[This message was posted by Guangbin Xu of SSE <[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/3d196ccd - PLEASE DO NOT REPLY BY MAIL.]
Default(not specified), fields have mandatory property in templates. In your case, the increment operator should occupy a PMAP slot. And if that slot has been set off, the field value should be calculated depending on the state of the previous value. You can check specification section 6.3.6 and section 10.5.1 for more detail. Hope that will be helpful. /Bing > Hi folks, > > I'm a newbie to the wonderful world of FAST. Am I right to interpret the > following instruction in the template file <code> 13�����<uInt32 > name="RptSeq" id="83"><increment /></uInt32> </code> as a field that > requires a bit to be set in the presence map regardless of whether the > field is mandatory or optional? If my interpretation is correct, then > what happens if the bit in the pmap is 0? Does this mean there is no > data in the stream? And if so, what would be the incremental value of > this field? > > Below I provide more details. First are the 39 raw bytes (a), which are > followed by the entire template file (b), and finally my attempt > decoding the stream by hand (c) > > Any help is greatly appreciated. > > (a) raw bytes: (number of bytes = 39) c0 bf 1a 55 41 d2 23 57 7b 45 07 > 1b 0a e3 09 4a 1a 8b 81 df 81 07 66 0f b7 80 83 5f 78 2a e8 86 80 23 cc > 84 0b 0e 98 > > (b) the template <code> �1�<template name="MDIncRefresh_63" id="63" > dictionary="63" xmlns="http://www.fixprotocol.org/ns/fast/td/1.1";> > �2���<string name="MessageType" id="35"><constant value="X" > /></string> �3���<string name="ApplVerID" id="1128"><constant > value="8" /></string> �4���<string name="SenderCompID" > id="49"><constant value="CME" /></string> �5���<uInt32 > name="MsgSeqNum" id="34"></uInt32> �6���<string name="PosDupFlag" > id="43" presence="optional"><default /></string> �7���<uInt64 > name="SendingTime" id="52"></uInt64> �8���<uInt32 name="TradeDate" > id="75"></uInt32> �9���<sequence name="MDEntries"> 10�����<length > name="NoMDEntries" id="268"></length> 11�����<uInt32 > name="MDUpdateAction" id="279"><copy value="0" /></uInt32> > 12�����<string name="MDEntryType" id="269"><copy value="0" > /></string> 13�����<uInt32 name="RptSeq" id="83"><increment > /></uInt32> 14�����<string name="QuoteCondition" id="276" > presence="optional"><copy value="K" /></string> 15�����<uInt32 > name="MDPriceLevel" id="1023"><copy value="1" /></uInt32> > 16�����<uInt32 name="MDEntryTime" id="273"><copy value="0" > /></uInt32> 17�����<int32 name="MDEntrySize" id="271"><delta > /></int32> 18�����<decimal name="MDEntryPx" id="270"> > 19�������<exponent><default value="-7" /></exponent> > 20�������<mantissa><delta /></mantissa> 21�����</decimal> > 22�����<uInt32 name="NumberOfOrders" id="346" > presence="optional"><delta /></uInt32> 23�����<uInt32 > name="SecurityID" id="48"><delta /></uInt32> 24�����<uInt32 > name="SecurityIDSource" id="22"><constant value="8" /></uInt32> > 25�����<string name="TradingSessionID" id="336"><default value="2" > /></string> 26���</sequence> 27�</template> </code> > > (c) my attempt to decode the 39 bytes as best as I could > > <code> msg begin c0 - pmap 100 0000 bf - template_id = 63 line 2,3,4 - > constant fields, they won't be in the stream 1a 55 41 d2 23 57 7b 45 07 > 1b 0a e3 - SendingTime on line 7, decoded value=20090123201201507 09 4a > 1a 8b - tradeDate on line 8, decoded value=20090123 81 length on line > 10, decoded uInt32 value=1 line 11 - the Copy operator requires pmap > bit, regardless of optionality, but the bit in the pmap is 0 so no data > in stream, value=0 line 12 - the same as line 11: no data in stream, > value=0 line 13 - increment operator makes pmap bit a requirement > regardless of field optionality, but i don't see any positive bit in > pmap, ����������meaning no data in stream? how do I decode/consume the > next 12 bytes? df 81 07 66 0f b7 80 83 5f 78 2a e8 - this is where I got > lost... but I labored on... ���the rest are my guesses, but they seem to > agree withe the values sent by CME 86 - MDEntrySize on line 17, decoded > int value=6 80 - exponent on line 19, decoded int value=0 23 cc 84 - > mantissa on line 20, decoded int value=4556 0b 0e 98 - SecurityID on > line 23, decoded uInt32 value=182040 msg end </code> [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 -~----------~----~----~----~------~----~------~--~---
