Sample message types

message types

<messages>
    <message name="AccountListRequest" msgcat="app" msgtype="123456">
        <field name="AccountListRequestID" required="Y" />
    </message>

    <message name="AccountListResponse" msgcat="app" msgtype="123457">
        <field name="AccountListRequestID" required="Y" />
        <component name="AccountData" repeats="Y" />
    </message>
    
    <message name="PriceSubscriptionRequest" msgcat="app" msgtype="123456">
        <field name="PriceId" required="Y" />
        <field name="DepthType" required="Y" />
        <field name="PriceSubType" required="Y" /> <!-- new sub, stop sub, pause sub? -->
    </message>
    
    <message name="PriceSubscriptionUpdate" msgcat="app" msgtype="123456">
        <field name="PriceId" required="Y" />
        <field name="DepthType" required="Y" />
        <field name="PriceData" required="Y" /> <!-- Binary payload; may need separate field for length (although our proto handles that) -->
    </message>
</messages>

<components>
    <component name="AccountData" number="123456789">
        <field name="AccountId" required="Y" />  <!-- Or do we just use pre-existing FIX field? -->
        <field name="Account" required="Y" />
        <field name="CompanyId" required="Y" />
        <field name="SenderCompID" required="Y" />
    </component>

</components>


<fields>
    <field number="123456789" name="AccountListRequestID" type="STRING" />
    <field number="123456789" name="AccountListRequestID" type="STRING" />
    <field number="123456789" name="PriceData" type="DATA" />
</fields>