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FAST Protocol
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Re: Fast SCP
Rolf Andersson / Pantor Engineering
31 Jul 2008 6:17AM ETSCP supports versioning through the use of template names.
You can view the template id as a (potentially short-lived) descriptor and the template name as the persistent id. This is described to some extent in the SCP spec.
By not reusing template ids in the short time span, your receivers can then detect any "new" templates (ie. templates that they have not seen a definition for). The normal case would obviously be that receivers see the definitions before the first message referencing the new template id.
Template Ids need to be reused fairly soon or you may run out of one byte ids (1-119). If you accept two byte ids (128-15999) then you can create a fair amount new template without running out of available dynamic template values.
The remaining problem is then to make sure that a receiver recognizes and acts on template id rollover. Implementors need to make sure that senders receivers agree on the current meaning of a template id (ie. the current association between a template name and a template id). It is still an instance of the reliable messaging problem, but with drastically lower latency requirements.
I personally don't think it should be mandated in the spec but rather documented as a practice. Let's continue this discussion. I'm sure other organizations will follow in Morgan Stanley's footsteps and our analysis now will hopefully help others in future implementations.
Thx,
Rolf
> Cheers for this David -- that was *very* useful.
>
> I agree with the fact that as the technology matures, FAST actors
> will move towards more dynamic templates "diffusion".
>
> I like even more the fact that templates might even be generated on
> the fly, for the lifetime of a session!!
>
> Yet when this is the case, there is going to be situations where a
> message encoded in T_(i+1) is received by an decoding agent before
> receiving template T_i.
>
> It might be nice that SCP provides with similar guaranties, i.e.,
> without specifying a template dissemination protocol, yet provides
> its users with some sort of consistency guaranties.
>
> And I agree that SCP and encoding/decoding are orthogonal matters
> beyond the fact that encoding and decoding are based on a template
> ID -- > whatever that template id means.
>
> That's something I'm interested in and have some experience from
> past jobs :)
Fast SCP Dimitry London / Morgan Stanley 30 Jul 2008 10:16PM ET Re: Fast SCP David Rosenborg / Pantor Engineering AB 31 Jul 2008 3:28AM ET Re: Fast SCP
Rolf Andersson / Pantor Engineering 31 Jul 2008 6:17AM ET Re: Fast SCP Rolf Andersson / Pantor Engineering 31 Jul 2008 9:05AM ET Re: Fast SCP Hanno Klein / Deutsche Börse Systems 31 Jul 2008 10:06AM ET Re: Fast SCP Rolf Andersson / Pantor Engineering 31 Jul 2008 10:15AM ET Re: Fast SCP Greg Orsini / Cameron Systems 31 Jul 2008 11:44AM ET Re: Fast SCP Rolf Andersson / Pantor Engineering 1 Aug 2008 2:06AM ET Re: Fast SCP Rolf Andersson / Pantor Engineering 1 Aug 2008 2:39AM ET Re: Fast SCP Rolf Andersson / Pantor Engineering 1 Aug 2008 3:13AM ET Re: Fast SCP Hanno Klein / Deutsche Börse Systems 1 Aug 2008 3:33AM ET Re: Fast SCP Rolf Andersson / Pantor Engineering 1 Aug 2008 3:57AM ET Re: Fast SCP Rolf Andersson / Pantor Engineering 1 Aug 2008 4:10AM ET Re: Fast SCP Rolf Andersson / Pantor Engineering 1 Aug 2008 3:06AM ET Re: Fast SCP David Rosenborg / Pantor Engineering AB 1 Aug 2008 6:28AM ET Re: Fast SCP Jacob Northey / The LaSalle Technology Group 1 Aug 2008 8:21AM ET Re: Fast SCP David Rosenborg / Pantor Engineering AB 1 Aug 2008 9:33AM ET Re: Fast SCP Greg Orsini / Cameron Systems 1 Aug 2008 10:01AM ET Re: Fast SCP David Rosenborg / Pantor Engineering AB 1 Aug 2008 10:16AM ET Re: Fast SCP Greg Orsini / Orc Software w/CameronFIX 1 Aug 2008 10:32AM ET Re: Fast SCP David Rosenborg / Pantor Engineering AB 1 Aug 2008 10:58AM ET Re: Fast SCP Jean-Marie Sulmont / RTS 31 Jul 2008 10:19AM ET Re: Fast SCP Jean-Marie Sulmont / RTS 31 Jul 2008 10:41AM ET Re: Fast SCP David Rosenborg / Pantor Engineering AB 31 Jul 2008 11:10AM ET Re: Fast SCP Dimitry London / Morgan Stanley 7 Aug 2008 10:53PM ET
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