simplesofh

A pure-Python implementation of the FIX Trading Community's SOFH framing protocol.

SOFH v1.0

Currently a "draft standard", SOFH v1.0 specifies:

• a 6 octet header, comprised of
• 4 octets for length, a 32 bit unsigned big-endian integer
• 2 octets for message type, a 16 bit unsigned big-endian integer
• Various message type values defined by the protocol, including 255 "private use" values from 1 to 255 decimal.

SOFH v1.1

Currently a "release candidate 1", SOFH v1.1 specifies:

• a 6 octet header, comprised of
• 4 octets for length, a 32 bit unsigned integer
• 2 octets for message type, a 16 bit unsigned integer
• Various message type values defined by the protocol, adding SBE v2.0 and removing BSON from SOFH v1.0.
• Note that both fields are now able to be either big or little endian, subject to "counterparty agreement". There is no indication in the header itself which representation is used.

CME iLink 3 "SOFH"

CME's iLink3 binary order entry protocol uses a framing protocol that it calls SOFH, which is however incompatible with both v1.0 and v1.1 of the formal specification.

CME iLink SOFH specifies:

• a 4 octet header, comprised of
• 2 octets for length, a 16 bit unsigned little-endian integer
• 2 octets for message type, a 16 bit unsigned little-endian integer
• The message type for CME SBE v1.0 must be a little-endian value of 0xCAFE.
  • Note that this value is outside the specified "private use" range from the FIX standards.