Discussion Forums

Re: Proposal For New FAST Operator Default-Delta
Matt Simpson / Chicago Mercantile Exchange
1 May 2006 10:25AM ET

Clive/Wei -

Delta Value Coding for strings assumes a fixed length field and that all positions in that field are used. The example provided by Wei is actually the correct interpretation of the spec while what Clive shows would be an extension.

The FastReset message (See SCP v099) can be used to reset state for a Delta and all other field encoding operators. Nulls cannot be used for this.

Clive's use of Delta is an interesting one and could be part of a future extension if we see data patterns that would benefit from this. A default value is something that could be integrated as well.

Matt

> Clive,
>
> Correct me if I am wrong, according to the FE spec section 2.1.6,
> shouldn't the example you use look more like the following:
>
> AAAA (transmit AAAA) AAAB (transmit B) AAAC (transmit C) AAAC (transmit
> nothing) AAAD (transmit D)
>
> Would sending a NULL value works as resetting? I seem to remember having
> such conversation with Rolf and Matt a while back...
>
> wk
>
> >
> > We are seeing the following "general" conclusions for FAST field
> > operators:
> >
> > Defaults, Increments, Copys and Deltas (when sequence is always
> > increasing) all work well for numerics.
> >
> > Defaults and Copys are also good for strings, but Deltas do not work
> > so well in practice…
> >
> > e.g.
> >
> > 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