[This message was posted by Rolf Andersson of Pantor Engineering <[EMAIL PROTECTED]> to the "FAST Protocol" discussion forum at http://fixprotocol.org/discuss/46. You can reply to it on-line at http://fixprotocol.org/discuss/read/5241bdf5 - PLEASE DO NOT REPLY BY MAIL.]
All, this is the first of four proposals announced in a previous post. Please review and comment. /Rolf EXTENSION PROPOSAL - ENUM (single-value string) Background FIX as well as other protocols make use of fields with a fixed set of alternative values. These fields may either be single-value (an enumerated value) or multi-value (a set of values). Introduction This proposal discusses an impl for single-value fields. Example Let's use MatchType (tag 574) as an example: The General purpose values are: '1', '2', '3', '4', '5', '6', '7', '8' NASDAQ defines: 'M3', 'M4', 'M5', 'M6' NYSE and AMEX define: 'A1', 'A2', 'A3', 'A4', 'A5', 'AQ', 'S1', 'S2', 'S3', 'S4', 'S5' NYSE, AMEX, and NASDAQ define: 'M1', 'M2', 'MT' In total there are 26 values defined in the 5.0 spec. By mapping these 26 values to small integers, they can all be represented as one byte quantities in FAST. In fact, only 5 bits are needed for the full 5.0 value domain. Subsets cuold be represented using even fewer bits. (pls see further below on bitgroups) Let's assume we only will want to use the NASDAQ defined values: M1 => 1 M2 => 2 M3 => 3 M4 => 4 M5 => 5 MT => 6 A one byte integer will cover our needs in this case. (Actually we would only need 3 bits, see below) Wire representation No new representation needed. SBIT-encoded fields will be used. Template Syntax <enum> <element name="M1"> <element name="M2"> ... <copy/> </enum> [You can unsubscribe from this discussion group by sending a message to mailto:[EMAIL PROTECTED] --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [EMAIL PROTECTED] For more options, visit this group at http://groups.google.com/group/FIX-Protocol?hl=en -~----------~----~----~----~------~----~------~--~---
