[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/2901f62b - PLEASE DO NOT REPLY BY MAIL.]
My interpretation is obviously wrong as I'm forgetting about the mandatory delta fields that don't occupy a bit in the pmap.. Any other comments welcome though, I'm sure its not the only problem I have. > 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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