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FAST Protocol
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FAST Extension proposals
Rolf Andersson / Pantor Engineering
28 Sep 2008 3:15AM ETAll,
various extension proposals have been discussed within mdowg as a
result of the increasing empirical experience.
I'd like to present a summary of four of the proposals for your
review and comment.
The four proposals are:
1. Enumerations
2. Sets
3. Dictionaries
4. BitGroups
Background
FIX as well as other protocols make use of fields with a fixed
set of alternative values. These fields may either be single-valued
(an enumerated value) or multi-valued (a set of values).
Furthermore, the single value "history" that FAST provides through
its previous value mechanism is sometimes not effective. A more
efficient approch would be to have the ability to define and use
dictionaries.
We have found (empirically in live feeds) that the "bit density"
of some fields is lower than optimum. These fields take one of
very few alternate values. As a consequence, the field value
could be represented with less than 7 bits, which is the minimum
field length in FAST for present values. The bit density could
be increased by allowing packing of multiple field values into
one SBIT-encoded field.
The following posts will describe each of these four proposals.
/Rolf
FAST Extension proposals
Rolf Andersson / Pantor Engineering 28 Sep 2008 3:15AM ET
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