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FAST Protocol
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Re: EBS market data decoding
Hanno Klein / Deutsche Börse Systems <>
18 Mar 2009 9:31AM ET 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.
You decode the messages within a UDP datagram (first comes the UDP header, then the FAST encoded messages) one after the other. The FAST 1.1 specification explains in detail how to parse each message, starting with the presence map followed by a template identifier and the actual fields.
Regards,
Hanno.
> Hello everyone. As an introduction I have to say this is the first time
> I'm dealing with Fast and I've been developing in java for more that 4
> years. We're developing a series of gateways to translate between Eurex
> EBS data ( FAST) and Fix ( the protocol our software supports). We
> choose to use OpenFast to decode EBS msgs. The thing is when I join a
> reference channel and get a udp datagram during trading session, I'm
> always getting a VERSION type of message. Eurex support is telling me
> that several Fast messages can be sent inside one datagram. OpenFast has
> almost no documentation. How I'm I supposed to decode a datagram with
> more than one fast message? Any clue?
>
> Thanks in advance, Augusto.
Re: EBS market data decoding
Hanno Klein / Deutsche Börse Systems 18 Mar 2009 9:31AM ET
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