[This message was posted by Hanno Klein of Deutsche Börse Systems <[email protected]> to the "General Q/A" discussion forum at http://fixprotocol.org/discuss/22. You can reply to it on-line at http://fixprotocol.org/discuss/read/0ad9a74d - PLEASE DO NOT REPLY BY MAIL.]
Maybe not an answer to your question but a couple of thoughts. If one snapshot message spans more than one packet then I assume you do not require the benefits of FAST encoding where the first message in a packet is always complete and savings on the wire start with the second message in each packet. I am not sure why you would design a single snapshot to be that big if you can avoid it somehow. Each snapshot only carries book data from a single instrument and even a price depth of 50 should be less than 1500 bytes. Or are you sending order depth, i.e. individual orders of an instrument? It might be worth to send only one order per snapshot and take the extra redundancy of root level fields but being able to use FAST. The bytes on the wire will be much less than the message layout suggests. Recovery also gets more complicated if you cannot get one message into a single network packet. > Hi, > > In case where a single snapshot message spans across more than one MTU/ > packet, is there a way of identifying the fragments related to the same > snapshot message? > > How about having the field LastFragment (893) with the value N (not last > message) for the first few fragments and having it set to Y (Last > message) in the last fragment of the Snapshot message? > > Or else is it better to have 2 fields indicating the total fragment > count the snapshot is broken in to and the fragment seq number of the > current fragment. > E.g.: two fields x and Y to indicate x of Y fragments. > > If not is there already a way in which this can be achieved? Any > suggestions? > > Thanks [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.
