[This message was posted by Fernando Jeronymo of Societe Generale
<[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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Hi All,
What is the proposed way of correctly parsing a TCP FAST encoded message? (FIX
over FAST)?
If we are in FIX world, I have:
"8=FIX.M.N^A9=...^A10=123^A"
So I can easily search for "8=FIX...^A" and "^A10=NNN^A", and here I have my
SOM (Start of Message) and EOM (End of Message)
The issue is, this gets encoded over FAST and sent on TCP... then we retrieve a
FAST encoded message but we don't have any way to know when we should start
FAST decoding. At this point we try to decode, if the message is incomplete I
generate an error and wait for more data and then when I receive more data I
try to decode again.
Ideally I would have some kind of framing (not FAST encoded) that tells me how
many bytes I should expect, or gives me the Begin/End of the message, so I can
read everything from the socket first to then decode later.
Is this something that has been discussed already? If there are some guidelines
please share them with me, so I can then forward them to the market in question
:)
Best Regards,
--Fernando
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