[This message was posted by Naresh Maharaj of Instinet Europe plc
<[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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David Thanks - that makes a lot of sense.
The only issue I have not is getting the pmpa bits to correspond to the correct
entities in the message.
See my notes below.
With this message:
00 D4 F7 01 C8 53 57 58 47 52 4F 55 50 2D 4D 44
.....SWXGROUP-MD
49 2E 50 30 B1 03 09 57 BE 32 30 30 39 30 39 32
I.P0...W.2009092
35 2D 31 30 3A 32 31 3A 35 30 2E 35 31 B7 81 81
5-10:21:50.51...
57 B8 B1 43 48 30 30 33 31 30 31 34 38 37 B8 A1
W..CH003101487..
80 31 30 3A 32 31 3A 35 30 2E 34 39 B3 44 45 D3
.10:21:50.49.DE.
80 80 80 80 01 BC ......
00 D4 is the block length stop bit encoded
The size is 84
Next stop bit entity is F7
Pmap byte hex 0xF7
When encoded = 1110111
This give me 7 bits
[string name="BeginString" id="8"] [constant value="FIXT.1.1"/]
[/string]
[string name="MessageType" id="35"] [constant value="X"/] [/string]
[string name="ApplVerID" id="1128"] [constant value="7"/] [/string]
[!-- 7: FIX50 --]
1 [string name="SenderCompID" id="49"] [copy/] [/string]
[string name="TargetCompID" id="56"] [constant value="SWXGROUP-MDC"/]
[/string] [!-- Market Data Consumer --]
1 [uInt32 name="MsgSeqNum" id="34"] [increment/] [/uInt32]
1 [string name="PossResend" id="97"][copy value="N"/][/string]
[!-- N: Original Transmission --]
0 [string name="SendingTime" id="52"] [tail/] [/string]
I have put the pmap bits on the left above.
I know that the PossResend is not in the feed and the pmap value for PossResend
should be 0.
I can't get the pmpa bits to correspond to the entities.
>From the spec I can determine that the pmap bits would not apply to a
>mandatory constant.
> Naresh -
>
> The use of pbits is specified in section 10.5.1 Presence Map and NULL
> Utilization, in the FAST specification.
>
> For the copy operator, the corresponding bit in the pmap indicates
> whether the value is present in the stream or if it should be the same
> as the previous occurence of the field. If the bit is 1, then the value
> is in the stream, if it is 0, then it isn't and the previous value
> should be used.
>
> The value specified in the value attribute on the operator is called
> the initial value. The initial value is only used for the very first
> instance of the field and only if the corresponding bit is 0 at the
> same time.
>
> The fact that a field is optional isn't related to the use of bits in
> the pmap. An absent optional field is indicated by the special value
> NULL in the stream.
>
> /David
>
> > Please can you help with this query.
> >
> > If I can get this resolved then it will further help in the logic and
> > scope of using the presence map.
> >
> > I have a template as below:
> >
> > [Please read “less than char“ as “(” and “greater than char” as “)”]
> >
> > "(template name="StandardHeaderPart2") (string name="ApplVerID"
> > id="1128") (constant value="7"/) (/string) (string name="SenderCompID"
> > id="49") (copy/) (/string) (string name="TargetCompID" id="56")
> > (constant value="SWXGROUP-MDC"/) (/string) (uInt32 name="MsgSeqNum"
> > id="34") (increment/) (/uInt32) (string name="PossResend"
> > id="97")(copy value="N"/)(/string) (string name="SendingTime" id="52")
> > (tail/) (/string) (/template)"
> >
> >
> > And here is the data output that I see from the stream as I process
> > the message.
> >
> > [OUTPUT] SenderCompID:SWXGROUP-MDI.P01| MsgSeqNum:1290984|
> > PossResend:20090929-
> > 12:31:06.532| SendingTime
> >
> >
> > Note the PossResend was not in the stream so the next entity read
> > inadvertently was the Sendtime and this was added the field
> > PossResend. This happened because there was no way to determine if the
> > PossResend value was in the stream or not.
> >
> > If indicated then I would have read the next data entity as the field
> > SendingTime instead.
> >
> > I refer to the template above and the line: (string name="PossResend"
> > id="97")(copy value="N"/)(/string)
> >
> > The FAST Spec confirms the copy operator value of a field can be
> > optional and may or may not be in the stream. So I intepret this as :-
> > "if not in the stream add 'N' as part of your message construction".
> > "else if present in the stream use and copy the value".
> >
> > The question is :- How do I determine if present in the stream?
> >
> > Do I use the presence map in the messsage to determine if the
> > PossResend is in the stream? Or is the Presence map bits reserved only
> > for fields that have the optional tag?
> >
> > e.g. below:
> >
> > (string name="MDExecTime" id="6572" presence="optional")
> > (tail/)
> >
> >
> >
> > Regards
> >
> >
> > Naresh
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