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Re: Eurex Bit Stream.
Hugh Michael Jordan / N/A
15 Jan 2010 11:22AM ETMy interpretation is obviously wrong as I'm forgetting about the mandatory delta fields that don't occupy a bit in the pmap..
Any other comments welcome though, I'm sure its not the only problem I have.
> This might be a tall order but I harbour hope that someone might be able
> to help. I'm trying to parse a FAST stream (Eurex) but run into a
> problem only a few messages into each datagram.
>
> A representation of the binary is included below and then my
> interpretation of the stream. In words: I parse a 'Version Information'
> message and a 'FAST Reset' message; I then get a pmap and a template ID
> for a 'Single Leg Reference' message; when I get to the end of this
> message I see impossible pmap and tID's for the next message. In the
> case below a tID=0. I hope someone can help and many thanks in advance
> if you do.
>
> BINARY BIT STREAM
> -----------------
> 0000000: 11000000 10000001 00100011 01100000 00000101 10000001 ..#`..
> 0000006: 10000001 00000011 00010011 00111001 11000001 11000000 ...9..
> 000000c: 11111000 01111111 11111100 10000100 10000000 11000001 ......
> 0000012: 00100000 10011000 10110001 00100000 10111111 01000100 .. .D
> 0000018: 01000010 11001011 01001111 11000011 00110010 00110000 B.O.20
> 000001e: 00110001 00110001 00110000 10110110 00110010 00110000 110.20
> 0000024: 00110001 00110001 00110000 00110110 00110001 10110111 11061.
> 000002a: 11111110 00111110 11000000 11111110 00111110 11000000 .>..>.
> 0000030: 10110000 10110001 11111100 00111101 00000100 11000000 ...=..
> 0000036: 10001010 00000000 10011000 10000000 10000001 10000000 ......
> 000003c: 00000111 11101000 10000000 00000111 11101000 10110001 ......
> 0000042: 11111100 00111101 00000100 11000000 00000001 11011000 .=....
> 0000048: 10000000 10000001 00110010 00110000 00110001 00110001 ..2011
> 000004e: 00110001 10110010 00110010 00110000 00110001 00110001 1.2011
> 0000054: 00110001 00110010 00110001 10110110 10000000 01010010 121..R
> 000005a: 11011000 10000000 01010010 11011000 10110001 11111100 ..R...
> 0000060: 00111101 00000100 11000000 00000000 10011000 10000000 =.....
> 0000066: 10000001 10000000 00000011 10010000 10000000 00000011 ......
> 000006c: 10010000 10110001 11111100 00111101 00000100 11000000 ...=..
> 0000072: 00000000 10011000 10000000 10000001 10000000 00000011 ......
> 0000078: 10010000 10000000 00000011 10010000 10110001 11111100 ......
> 000007e: 00111101 00000100 11000000 00000000 10011000 10000000 =.....
> 0000084: 10000001 10000000 00000111 11101000 10000000 00000111 ......
> 000008a: 11101000 10110001 11111100 00111101 00000100 11000000 ...=..
> 0000090: 00000000 10011000 10000000 10000001 10000000 00000111 ......
> 0000096: 11101000 10000000 00000111 11101000 10110001 11111100 ......
> 000009c: 00111101 00000100 11000000 00000000 10011000 10000000 =.....
> 00000a2: 10000001 10000000 00000111 11101000 10000000 00000111 ......
>
> MY INTERPRETATION
> -----------------
> pmap 11000000 tid 10000001 vers 00100011 01100000 00000101 10000001
> ..#`.. srcId 10000001 seqNum 00100010 00010001 11110101
>
> pmap 11000000 tid 11111000 ."....
>
> pmap 01111111 11111100 tid 10000100 timestamp 10000000 srcid 11000000
> seqnum 00011101 10001001 actionType 10110001 cntrid 00011101 10101101
> prodid 01000100 01000010 10110001 cntrytype 01001111 11000011
> cntrexpmthyr 00110010 00110000 00110001 00110001 00110001 10110010
> cntrexpdate 00110010 00110000 00110001 00110001 00110001 00110010
> 00110001 10110110 cntrexpprc 11111110 00100111 10001000 cntrorigexerprc
> 11111110 00100111 10001000 cntrversno 10110000 cntrgenno 10110001
> cntrsize 11111100 mktDpth 00111101 00000100 11000000 lepoInd NOT PRESENT
>
> // From here it doesn't seem right to me..
>
> pmap 10001010 (no template Id so previous is used) actionType 00000000
> 10011000 cntrType 10000000
>
> pmap 10000001 cntrExpMth 10000000 (huh?)
>
> pmap 00000111 11101000 prodId(5) 10000000 (huh?) cntrType(6) 00000111
> 11101000 cntrExpMthYr(7) 10110001 cntrExpDate(8) 11111100 cntrVersNo(9)
> 00111101 00000100 11000000 cntrGenNo(10) 00000000 10011000 mktDpth(12)
> 10000000 ...
Re: Eurex Bit Stream.
Hugh Michael Jordan / N/A 15 Jan 2010 11:22AM ET
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