[This message was posted by David Hait of <[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/759d2f8c - PLEASE DO NOT REPLY BY MAIL.]
Rolf, you are describing Fast 1.1 compliance. I have a Fast 1.0 data source I would like to continue supporting, preferably using a Fast 1.1 code base with as little hacking as possible. The question is really this: Is there a way of using FAST 1.1 templates to describe an encoding scheme where the template for the second half of the message is determined by the value of a field in the first part of the message? > David, > > pmap slot allocation is local to a specific template. each message > identifies which template to use in decoding. > > the following rules apply for a FAST encoded stream: > - each message begins with a pmap. > - the first field (following the pmap) is a tid (template id). > - the tid uses copy coding. > - the first slot in the message level pmap is used for the tid. > > otherwise the format is not FAST compliant. > > /Rolf > > > Rolf, this was a custom feed provided by one of our vendors. > > > > > David, which feed are you referring to? /Rolf > > > > > > > In Fast 1.0, it was possible to assign two different fields (say, > > > > BID_PRICE and TRADE_PRICE) to the same PMAP slot, but different > > > > templates, with the particular template chosen at encode/decode > > > > time. So, a user could decode the first field > > > > (QUOTE_TRADE_INDICATOR, for example), and use its value to > > > > determine how a later field in the same message should be treated > > > > (continuing this example, as a BID_PRICE or a TRADE_PRICE). > > > > > > > > How would you structure this in Fast 1.1 using the templates? It > > > > seems that you would need a template to become active during > > > > encoding or decoding, based on the VALUE of an already > > > > encoded/decoded field. This is different from a dynamic template, > > > > where the identifier of the template to be activated is explicitly > > > > coded in the stream. > > > > > > > > The motivation behind this, by the way, is to try to decode an > > > > existing Fast 1.0 stream using a Fast 1.1 decoder. I believe that > > > > this could be done relatively easily if the non-existent Template > > > > Identifier field is skipped when encoding/decoding messages; but I > > > > have run into the issue described above. [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 -~----------~----~----~----~------~----~------~--~---
