[This message was posted by Michael Brock of Applied Algorithms, Inc. <[EMAIL
PROTECTED]> to the "FAST Protocol" discussion forum at
http://fixprotocol.org/discuss/46. You can reply to it on-line at
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> Heres a message from the CME:
>
> static char anActualCMEMessage[] = { 0xc0, 0xa9, 0x10, 0x58, 0x47,
> 0xf6, 0x23, 0x55, 0x72, 0x76, 0x3b, 0x4b, 0x21, 0xf5, 0x09, 0x49,
> 0x53, 0x87, 0x8b, 0xc8, 0xb0, 0x1e, 0x53, 0xfb, 0x03, 0x4c, 0x88,
> 0x11, 0xfc, 0x06, 0x96, 0x3f, 0x61, 0x11, 0x80, 0x82, 0xc0, 0xb1,
> 0x80, 0x81, 0x03, 0xf4, 0x7e, 0x81, 0x80, 0xc0, 0xb0, 0x11, 0x4e,
> 0xf3, 0x59, 0xca, 0x03, 0xc2, 0xc9, 0x80, 0xc0, 0xb1, 0x80, 0x81,
> 0x03, 0xf4, 0x01, 0xd7, 0x80, 0xc0, 0xb0, 0x57, 0x30, 0xff, 0x28,
> 0x8e, 0xb2, 0x7e, 0xa9, 0x80, 0xc0, 0xb1, 0x80, 0x81, 0x03, 0xf4,
> 0x01, 0xa5, 0x80, 0xe8, 0xb0, 0x09, 0x67, 0x8b, 0x05, 0x24, 0xd7,
> 0x80, 0x7a, 0xfb, 0x80, 0x80, 0xe0, 0xb1, 0x80, 0x81, 0x80, 0x80,
> 0x80, 0xc8, 0xb0, 0x0f, 0x6b, 0xab, 0x77, 0x30, 0xa4, 0x5e, 0xd7,
> 0x03, 0xf4, 0x80, 0x81, 0xc8, 0xb1, 0x0d, 0x2d, 0x9d, 0x01, 0x5e,
> 0xed, 0x0a, 0xd5, 0x99, 0x80, 0x82, 0xc0, 0xb0, 0x7c, 0x22, 0x98,
> 0x38, 0xe6, 0x7e, 0xea, 0x02, 0xf7, 0x80 };
>
>
> There are 11 Incremental Market Refreshes in here from Template 41.
>
> The CME Java decoder outputs the following:
>
> [34]="35005430" [35]="X" [49]="CME" [52]="20081031133712629"
> [75]="20081031" [268]="11"
> [35]="8" [48]="502267" [83]="58888" [MDEntryType]="0" [MDEntryPx]="2300"
> [271]="790" [273]="133712000" [279]="5" [336]="2"
> [NumberOfOrders]="2" [1023]="1"
> [36]="8" [48]="502267" [83]="58889" [MDEntryType]="1" [MDEntryPx]="2800"
> [271]="535" [273]="133712000" [279]="5" [336]="2"
> [NumberOfOrders]="2" [1023]="1"
> [37]="8" [48]="790894" [83]="53971" [MDEntryType]="0" [MDEntryPx]="3250"
> [271]="480" [273]="133712000" [279]="5" [336]="2"
> [NumberOfOrders]="2" [1023]="1"
> [38]="8" [48]="790894" [83]="53972" [MDEntryType]="1" [MDEntryPx]="3750"
> [271]="695" [273]="133712000" [279]="5" [336]="2"
> [NumberOfOrders]="2" [1023]="1"
> [39]="8" [48]="125421" [83]="59106" [MDEntryType]="0" [MDEntryPx]="3800"
> [271]="480" [273]="133712000" [279]="5" [336]="2"
> [NumberOfOrders]="2" [1023]="1"
> [40]="8" [48]="125421" [83]="59107" [MDEntryType]="1" [MDEntryPx]="4300"
> [271]="645" [273]="133712000" [279]="5" [336]="2"
> [NumberOfOrders]="2" [1023]="1"
> [41]="8" [48]="286072" [83]="145722" [MDEntryType]="0" [271]="0"
> [273]="133712000" [279]="5" [336]="2" [NumberOfOrders]="0"
> [1023]="1"
> [42]="8" [48]="286072" [83]="145723" [MDEntryType]="1" [271]="0"
> [273]="133712000" [279]="5" [336]="2" [NumberOfOrders]="0"
> [1023]="1"
> [43]="8" [48]="545571" [83]="4447" [MDEntryType]="0" [MDEntryPx]="35"
> [271]="500" [273]="133712000" [279]="5" [336]="2"
> [NumberOfOrders]="1" [1023]="1"
> [44]="8" [48]="764352" [83]="32972" [MDEntryType]="1" [MDEntryPx]="1400"
> [271]="525" [273]="133712000" [279]="5" [336]="2"
> [NumberOfOrders]="2" [1023]="1"
> [45]="8" [48]="703192" [83]="40242" [MDEntryType]="0" [MDEntryPx]="1250"
> [271]="900" [273]="133712000" [279]="5" [336]="2"
> [NumberOfOrders]="2" [1023]="1" [1128]="8"
>
> It indicates that the MDEntryPx is absent for updates 7 and 8.
>
> Then update 9 uses the prior value from update 6.
>
> Heres the template entry for MDEntryPx:
>
> <decimal name="MDEntryPx" id="270" presence="optional"> <exponent>
> <default value="0" /> </exponent> <mantissa> <delta /> </mantissa>
> </decimal>
>
> There are multiple things in here that are confusing to me.
>
> 1 - The PMAP Bit for the MDEntryPx fields in updates 7 and 8 are not
> set. This implies that I use the inital value and that the field is
> assigned. However I only have an initial value for the exponent not
> the mantissa.
>
> 2 - The CME Java Decoder indicates the MDEntryPx fields are absent for
> updates 7 and 8 but then uses the prior value from 6 to calculate the
> new mantissa. The spec says that if the prior State of a Delta Value is
> empty then it is a dynamic error.
>
> 3 - Optional Default Fields indicate that when they are absent the
> state/value should remain unchanged. This is how I have implemented it
> and the MDEntryPx for updates 7 and 8 then inherits the prior value from
> update 6 and stay assigned. Update 9 gets the correct delta value from 7
> and 8 and everything looks good.
>
>
> Any thoughts on the correct implementation of this would be greatly
> appreciated.
>
> Cheers,
>
> Declan
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