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FAST Protocol
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Re: FAST Over TCP
Rolf Andersson / Pantor Engineering
26 Jan 2010 5:56PM ET 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
Rolf Andersson / Pantor Engineering 26 Jan 2010 5:56PM ET
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