[This message was posted by Hanno Klein of Deutsche Börse Systems <[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/ea5e99a4 - PLEASE DO NOT REPLY BY MAIL.]
The design of your streams and the related templates is crucial to the benefits FAST will give you. For example, you could send the data below over two separate streams with a single template or over a single stream with separate templates. There is no restriction to only have a single FAST template per (FIX) message type. With more than one template you have more than one cache and in the example below, a new bid/offer for MSFT will not override the current cache values for IBM. The limit is your UDP datagram in case of multicast being used. If you had 1000 symbols and 1000 templates, the benefit goes down the drain as each symbol might not be present more than once in every datagram. The design of streams and templates requires thorough anaylsis of your data patterns to maximize bandwidth reduction. Regards, Hanno. > 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.
