Discussion Forums

Re: FAST too complex?
Rolf Andersson / Pantor Engineering
25 Dec 2008 2:35AM ET

Sebastien,

thank you you for taking the time to comment in detail.

We are well aware of the shortcomings of the current docs. I find your observations about feature overlap and redundancy interesting. While we will most probably not remove any features, we may use these observations in our continued documentation work.

Out of curiosity, which FAST feed did you implement when you first started to develop your decoder?

Best,
Rolf

> Hello,
>
> Thanks for the opportunity to speak up. I think FAST is complex but
> manageable, and a good piece of work. I largely agreed with Daniel
> May's comments regarding the complexity of CME's implementation of
> FAST, and found other market implementations to be easier to
> integrate. That said, we did have a few obstacles with the protocol
> implementation which I would label as responsible for my judgement
> of complexity:
>
> 1. There are too many possible states for individual fields. I
> understand the utility of being able to suppress a field from the
> stream, but once you add previous value dictionary management,
> there are 4 possible states for a field: undefined, absent, null,
> and assigned not null. Why not two states: assigned and null?
>
> 2. Related to the first point: The PMAP and nullability rules
> (section 10.5.1) are convoluted and do not confer discernable
> benefits. Why was it necessary to specify that some fields
> require a PMAP bit while others don't?

> This decision requires adding a great deal of logic to decoder
> implementations. Would it not be simpler to specify, for
> instance, that every field has a PMAP bit, that a true signals
> the presence of a field, while a false signals that it is null
> (somewhat as it is done on OPRA)?
>
> 2. Some data types are redundant. The string, byte vector, and
> proposed bit vector datatypes, for instance, could all be
> represented as byte vectors with little difference to the stream
> size and no additional logic. Similarly, group fields could be
> represented by sequence fields with lengths of 0 or 1.
>
> 3. Like everyone, I was surprised by the lack of a functionning
> reference implementation. When trying to determine why our decoder
> was rejecting certain messages, we had no choice but to decode the
> messages by hand - which I considered a Sisyphean ordeal - until
> we got the rules for PMAP/nullability/default operators/decimal
> fields/etc... right.
>
> A lot of these comments may have been discussed during FAST's
> design, so I'm not sure if I'm restating ideas. Eventually, we got
> through all of it with just the FAST specification document and
> this discussion forum - so perhaps my thoughts are mere dreary
> memories of hard work gone by.
>
> Happy holidays,
>
> - Sebastien


FAST too complex?
Rolf Andersson / Pantor Engineering   3 Dec 2008 2:42PM ET
Re: FAST too complex?
Majkara Majka / me   3 Dec 2008 5:44PM ET
Re: FAST too complex?
Rolf Andersson / Pantor Engineering   4 Dec 2008 3:58AM ET
Re: FAST too complex?
Majkara Majka / me   5 Dec 2008 6:42PM ET
Re: FAST too complex?
Anders Furuhed / Pantor Engineering   6 Dec 2008 2:57AM ET
Re: FAST too complex?
Hanno Klein / Deutsche Börse Systems   4 Dec 2008 4:23AM ET
Re: FAST too complex?
Jim Northey / The LaSalle Technology Group   4 Dec 2008 4:46AM ET
Re: FAST too complex?
Rich Shriver / Jordan & Jordan   4 Dec 2008 10:16AM ET
Re: FAST too complex?
Glenn McClements   4 Dec 2008 12:06PM ET
Re: FAST too complex?
David Rosenborg / Pantor Engineering AB   4 Dec 2008 5:44PM ET
Re: FAST too complex?
Rolf Andersson / Pantor Engineering   7 Dec 2008 3:12AM ET
Re: FAST too complex?
Kevin Houstoun   4 Dec 2008 9:08AM ET
Re: FAST too complex?
Rufus Me / Self   5 Dec 2008 2:58AM ET
Re: FAST too complex?
David Rosenborg / Pantor Engineering AB   5 Dec 2008 3:26AM ET
Re: FAST too complex?
Daniel May / SpryWare, LLC   9 Dec 2008 3:02PM ET
Re: FAST too complex?
Rufus Me / Self   6 Dec 2008 4:48AM ET
Yes
William Hooper / NA   23 Dec 2008 8:30AM ET
Re: Yes
Rolf Andersson / Pantor Engineering   23 Dec 2008 9:49AM ET
Re: Yes
William Hooper / NA   24 Dec 2008 10:30AM ET
Re: Yes
Rolf Andersson / Pantor Engineering   24 Dec 2008 2:14PM ET
Re: Yes
Clive Browning / Rapid Addition Ltd   24 Dec 2008 4:52PM ET
Re: Yes
Ravi Ravisankar / IBM   23 Dec 2008 8:55PM ET
Re: Yes
Rolf Andersson / Pantor Engineering   24 Dec 2008 12:59AM ET
Re: Yes
Ravi Ravisankar / IBM   25 Dec 2008 9:39PM ET
Supporting OPRA
Rolf Andersson / Pantor Engineering   26 Dec 2008 2:02AM ET
Re: Supporting OPRA
Ravi Ravisankar / IBM   29 Dec 2008 10:39AM ET
Re: Yes
Hanno Klein / Deutsche Börse Systems   28 Jan 2009 5:37AM ET
Re: Yes
William Hooper / NA   24 Dec 2008 10:46AM ET
Re: Yes
Rufus Me / Self   28 Dec 2008 8:43PM ET
Re: FAST too complex?
Sebastien Fortas / Societe Generale   24 Dec 2008 1:30PM ET
Re: FAST too complex?
Rolf Andersson / Pantor Engineering   25 Dec 2008 2:35AM ET
Re: FAST too complex?
Michael Wynne / Michael Wynne & Co   9 Jan 2009 6:39AM ET
Re: FAST too complex?
David Rosenborg / Pantor Engineering AB   9 Jan 2009 7:23AM ET
Re: FAST too complex?
Anders Furuhed / Pantor Engineering   9 Jan 2009 7:28AM ET
Re: FAST too complex?
Rolf Andersson / Pantor Engineering   9 Jan 2009 9:50AM ET
Re: FAST too complex?
Rolf Andersson / Pantor Engineering   17 Jan 2009 12:48PM ET