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FAST Protocol
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Re: FAST templates
Rolf Andersson / Pantor Engineering
12 Aug 2008 1:34PM ETHi Deepak,
you provide very little information, so it's hard to know what message or even feed your dataset represents. I would *guess* that you have included data representing a CME FAST message, namely MDIncRefresh_39, but it could obviously be any other message known or unknown.
If it is indeed a CME message, you can get their templates from their web site. The file is called "templates.xml" and it is part of their published API documentation.
Otherwise I cannot give you any specific assistance.
(It looks like a Market Data FIX message)
(Please see further down for a partial decode)
Best,
Rolf
> Hi All, I got a dataset of a FAST and wanted to decode it and tried
> to get the value of FIX fields. But to decode I need the template,
> how can I get it, is it stored somewhere or transmitted among the
> trading clients. For example I am posting here a data content of a
> FAST packet, can anyone tell me how to decode this. I mean which
> template has been used here and how to get access of that particular
> template to decode it.
> c0 a7 02 0f 20 bd 23 55 69 59 54 0d 5e b4 09 49
> 50 ca 81 be 81 b1 4d 54 0f f8 01 09 81 3d 56 cd
> 00 7b f8 9c 87
1 | 40 (c0) | 64 (pmap)
2 | 27 (a7) | 39 (tid)
3 | 02 0f 20 3d (bd) | 4444221 (MsgSeqNum?)
4 | 23 55 69 59 54 0d 5e 34 (b4) | 20080714162859828 (SendingTime?)
5 | 09 49 50 4a (ca) | 20080714 (TradeDate?)
6 | 01 (81) | 1 (NoMDEntries?)
7 | 3e (be) | 62 (pmap?)
8 | 01 (81) | 1
9 | 31 (b1) | '1'
10 | 4d 54 0f 78 (f8) | 162859000
11 | 01 09 01 (81) | 17537
12 | 3d 56 4d (cd) | '=VM' (or 1010509?)
14 | 00 7b 78 (f8) | 15864
15 | 1c (9c) | 28
16 | 07 (87) | 7
> Thanks all.
Re: FAST templates
Rolf Andersson / Pantor Engineering 12 Aug 2008 1:34PM ET
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