[This message was posted by Malcolm Spence of Object Computing Inc. <[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/f8fa9fb3 - PLEASE DO NOT REPLY BY MAIL.]
> Hi Radu > > Any news on the Morgan Stanley FAST open source implementation? Any > > details would be appreciated. > > You might be interested in QuickFAST -- an open source, BSD licensed > (i.e. commercial application friendly) C++ implementation of FAST. > > http://code.google.com/p/quickfast/ > > Dale A follow up in case anyone sees these postings and wondered what happened. QuickFAST is decoding Arca and Xetra in sub-microseconds per message and CME is around 2.7 microseconds. We have been placing the messages after normalization and filtering into an open source DDS implementation. Latency to trader is about 40 to 80 microseconds depending on message complexity,topology etc. See http://www.opendds.org. regards Malcolm [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.
