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Re: FAST C++ open-source contribution
Malcolm Spence / Object Computing Inc. <>
1 Feb 2010 5:51PM ET

> Hi Radu
> > Any news on the Morgan Stanley FAST open source implementation? Any
> > details would be appreciated.
>
> You might be interested in QuickFAST -- an open source, BSD licensed
> (i.e. commercial application friendly) C++ implementation of FAST.
>
> http://code.google.com/p/quickfast/
>
> Dale
A follow up in case anyone sees these postings and wondered what happened.
QuickFAST is decoding Arca and Xetra in sub-microseconds per message and CME is around 2.7 microseconds.

We have been placing the messages after normalization and filtering into an open source DDS implementation. Latency to trader is about 40 to 80 microseconds depending on message complexity,topology etc.

See http://www.opendds.org.

regards Malcolm

FAST C++ open-source contribution
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Re: FAST C++ open-source contribution
Rolf Andersson / Pantor Engineering   24 Mar 2008 2:37AM ET

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Konstantin Stepanyuk / CQG Inc.   24 Mar 2008 3:12AM ET

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Re: FAST C++ open-source contribution
Rolf Andersson / Pantor Engineering   24 Mar 2008 11:17AM ET

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Rolf Andersson / Pantor Engineering   24 Mar 2008 5:17PM ET

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Dimitry London / Morgan Stanley   24 Mar 2008 9:50PM ET

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Re: FAST C++ open-source contribution
Dimitry London / Morgan Stanley   25 Mar 2008 9:07AM ET

Re: FAST C++ open-source contribution
Daniel May / SpryWare, LLC   30 Mar 2008 6:51PM ET

Re: FAST C++ open-source contribution
Dimitry London / Morgan Stanley   2 Apr 2008 10:47AM ET

Re: FAST C++ open-source contribution
Dimitry London / Morgan Stanley   7 Apr 2008 3:44PM ET

Re: FAST C++ open-source contribution
Jim Northey / The LaSalle Technology Group   23 Apr 2008 8:53PM ET

Re: FAST C++ open-source contribution
Rolf Andersson / Pantor Engineering   23 Apr 2008 11:12PM ET

Re: FAST C++ open-source contribution
Bucica Mihai   4 Apr 2008 11:38AM ET

Re: FAST C++ open-source contribution
Dimitry London / Morgan Stanley   7 Apr 2008 3:45PM ET

Re: FAST C++ open-source contribution
Radu-Adrian Popescu   16 Jun 2009 10:19AM ET

Re: FAST C++ open-source contribution
Dale Wilson / Object Computing, Inc   16 Jun 2009 10:48AM ET

Re: FAST C++ open-source contribution
Malcolm Spence / Object Computing Inc.   1 Feb 2010 5:51PM ET