[This message was posted by Hugh Michael Jordan of N/A <[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/d7a43c9f - PLEASE DO NOT REPLY BY MAIL.]
This might be a tall order but I harbour hope that someone might be able to help. I'm trying to parse a FAST stream (Eurex) but run into a problem only a few messages into each datagram. A representation of the binary is included below and then my interpretation of the stream. In words: I parse a 'Version Information' message and a 'FAST Reset' message; I then get a pmap and a template ID for a 'Single Leg Reference' message; when I get to the end of this message I see impossible pmap and tID's for the next message. In the case below a tID=0. I hope someone can help and many thanks in advance if you do. BINARY BIT STREAM ----------------- 0000000: 11000000 10000001 00100011 01100000 00000101 10000001 ..#`.. 0000006: 10000001 00000011 00010011 00111001 11000001 11000000 ...9.. 000000c: 11111000 01111111 11111100 10000100 10000000 11000001 ...... 0000012: 00100000 10011000 10110001 00100000 10111111 01000100 .. .D 0000018: 01000010 11001011 01001111 11000011 00110010 00110000 B.O.20 000001e: 00110001 00110001 00110000 10110110 00110010 00110000 110.20 0000024: 00110001 00110001 00110000 00110110 00110001 10110111 11061. 000002a: 11111110 00111110 11000000 11111110 00111110 11000000 .>..>. 0000030: 10110000 10110001 11111100 00111101 00000100 11000000 ...=.. 0000036: 10001010 00000000 10011000 10000000 10000001 10000000 ...... 000003c: 00000111 11101000 10000000 00000111 11101000 10110001 ...... 0000042: 11111100 00111101 00000100 11000000 00000001 11011000 .=.... 0000048: 10000000 10000001 00110010 00110000 00110001 00110001 ..2011 000004e: 00110001 10110010 00110010 00110000 00110001 00110001 1.2011 0000054: 00110001 00110010 00110001 10110110 10000000 01010010 121..R 000005a: 11011000 10000000 01010010 11011000 10110001 11111100 ..R... 0000060: 00111101 00000100 11000000 00000000 10011000 10000000 =..... 0000066: 10000001 10000000 00000011 10010000 10000000 00000011 ...... 000006c: 10010000 10110001 11111100 00111101 00000100 11000000 ...=.. 0000072: 00000000 10011000 10000000 10000001 10000000 00000011 ...... 0000078: 10010000 10000000 00000011 10010000 10110001 11111100 ...... 000007e: 00111101 00000100 11000000 00000000 10011000 10000000 =..... 0000084: 10000001 10000000 00000111 11101000 10000000 00000111 ...... 000008a: 11101000 10110001 11111100 00111101 00000100 11000000 ...=.. 0000090: 00000000 10011000 10000000 10000001 10000000 00000111 ...... 0000096: 11101000 10000000 00000111 11101000 10110001 11111100 ...... 000009c: 00111101 00000100 11000000 00000000 10011000 10000000 =..... 00000a2: 10000001 10000000 00000111 11101000 10000000 00000111 ...... MY INTERPRETATION ----------------- pmap 11000000 tid 10000001 vers 00100011 01100000 00000101 10000001 ..#`.. srcId 10000001 seqNum 00100010 00010001 11110101 pmap 11000000 tid 11111000 .".... pmap 01111111 11111100 tid 10000100 timestamp 10000000 srcid 11000000 seqnum 00011101 10001001 actionType 10110001 cntrid 00011101 10101101 prodid 01000100 01000010 10110001 cntrytype 01001111 11000011 cntrexpmthyr 00110010 00110000 00110001 00110001 00110001 10110010 cntrexpdate 00110010 00110000 00110001 00110001 00110001 00110010 00110001 10110110 cntrexpprc 11111110 00100111 10001000 cntrorigexerprc 11111110 00100111 10001000 cntrversno 10110000 cntrgenno 10110001 cntrsize 11111100 mktDpth 00111101 00000100 11000000 lepoInd NOT PRESENT // From here it doesn't seem right to me.. pmap 10001010 (no template Id so previous is used) actionType 00000000 10011000 cntrType 10000000 pmap 10000001 cntrExpMth 10000000 (huh?) pmap 00000111 11101000 prodId(5) 10000000 (huh?) cntrType(6) 00000111 11101000 cntrExpMthYr(7) 10110001 cntrExpDate(8) 11111100 cntrVersNo(9) 00111101 00000100 11000000 cntrGenNo(10) 00000000 10011000 mktDpth(12) 10000000 ... [You can unsubscribe from this discussion group by sending a message to mailto:[email protected]]
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