EMA C++ Performace Tools Guide : 8 Input File Details : 8.1 Message Content File and Format : 8.1.3 Sample MarketByOrder Data
 
8.1.3 Sample MarketByOrder Data
Performance tools also support MarketByOrder data, however it is currently experimental. To allow tools to provide MarketByOrder data, you can add the following data to MsgData.xml:
 
 
<!-- MarketByOrder -->
<marketByOrderMsgList>
 
<!-- ORDER_SIDE enumerations: BID is 1, ASK is 2 -->
 
<refreshMsg>
    <dataBody>
        <map>
            <fieldSetDefs>
                <fieldSetDef setId="0">
                    <fieldSetDefEntry fieldId="3427" dataType="RSSL_DT_REAL" />
                    <fieldSetDefEntry fieldId="3429" dataType="RSSL_DT_REAL" />
                    <fieldSetDefEntry fieldId="3855" dataType="RSSL_DT_UINT_2" />
                    <fieldSetDefEntry fieldId="212" dataType="RSSL_DT_RMTES_STRING" />
                    <fieldSetDefEntry fieldId="3428" dataType="RSSL_DT_ENUM" />
                </fieldSetDef>
            </fieldSetDefs>
            <mapEntry action="RSSL_MPEA_ADD_ENTRY" key="100" >
                <fieldList setId="0">
                    <fieldEntry fieldId="3427" dataType="RSSL_DT_REAL" data="360287970189639.67"/>
                    <fieldEntry fieldId="3429" dataType="RSSL_DT_REAL" data="36028797018963967"/>
                    <fieldEntry fieldId="3855" dataType="RSSL_DT_UINT" data="0"/>
                    <fieldEntry fieldId="212" dataType="RSSL_DT_RMTES_STRING" data="MarketMaker1"/>
                    <fieldEntry fieldId="3428" dataType="RSSL_DT_ENUM" data="1"/>
                </fieldList>
            </mapEntry>
            <mapEntry action="RSSL_MPEA_ADD_ENTRY" key="101" >
                <fieldList setId="0">
                    <fieldEntry fieldId="3427" dataType="RSSL_DT_REAL" data="360287970189638.67"/>
                    <fieldEntry fieldId="3429" dataType="RSSL_DT_REAL" data="36028797018963467"/>
                    <fieldEntry fieldId="3855" dataType="RSSL_DT_UINT" data="500"/>
                    <fieldEntry fieldId="212" dataType="RSSL_DT_RMTES_STRING" data="MarketMaker2"/>
                    <fieldEntry fieldId="3428" dataType="RSSL_DT_ENUM" data="1"/>
                </fieldList>
            </mapEntry>
            <mapEntry action="RSSL_MPEA_ADD_ENTRY" key="102" >
                <fieldList setId="0">
                    <fieldEntry fieldId="3427" dataType="RSSL_DT_REAL" data="360287970189637.67"/>
                    <fieldEntry fieldId="3429" dataType="RSSL_DT_REAL" data="36028797018962967"/>
                    <fieldEntry fieldId="3855" dataType="RSSL_DT_UINT" data="1000"/>
                    <fieldEntry fieldId="212" dataType="RSSL_DT_RMTES_STRING" data="MarketMaker3"/>
                    <fieldEntry fieldId="3428" dataType="RSSL_DT_ENUM" data="2"/>
                </fieldList>
            </mapEntry>
            <mapEntry action="RSSL_MPEA_ADD_ENTRY" key="103" >
                <fieldList setId="0">
                    <fieldEntry fieldId="3427" dataType="RSSL_DT_REAL" data="360287970189636.67"/>
                    <fieldEntry fieldId="3429" dataType="RSSL_DT_REAL" data="36028797018962467"/>
                    <fieldEntry fieldId="3855" dataType="RSSL_DT_UINT" data="1500"/>
                    <fieldEntry fieldId="212" dataType="RSSL_DT_RMTES_STRING" data="MarketMaker4"/>
                    <fieldEntry fieldId="3428" dataType="RSSL_DT_ENUM" data="2"/>
                </fieldList>
            </mapEntry>
            <mapEntry action="RSSL_MPEA_ADD_ENTRY" key="104" >
                <fieldList setId="0">
                    <fieldEntry fieldId="3427" dataType="RSSL_DT_REAL" data="360287970189635.67"/>
                    <fieldEntry fieldId="3429" dataType="RSSL_DT_REAL" data="36028797018961967"/>
                    <fieldEntry fieldId="3855" dataType="RSSL_DT_UINT" data="2000"/>
                    <fieldEntry fieldId="212" dataType="RSSL_DT_RMTES_STRING" data="MarketMaker5"/>
                    <fieldEntry fieldId="3428" dataType="RSSL_DT_ENUM" data="2"/>
                </fieldList>
            </mapEntry>
        </map>
    </dataBody>
</refreshMsg>
 
<updateMsg>
    <dataBody>
        <map>
            <mapEntry action="RSSL_MPEA_UPDATE_ENTRY" key="100" >
                <fieldList>
                    <fieldEntry fieldId="3427" dataType="RSSL_DT_REAL" data="360287970189638.67"/>
                    <fieldEntry fieldId="3429" dataType="RSSL_DT_REAL" data="36028797018963867"/>
                    <fieldEntry fieldId="3855" dataType="RSSL_DT_UINT" data="0"/>
                </fieldList>
            </mapEntry>
            <mapEntry action="RSSL_MPEA_UPDATE_ENTRY" key="101" >
                <fieldList>
                    <fieldEntry fieldId="3427" dataType="RSSL_DT_REAL" data="360287970189635.67"/>
                    <fieldEntry fieldId="3429" dataType="RSSL_DT_REAL" data="36028797018963567"/>
                    <fieldEntry fieldId="3855" dataType="RSSL_DT_UINT" data="500"/>
                </fieldList>
            </mapEntry>
            <mapEntry action="RSSL_MPEA_UPDATE_ENTRY" key="102" >
                <fieldList>
                    <fieldEntry fieldId="3427" dataType="RSSL_DT_REAL" data="360287970189632.67"/>
                    <fieldEntry fieldId="3429" dataType="RSSL_DT_REAL" data="36028797018963267"/>
                    <fieldEntry fieldId="3855" dataType="RSSL_DT_UINT" data="1000"/>
                </fieldList>
            </mapEntry>
            <mapEntry action="RSSL_MPEA_UPDATE_ENTRY" key="103" >
                <fieldList>
                    <fieldEntry fieldId="3427" dataType="RSSL_DT_REAL" data="360287970189629.67"/>
                    <fieldEntry fieldId="3429" dataType="RSSL_DT_REAL" data="36028797018962967"/>
                    <fieldEntry fieldId="3855" dataType="RSSL_DT_UINT" data="1500"/>
                </fieldList>
            </mapEntry>
            <mapEntry action="RSSL_MPEA_UPDATE_ENTRY" key="104" >
                <fieldList>
                    <fieldEntry fieldId="3427" dataType="RSSL_DT_REAL" data="360287970189626.67"/>
                    <fieldEntry fieldId="3429" dataType="RSSL_DT_REAL" data="36028797018962667"/>
                    <fieldEntry fieldId="3855" dataType="RSSL_DT_UINT" data="2000"/>
                </fieldList>
            </mapEntry>
        </map>
    </dataBody>
</updateMsg>
 
</marketByOrderMsgList>
 
Code Example 23: Sample MarketByOrder Data