegativeInteger" default="1"/>
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<xs:attribute name="primitiveType" use="required">
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<xs:simpleType>
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<xs:restriction base="xs:token">
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<xs:enumeration value="char"/>
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<xs:enumeration value="int8"/>
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<xs:enumeration value="int16"/>
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<xs:enumeration value="int32"/>
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<xs:enumeration value="int64"/>
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<xs:enumeration value="uint8"/>
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<xs:enumeration value="uint16"/>
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<xs:enumeration value="uint32"/>
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<xs:enumeration value="uint64"/>
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<xs:enumeration value="float"/>
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<xs:enumeration value="double"/>
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</xs:restriction>
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</xs:simpleType>
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</xs:attribute>
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<xs:attribute name="characterEncoding" type="xs:string" use="optional"/>
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<xs:attributeGroup ref="sbe:alignmentAttributes"/>
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<xs:attributeGroup ref="sbe:presenceAttributes"/>
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<xs:attributeGroup ref="sbe:semanticAttributes"/>
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<xs:attributeGroup ref="sbe:versionAttributes"/>
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</xs:extension>
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</xs:simpleContent>
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</xs:complexType>
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<xs:complexType name="compositeDataType" mixed="true">
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<xs:annotation>
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<xs:documentation>
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A wire encoding composed of multiple parts
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</xs:documentation>
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</xs:annotation>
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<xs:choice maxOccurs="unbounded">
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<xs:element name="type" type="sbe:encodedDataType"/>
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<xs:element name="enum" type="sbe:enumType"/>
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<xs:element name="set" type="sbe:setType"/>
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<xs:element name="composite" type="sbe:compositeDataType"/>
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<xs:element name="ref" type="sbe:refType"/>
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</xs:choice>
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<xs:attribute name="name" type="sbe:symbolicName_t" use="required"/>
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<xs:attributeGroup ref="sbe:alignmentAttributes"/>
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<xs:attributeGroup ref="sbe:semanticAttributes"/>
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<xs:attributeGroup ref="sbe:versionAttributes"/>
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</xs:complexType>
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<xs:complexType name="enumType" mixed="true">
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<xs:annotation>
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<xs:documentation>
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An enumeration of valid values
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</xs:documentation>
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</xs:annotation>
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<xs:sequence>
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<xs:element name="validValue" type="sbe:validValue" maxOccurs="unbounded"/>
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</xs:sequence>
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<xs:attribute name="name" type="sbe:symbolicName_t" use="required"/>
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<xs:attribute name="encodingType" type="sbe:symbolicName_t" use="required"/>
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<xs:attributeGroup ref="sbe:alignmentAttributes"/>
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<xs:attributeGroup ref="sbe:semanticAttributes"/>
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<xs:attributeGroup ref="sbe:versionAttributes"/>
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</xs:complexType>
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<xs:complexType name="validValue">
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<xs:annotation>
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<xs:documentation>
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Valid value as a string
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</xs:documentation>
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</xs:annotation>
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<xs:simpleContent>
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<xs:extension base="xs:token">
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<xs:attribute name="name" type="sbe:symbolicName_t" use="required"/>
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<xs:attribute name="description" type="xs:string" use="optional"/>
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<xs:attributeGroup ref="sbe:versionAttributes"/>
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</xs:extension>
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</xs:simpleContent>
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</xs:complexType>
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<xs:complexType name="refType" mixed="true">
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<xs:annotation>
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<xs:documentation>
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A reference to any existing encoding type (simple type, enum or set)
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to reuse as a member of a composite type
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</xs:documentation>
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</xs:annotation>
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<xs:attribute name="name" type="sbe:symbolicName_t" use="required"/>
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<xs:attribute name="type" type="sbe:symbolicName_t" use="required"/>
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<xs:attributeGroup ref="sbe:alignmentAttributes"/>
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<xs:attributeGroup ref="sbe:versionAttributes"/>
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</xs:complexType>
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<xs:complexType name="setType" mixed="true">
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<xs:annotation>
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<xs:documentation>
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A multi value choice (encoded as a bitset)
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</xs:documentation>
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</xs:annotation>
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<xs:sequence>
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<xs:element name="choice" type="sbe:choice" maxOccurs="64"/>
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</xs:sequence>
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<xs:attribute name="name" type="sbe:symbolicName_t" use="required"/>
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<xs:attribute name="encodingType" type="sbe:symbolicName_t" use="required"/>
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<xs:attributeGroup ref="sbe:alignmentAttributes"/>
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<xs:attributeGroup ref="sbe:semanticAttributes"/>
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<xs:attributeGroup ref="sbe:versionAttributes"/>
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</xs:complexType>
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<xs:complexType name="choice">
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<xs:annotation>
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<xs:documentation>
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A choice within a multi value set. Value is the
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position within a bitset (zero-based index).
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</xs:documentation>
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</xs:annotation>
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<xs:simpleContent>
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<xs:extension base="xs:nonNegativeInteger">
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<xs:attribute name="name" type="sbe:symbolicName_t" use="required"/>
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<xs:attribute name="description" type="xs:string" use="optional"/>
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<xs:attributeGroup ref="sbe:versionAttributes"/>
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</xs:extension>
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</xs:simpleContent>
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</xs:complexType>
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<xs:complexType name="fieldType">
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<xs:annotation>
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<xs:documentation>
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A field of a message of a specified dataType
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</xs:documentation>
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</xs:annotation>
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<xs:attribute name="name" type="sbe:symbolicName_t" use="required"/>
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<xs:attribute name="id" type="xs:unsignedShort" use="required"/>
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<xs:attribute name="type" type="sbe:symbolicName_t" use="required">
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<xs:annotation>
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<xs:documentation>Must match the name of an encoding contained by
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'types' element
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</xs:documentation>
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</xs:annotation>
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</xs:attribute>
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<xs:attribute name="epoch" type="xs:string" default="unix"/>
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<xs:attribute name="timeUnit" type="xs:string" default="nanosecond">
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<xs:annotation>
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<xs:documentation>Deprecated - only for back compatibility with RC2
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</xs:documentation>
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</xs:annotation>
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</xs:attribute>
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<xs:attributeGroup ref="sbe:alignmentAttributes"/>
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<xs:attributeGroup ref="sbe:presenceAttributes"/>
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<xs:attributeGroup ref="sbe:semanticAttributes"/>
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<xs:attributeGroup ref="sbe:versionAttributes"/>
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<!-- start of time period - default is UNIX epoch -->
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</xs:complexType>
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<xs:attributeGroup name="semanticAttributes">
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<xs:annotation>
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<xs:documentation>
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|
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Application layer class. Maps a field or encoding
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to a FIX data type.
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</xs:documentation>
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</xs:annotation>
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<xs:attribute name="semanticType" type="xs:token" use="optional"/>
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<xs:attribute name="description" type="xs:string" use="optional"/>
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</xs:attributeGroup>
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<xs:attributeGroup name="versionAttributes">
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<xs:annotation>
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<xs:documentation>
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Schema versioning supports message extension
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</xs:documentation>
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</xs:annotation>
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<xs:attribute name="sinceVersion" type="xs:nonNegativeInteger" default="0">
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<xs:annotation>
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<xs:documentation>
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The schema version in which an element was added
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</xs:documentation>
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</xs:annotation>
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</xs:attribute>
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<xs:attribute name="deprecated" type="xs:nonNegativeInteger" use="optional">
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<xs:annotation>
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<xs:documentation>
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The version of the schema in which an element was
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deprecated. It is retained for back compatibility but should no
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longer be used by updated applications.
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</xs:documentation>
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</xs:annotation>
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</xs:attribute>
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</xs:attributeGroup>
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<xs:attributeGroup name="alignmentAttributes">
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<xs:attribute name="offset" type="xs:unsignedInt" use="optional">
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<xs:annotation>
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<xs:documentation>Offset from start of a composite type or block
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|
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as a zero-based index.
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</xs:documentation>
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||
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</xs:annotation>
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||
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</xs:attribute>
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</xs:attributeGroup>
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|
|
<xs:attributeGroup name="presenceAttributes">
|
||
|
|
<xs:attribute name="presence" default="required">
|
||
|
|
<xs:simpleType>
|
||
|
|
<xs:restriction base="xs:token">
|
||
|
|
<xs:enumeration value="required">
|
||
|
|
<xs:annotation>
|
||
|
|
<xs:documentation>The value must always be populated
|
||
|
|
</xs:documentation>
|
||
|
|
</xs:annotation>
|
||
|
|
</xs:enumeration>
|
||
|
|
<xs:enumeration value="optional">
|
||
|
|
<xs:annotation>
|
||
|
|
<xs:documentation>Value may be set to nullValue for its data type
|
||
|
|
</xs:documentation>
|
||
|
|
</xs:annotation>
|
||
|
|
</xs:enumeration>
|
||
|
|
<xs:enumeration value="constant">
|
||
|
|
<xs:annotation>
|
||
|
|
<xs:documentation>Value does not vary so it need not be
|
||
|
|
serialized on the wire
|
||
|
|
</xs:documentation>
|
||
|
|
</xs:annotation>
|
||
|
|
</xs:enumeration>
|
||
|
|
</xs:restriction>
|
||
|
|
</xs:simpleType>
|
||
|
|
</xs:attribute>
|
||
|
|
<xs:attribute name="valueRef" type="sbe:qualifiedName_t" use="optional">
|
||
|
|
<xs:annotation>
|
||
|
|
<xs:documentation>A constant value as valid value of an enum
|
||
|
|
in the form enum-name.valid-value-name
|
||
|
|
</xs:documentation>
|
||
|
|
</xs:annotation>
|
||
|
|
</xs:attribute>
|
||
|
|
</xs:attributeGroup>
|
||
|
|
<xs:simpleType name="symbolicName_t">
|
||
|
|
<xs:restriction base="xs:string">
|
||
|
|
<xs:minLength value="1"/>
|
||
|
|
<xs:maxLength value="64"/>
|
||
|
|
<xs:pattern value="([A-Z]|[a-z]|_)([0-9]|[A-Z]|[a-z]|_)*"/>
|
||
|
|
</xs:restriction>
|
||
|
|
</xs:simpleType>
|
||
|
|
<xs:simpleType name="qualifiedName_t">
|
||
|
|
<xs:restriction base="xs:string">
|
||
|
|
<xs:pattern value="([A-Z]|[a-z]|_)([0-9]|[A-Z]|[a-z]|_)*\.([A-Z]|[a-z]|_)([0-9]|[A-Z]|[a-z]|_)*"/>
|
||
|
|
</xs:restriction>
|
||
|
|
</xs:simpleType>
|
||
|
|
</xs:schema>
|