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FAST Protocol
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Re: EBS market data decoding
Dale Wilson / Object Computing, Inc
18 Mar 2009 11:02AM ET Hanno said:
> UDP by nature is an unreliable protocol. Hence, the first message in a
> datagram always has to be complete and FAST can only work its magic as
> of the second message. Your assumption of one message per UDP datagram
> defeats the very purpose of FAST.
Basically true, but the FAST magic is useful even in a single message if the messages contains Sequences (FIX repeated groups) CME takes advantage of this in their one message/packet UDP feeds.
It is important to note that you have to reset the decoder (clear the dictionaries) between each packet due to the possibility of packet loss.
Dale
Re: EBS market data decoding
Dale Wilson / Object Computing, Inc 18 Mar 2009 11:02AM ET
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