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EBS market data decoding
Augusto Acuña / Viridian
17 Mar 2009 3:30PM ETHello 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.
EBS market data decoding
Augusto Acuña / Viridian 17 Mar 2009 3:30PM ET
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