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FAST Protocol - An Overview (LondonFOW_FASTProtocol_v4.ppt, 2.2MB)
This presentation provides an overview of the work done in the Market Data Optmization Work Group as well as an introduction to the FAST Protocol for reducing the market data message size. It was first presented at the London FOW Conference on June 30th, 2005.
[9 August 2005] |
FAST Protocol POC Results - Phase1A (POC Results_Phase1a_20050901.pdf, 690KB)
FAST Protocol Results for Phase1A of the Market Data Optimization Proof-of-Concept. The Results Document provides high-level as well as detailed performance metrics, describes the data feeds used in testing, and gives a full account of the conditions under which testing was executed.
[1 September 2005] |
FAST Protocol Serialization Specification (FAST SERDES Specification 0.6.pdf, 136KB)
This specification describes the techniques used to seriaize data within the FAST Protocol.
[4 September 2005] |
Initial Proof of Concept Successful in Optimizing FIX for Streaming Market Data (Initial Proof of Concept Successful in Optimizing FIX for Streaming Market Data.pdf, 19KB)
FPL is pleased to formally announce initial results from the MDOWG Proof of Concept (POC) which is a focused effort designed to develop practical solutions for the efficient dissemination of market data.
[6 September 2005] |
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Current Draft of the Working Group Charter (MDOWG Charter and Objectives.doc, 35KB)
This includes the charter and objectives for the working group.
[23 December 2004] |
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ASN.1
Abstract Syntax Notation 1 packed encoding rules.
[10 February 2005] |
FISDmessage Specification
Link to FISDmessage specification an alternative industry standard for market data
[4 December 2004] |
INET (Island) Itch Market Data Protocol
Link to the INET (Island) Itch Protocol specification page.
[4 December 2004] |
ITC 2.1 Specifications
Link to ITC 2.1 and Appendix specifications.
[5 December 2004] |
OPRA & SIAC Multicast Specifications
A link to OPRA and SIAC Multicast specifications.
[5 December 2004] |
SFTI Interface Specification (SFTI Interface Spec v1.1.zip, 768KB)
SIAC developed the Secure Financial Transaction Infrastructure (SFTI).
[22 February 2005] |
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ISE (ISE.jpg, 6KB)
[16 November 2005] |
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J&J Review of SCP 1.0 Proposal (JJ_FAST_SCP_Review_1_20060406.doc, 71KB)
A detailed review of the FAST Session Control Protocol Version 1.0 proposal
[15 April 2006] |
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XBNF Grammar Proposal 1.0 (FIX_XBNF_GrammarProposal_20060407.doc, 121KB)
An unsolicited proposal for an Extended Backus Normal Form grammar for use within FIX Specifications
[7 April 2006] |
