[This message was posted by Dale Wilson of Object Computing, Inc <[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/247ebdd5 - 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. A minor correction: When you are using a lossy protocol, the first entry in a repeating subgroup within a message must be complete, but subsequent entries can benefit greatly from FAST encoding. A market data snapshot message that is too large to fit into a single packet will obviously contain many market data entries. Dale > > 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.
