[This message was posted by William Hooper of NA <[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/0b419016 - PLEASE DO NOT REPLY BY MAIL.]
20%... I am saying by not using bit 8 in the stream you have lost 1/8 of the data possibly.. Sorry that is 12.5% The Fast Fix documentation and sample code. For eample just to understand what the message structure is I have on page 44 a few words about "Transfer Encoding" with no diagrams etc. The translation of FIX into Fast is something else again. The documents are really really hard to get to grips with. Also the sample code is very limited. String Delta operation for example. Unless I am missing something you have not bothered with that in the c# sample code but it used all the time. I used to get EBS LIVE via XML and the code was trivial - literally a few days work. I am trying to use their new Fast Fix feed but it's really a nighmare. So far it has taken me about a week and I have still not logged on properly. Even when i have done all this I see EBS LIVE sends strings like "SPOT.EUR/USD" down the line. It is all a mess. What would I do instead? I don;t pretend to have an answer to that but for EBS LIVE they could have written a much easier format which saved a lot of space and was super easy to pass. Using Fast Fix was a nighmare and a waste of time unless you own a fast fix engine already. Why bother with mantissa and exponent when all their prices could be sent as integer? they have no text data to send just prices so I would have had no strings in the messages at all. Why send body length and checksums in the fix over fast stuff. Just more work. Why send string timestamps when it takes 40us to turn a time to a string when you could send an int64 tick time. By trying to do everything it just turn into a nightmare and is slow to boot. [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 -~----------~----~----~----~------~----~------~--~---
