[This message was posted by Steve Cook of Affine <[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/88c5e1a6 - PLEASE DO NOT REPLY BY MAIL.]
Quick question with regards to copy/delta operators on a market data feed. If I understand correctly, the dictionaries can only operate at the message level, so if you get a stream of market data updates on different symbols they wouldn't be compressed particularly well. Heres an example: seqno=1 symbol=IBM bid=149 offer=150 seqno=2 symbol=MSFT bid=28 offer=29 seqno=3 symbol=IBM bid=149.5 offer=150 seqno=4 symbol=MSFT bid=28 offer=29.5 In this example, message #4 would compare the bid/offer values to those from message #3. In fact, you'd logically want to compare them to the last update on the same symbol (message #2). Can FAST use the feedcode information to cache these values? Or am I missing something with the way this is supposed to work? thanks Steve [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.
