[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/d387dbe3 - PLEASE DO NOT REPLY BY MAIL.]
Well, the 1.0 specs were incomplete and some of the implementors at the time communicated with the mdowg to get clarifications. One of the issues discussed repeatedly was the existence, placement and operator for a template identifier. So, yes, only reading the 1.0 specs you can argue that you're still 1.0 compliant without a tid. I only know of one 1.0 impl and that's arca. They use a tid in way that is compatible with 1.1. Seems the implementor of your source didn't check or decided not to use a tid for some reason. Best, Rolf > 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 -~----------~----~----~----~------~----~------~--~---
