Discussion Forums

Re: Proposal For New FAST Operator Default-Delta
Clive Browning / Rapid Addition Ltd
2 May 2006 5:08AM ET

David

Thanks for the feedback. The new delta operator from the TD will be just what we need.

Clive

> The delta operator propsed in TD is more generic than the FE one and can
> handle the case
>
> AAAA AA
>
> The generalized delta operator has a signed length preamble indicating
> how many characters to remove from the back (or front if negative). The
> preamble is followed by the string to append (or prepend). So the above
> case would be encoded as
>
> AAAA (transmit 0AAAA) AA (transmit 2e, where e is the empty string)
>
> In addition, the delta operator of TD lets you specify an initial value
> so that even the first occurence of the field can be delta coded. This
> is obviously only beneficial if the first value is predictable. The
> operator would render the following sequence
>
> AAAA (transmit 0e) AAAAB (transmit 0B) AAAABC (transmit 0C) AA
> (transmit 4e)
>
> And the initial value works for numbers too, assuming > value="225"/>:
>
> 227 (transmit 2) 229 (transmit 2) 226 (transmit -3) 230 (transmit 4)
>
> /David
>
> >
> > AAAA (transmit AAAA) AAAAB (transmit B) AAAABC (transmit
> > C) AAAABC (transmit nothing) AAAABCD (transmit D)
> >
> > Above does work fine for string delta operator
> >
> > But…
> >
> > AAAA AAAAB AAAABC AA
> >
> > Does not work as there is currently no way to “reset” to a new
> > starting delta value.
> >
> > What might be useful is a Default-Delta operator – e.g. just pass the
> > difference from a default value …
> >
> > Default = AAAA
> >
> > AAAA (transmit nothing) AAAAB (transmit B)
> > AAAABB (transmit BB) AAAAC (transmit C)
> >
> > This might also be useful for numerics, e.g. default = 225
> >
> > 227 (transmit 2) 229 (transmit 4) 226
> > (transmit
> > 1) 230 (transmit 5)
> >
> > Is it worth investigating this for the next FAST release?
> >
> > Clive Browning Rapid Addition Ltd


Proposal For New FAST Operator Default-Delta
Clive Browning / Rapid Addition Ltd   29 Apr 2006 5:50PM ET
Re: Proposal For New FAST Operator Default-Delta
Clive Browning / Rapid Addition Ltd   29 Apr 2006 5:55PM ET
Re: Proposal For New FAST Operator Default-Delta
Wei Koek / NYFIX   1 May 2006 9:47AM ET
Re: Proposal For New FAST Operator Default-Delta
Matt Simpson / Chicago Mercantile Exchange   1 May 2006 10:25AM ET
Re: Proposal For New FAST Operator Default-Delta
David Rosenborg / Pantor Engineering AB   1 May 2006 10:43AM ET
Re: Proposal For New FAST Operator Default-Delta
Clive Browning / Rapid Addition Ltd   2 May 2006 5:08AM ET