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FAST Protocol
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Re: FAST TEMPLATES
Rolf Andersson / Pantor Engineering
3 Sep 2008 2:42PM ET Heshan,
if a recipient decides to decode/encode the FAST encoded messages to/from FIX then he obviously has to decode/encode the FIX encoded messages to/from whatever internal format he'll use when processing the received/sent messages but if he doesn't pass FIX on his way from/to his internal format then he'll need both FAST<->internal and FIX<->internal (ie. two codec impls).
Anyone serious about performance will avoid the extra step of doing FAST<->FIX<->internal. FAST<->FIX and FIX<->internal are both much more resource consuming than FAST<->internal.
You can do FAST in one direction and FIX in the other, but if you want to be able to test your own stuff, then you have to implement the other side and ... the other half of each codec.
I would suggest that you spend time to do a proper impl so you don't get hit resource-wise by the fact that you need a few more messages. That will most definitely pay off in the longer term.
/Rolf
> hi Rolf,
>
> well the application messages are based on FIX.5.0.SP1. I'm not sure
> what you mean why two codecs.
>
> and answering your question YES more than one order books combined to
> create one large Consolidated order book for each instrument, but your
> 2nd question i cannot answer yet as it's a undisclosed client of ours.
> It's a Fixed-income venue. Probably not called an Exchange more like a
> Inter-dealer broker.
>
>
> > Hi Heshan,
> >
> > Mixing formats will force recipients to have support for two codecs.
> >
> > What format do you consider using for the request messages?
> >
> > Out of curiosity: Consolidated means more than one source. Which
> > exchange are we talking about?
> >
> > /Rolf
> >
FAST TEMPLATES heshan jayawardena / Millennium Information Technolog 3 Sep 2008 2:04PM ET Re: FAST TEMPLATES heshan jayawardena / Millennium Information Technolog 3 Sep 2008 2:22PM ET Re: FAST TEMPLATES
Rolf Andersson / Pantor Engineering 3 Sep 2008 2:42PM ET Re: FAST TEMPLATES heshan jayawardena / Millennium Information Technolog 3 Sep 2008 2:55PM ET Re: FAST TEMPLATES heshan jayawardena / Millennium Information Technolog 3 Sep 2008 3:24PM ET Re: FAST TEMPLATES heshan jayawardena / Millennium Information Technolog 3 Sep 2008 3:58PM ET Re: FAST TEMPLATES heshan jayawardena / Millennium Information Technolog 3 Sep 2008 2:42PM ET Re: FAST TEMPLATES heshan jayawardena / Millennium Information Technolog 3 Sep 2008 3:04PM ET
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