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William Hooper / NA
24 Dec 2008 10:46AM ET
> We have implemented the full FAST specification 1.1 in 4 weeks. We wrote decoder and xml parser in C.
I am impressed but how many people is we?
I am interested in the number of man hours to impliment all this and the level of skill of involved. I know that a fix engine is an enormous job but you can go open source or ignore the message retransmission stuff (as so many including myself do) and end up with something you can write in a few days.
I am aguing that with Fast Fix the most complex part of an algo traging platform is the data parsing and that should not and need not be the case. I can see vendors saying this is far too complicated lets just start again with a simple comma separated text format that does not have the verbosity of fix (or the message sequence numbers and body lenght and checksum that are no longer needed in these modern socket connection days) and anyone can parse with a modicum of programming skills.
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 Re: Yes Hanno Klein / Deutsche Börse Systems 28 Jan 2009 5:37AM ET
William Hooper / NA 24 Dec 2008 10:46AM ET
Re: Yes Rufus Me / Self 28 Dec 2008 8:43PM ET