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FAST Protocol
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Re: FAST Over TCP
Fernando Jeronymo / Societe Generale <>
26 Jan 2010 6:03PM ET Hi Rolf,
As per FAST 1x1 Section 10, we would have "BLOCK SIZE (1000 bytes) | MSG | ... | MSG | X (byte 1001)"
Now the question is, regarding EBS, I am not sure they are doing that... What we seem to receive (and as per their documentation) we have:
"MSG | MSG | MSG | ... | MSG" without the block.
As per EBS spec (EBS Live FastFIX version 6.3.pdf):
3.4 FAST/FIX Considerations
The FAST/FIX message will consist of a sequence of individual messages, not blocks of messages.
Can you or someone else confirm that EBS does not send blocks? I just am unsure on how to decode FIX over FAST over TCP if they are not within a block... right now we try to decode, error, wait for more data, try to decode, error, until I can successfully decode a message.
Regards,
--Fernando
> Hi Fernando,
>
> please have a look at section 10 of the FAST specification. You can use
> blocks to enable reading a whole message before starting to decode the
> message. You can also put more than one (complete) message into a block.
>
> Let me know if you have any further questions.
>
> /Rolf
>
>
> > Hi All,
> >
> > What is the proposed way of correctly parsing a TCP FAST encoded
> > message? (FIX over FAST)?
> >
> > If we are in FIX world, I have: "8=FIX.M.N^A9=...^A10=123^A"
> >
> > So I can easily search for "8=FIX...^A" and "^A10=NNN^A", and here I
> > have my SOM (Start of Message) and EOM (End of Message)
> >
> > The issue is, this gets encoded over FAST and sent on TCP... then we
> > retrieve a FAST encoded message but we don't have any way to know when
> > we should start FAST decoding. At this point we try to decode, if the
> > message is incomplete I generate an error and wait for more data and
> > then when I receive more data I try to decode again.
> >
> > Ideally I would have some kind of framing (not FAST encoded) that
> > tells me how many bytes I should expect, or gives me the Begin/End of
> > the message, so I can read everything from the socket first to then
> > decode later.
> >
> > Is this something that has been discussed already? If there are some
> > guidelines please share them with me, so I can then forward them to
> > the market in question :)
> >
> > Best Regards, --Fernando
FAST Over TCP Fernando Jeronymo / Societe Generale 26 Jan 2010 5:49PM ET Re: FAST Over TCP
Fernando Jeronymo / Societe Generale 26 Jan 2010 6:03PM ET
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