[This message was posted by Dimitry London of Morgan Stanley <[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/6bbf2915 - PLEASE DO NOT REPLY BY MAIL.]
Hi, Hanno, I mean that I can use standard incremental refresh message and specify action="Delete" and corresponding Level2 fields (price, size, level,etc). After this message is decoded, these fields will be deleted from my internal data structure which is the eventual format used in my application with FIX being a transient format. While I can do this for Level2 fields, I am wondering what approach to use for Level1 data. thanks, Dimitry > Hi Dimitry, > > I am a little concerned that functional and technical aspects are mixed > in the example you give. If you use FAST outside of FIX it is not an > issue. However, within FIX, the incremental message is the one informing > about deletions of price levels by using tag 279 (MDUpdateAction) with a > value of "2" representing "delete". You explicitly describe the delete > action. Are you suggesting instead to use the snapshot message and > implicitly conveying that one of the price levels is no longer present > by sending an "empty" row? I do not understand how you want to model > this with the FIX messages. > > Regards, Hanno. > > > Thanks, David. > > > > Let me clarify what I meant with a specific example. In case of Market > > Data Level2 a price for a given level may be deleted - so the price no > > longer exists. This is different from FAST NULL value where NULL means > > an absence of a field in a stream instead of the field itself being > > deleted. > > > > For Market Data Level2, FIX allows to use "Delete" action. However, I > > was looking for a general way to specify a deleted field (which is > > somewhat equivalent to the field being NULL in a database world). > > > > Dimitry > > > > > Not sure what you mean by deleted. Do you mean that the field was > > > there in one version of the template but not in anotherone? Or do > > > you mean that the value of the field is not there anymore in a > > > particular stream? Or do you mean something else? > > > > > > If it is the value that is not there anymore, you should mark the > > > field as having optional presence in the template and then you > > > encode NULL when you don't have a value. > > > > > > If the field is not in the template anymore, then there is no formal > > > way of expressing it (other than leaving it out obviously) and you > > > have to convey this fact by other means. > > > > > > /David > > > > > > > > > > > > > Hi, > > > > > > > > suppose I want to encode a particular field as "deleted", what > > > > would be the standard(generic) FAST way to achieve it? > > > > > > > > Thanks, Dimitry [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 -~----------~----~----~----~------~----~------~--~---
