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FAST Protocol
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Re: Yes
Ravi Ravisankar / IBM <>
25 Dec 2008 9:39PM ET Rolf,
We decided to have a common decoder for all the FAST feeds.
Since OPRA FAST implementation is non-standard, it posed challenges in the following area:
1. Lack of templates for messages. OPRA defines FAST fields and messages in header files. We generated templates for OPRA messages from the header files, so that the common decoder could consume it.
2. The presence offset for a field in the PMAP is static and based on field id. This is a deviation from FAST specification, but can be handled in the decoder logic. (Adds a cmp and jmp instructions in the presence bit lookup, not very bad!)
3. Messages k and Y (OPRA actually discontinued this message now) needs special processing. Both include/exclude some fields conditionally, based on runtime value of another field.
> Ravi,
>
> thank you for your comments. Would it be possible for you to share some
> thoughts regarding the OPRA impl? What did you do to efficiently support
> the non-std aspects of OPRA?
>
> Best, Rolf
>
>
> > We have implemented the full FAST specification 1.1 in 4 weeks. We
> > wrote decoder and xml parser in C. The specification is short and
> > crisp. The examples are very useful and we implemented them as unit
> > tests. We are using the decoder for several feeds including OPRA.
> >
> > > What can I say except yes - it it clearly way too complicated. Given
> > > it ignores one bit which is potenitally 20% of capacity I can't even
> > > see that it is ultra compact. But anyway we have gone from a hugley
> > > verbose but easy to use format to a very compressed and ultra
> > > difficult format. I think best to junk it and start again! At the
> > > very least give up on new versions until the documents are perfect
> > > and the sample application are usable. The only ones who are going
> > > to profit from all of this is the software vendors selling fast fix
> > > convertors. But sending data should not be that difficult. Anyone
> > > who says this stuff is not difficult tell me how many lines of code
> > > for a complete project... I am still writing and looks like months
> > > of work...
Yes William Hooper / NA 23 Dec 2008 8:30AM ET Re: Yes Rolf Andersson / Pantor Engineering 23 Dec 2008 9:49AM ET Re: Yes William Hooper / NA 24 Dec 2008 10:30AM ET Re: Yes Rolf Andersson / Pantor Engineering 24 Dec 2008 2:14PM ET Re: Yes Clive Browning / Rapid Addition Ltd 24 Dec 2008 4:52PM ET Re: Yes Ravi Ravisankar / IBM 23 Dec 2008 8:55PM ET Re: Yes Rolf Andersson / Pantor Engineering 24 Dec 2008 12:59AM ET Re: Yes
Ravi Ravisankar / IBM 25 Dec 2008 9:39PM ET Re: Yes Hanno Klein / Deutsche Börse Systems 28 Jan 2009 5:37AM ET Re: Yes William Hooper / NA 24 Dec 2008 10:46AM ET Re: Yes Rufus Me / Self 28 Dec 2008 8:43PM ET
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@FIXProtocol
