For a particular message, will the fields come in the same sequential way as specified in the table or the position of fields can be random ?
I believe you are not very familiar with encodings other than the classic tag=value which is ASCII and field order on the root level is arbitrary. BSE market data is binary! Please study the BSE documentation in more detail and maybe also try to read up on message encoding techniques in general. How do you want to find a field in a message that has no embedded meta information? In tag=value and FIXML the tags are part of the wire level format. That is normally not the case for binary encodings where you have a separate schema that describes the content. This is also the case for BSE where the message tables have two columns called “Len” and “Ofs”. “Ofs” gives you the byte offset of the field in the message and “Len” tells you how many bytes the field occupies in the message.
Does it mean that BSE will not send a FIX message in TAG=VALUE format?
In the following link BSE says that BSE uses FIX 5.0 SP2 version.
http://www.bseindia.com/downloads1/FIX_API.zip
Then how OFFSET values will be satisfied if FIX format is used?
Suman, that references a different interface than the one you posted before (http://www.bseindia.com/downloads1/BSE_market_data_EOBI.zip). FIX API seems to be the classic FIX engine interface which has an ASCII (tag=value) encoding and not a binary encoding like EOBI or ETI. You will find no mention of offsets in that document.
FIX 5 introduced Transport Independence as a concept to allow different presenttaion and session layers below the application level. All of BSE messages follow FIX semantics on the application layer. But they are different on the levels below. There are different answers to your question depending on the interface you are talking about. BSE obviously has at least 3 different interfaces making use of the FIX Family of Standards. This is a good thing and shows its power across various use cases. Fro that it is worth spending the time to explain the differences to a larger audience in this forum. I hope it helps.
Can you give me an example of how BSE message packet comes on EOBI in terms of hexadecimal values sent on wire?? you can refer page 7 last second line of EOBI (All messages are designed to be as small as possible and are following FIX 5.0 SP2 semantics.
I think this request goes too far. This forum is not intended as support channel for specific FIX interfaces. That should go through the BSE support line. The message formats are explained very well in Chapter 6 of the EOBI manual which gives you a datagram structure for BSE market data messages. Chapter 2.3 references further reading material.
The BSE website (http://www.bseindia.com/members/index.aspx?expandable=6) has posted a document “BSE Helpdesk - Contact numbers.doc” which also contains an email address (bsehelp@bseindia.com) for sending questions.
Thank you,
Hanno.
Thank you very much Sir. This information has helped us a lot.