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1、CFETS IMIX Protocol Development GuideCFETS/K04382015CMDS Client API IMIXDevelopment GUIDE(Version 2.9)Protocol Version 1.111.3 CMDS Client APIP u b lish b y C F E T SCFETS/K04382015IContentsPreface .IVForeword .VRevision History .VI1 Scope.12 IMIX Protocol Introduction .12.1 Scope of Application.12.
2、2 IMIX Message Structure.12.2.1 Standard Message Header.22.2.2 Standard Message Trailer .62.2.3 Standard Message Body.62.2.4 Repeating Groups.62.2.5 Component Block .73 Key Field and Group.73.1 MsgType .73.2 MarketIndicator.73.3 UniqueOutputKey.83.4 SecurityID.83.5 LiquidProviderGrp.83.6 MDTypeGrp.83.7 Rule of RIC Code.94 Business Scene Introduction.104.1 Data Type.104.1.1 Update data .104.1.2 Snapshot data .104.1.3 Refresh data .104.2 Data Content .104.2.1 Mid-price data.104.2.2 Best quote data.114.2.3 Market statistics data.124.3 Message Flow .125 Business Scene Sample.
