Market Data Optimization Working Group

PUBLIC DOCUMENTS

FAST Protocol - An Overview
LondonFOW_FASTProtocol_v4.ppt • 2.2MB •
9 August 2005
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.
FAST Protocol POC Results - Phase1A
POC Results_Phase1a_20050901.pdf • 690KB •
1 September 2005
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.
FAST Protocol Serialization Specification
FAST SERDES Specification 0.6.pdf • 136KB •
4 September 2005
This specification describes the techniques used to seriaize data within the FAST Protocol.
FIX over FAST Implementation Guide
FIX Messaging Over FAST V1.01.pdf • 412KB •
1 September 2009
Based on features introduced in FAST version 1.2 which was released in February 2009, this document puts forward recommendations and suggests best practices for addressing implementation issues relating to the use of FAST(SM) encoding of FIX messages, to enable participants to engage in low-latency message interchange in a standards-compliant environment.
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 •
6 September 2005
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.

Working Group Charter

Current Draft of the Working Group Charter
MDOWG Charter and Objectives.doc • 35KB •
23 December 2004
This includes the charter and objectives for the working group.
MDOWG 2010 Action Items
MDOWG 2010 Action Items.doc • 38KB •
17 November 2009

INDUSTRY ALTERNATIVES

ASN.1
10 February 2005
Abstract Syntax Notation 1 packed encoding rules.
FISDmessage Specification
4 December 2004
Link to FISDmessage specification an alternative industry standard for market data
INET (Island) Itch Market Data Protocol
4 December 2004
Link to the INET (Island) Itch Protocol specification page.
ITC 2.1 Specifications
5 December 2004
Link to ITC 2.1 and Appendix specifications.
OPRA & SIAC Multicast Specifications
5 December 2004
A link to OPRA and SIAC Multicast specifications.
SFTI Interface Specification
SFTI Interface Spec v1.1.zip • 768KB •
22 February 2005
SIAC developed the Secure Financial Transaction Infrastructure (SFTI).

LOGOS

ISE
ISE.jpg • 6KB •
16 November 2005

Review Contributions

J&J Review of SCP 1.0 Proposal
JJ_FAST_SCP_Review_1_20060406.doc • 71KB •
15 April 2006
A detailed review of the FAST Session Control Protocol Version 1.0 proposal

XBNF Grammars

XBNF Grammar Proposal 1.0
FIX_XBNF_GrammarProposal_20060407.doc • 121KB •
7 April 2006
An unsolicited proposal for an Extended Backus Normal Form grammar for use within FIX Specifications