FAST Extension proposal - ENUM
Rolf Andersson / Pantor Engineering
28 Sep 2008 3:19AM ETAll,
this is the first of four proposals announced in a previous post.
Please review and comment.
/Rolf
EXTENSION PROPOSAL - ENUM (single-value string)
Background
FIX as well as other protocols make use of fields with a fixed
set of alternative values. These fields may either be single-value
(an enumerated value) or multi-value (a set of values).
Introduction
This proposal discusses an impl for single-value fields.
Example
Let's use MatchType (tag 574) as an example:
The General purpose values are:
'1', '2', '3', '4', '5', '6', '7', '8'
NASDAQ defines:
'M3', 'M4', 'M5', 'M6'
NYSE and AMEX define:
'A1', 'A2', 'A3', 'A4', 'A5', 'AQ',
'S1', 'S2', 'S3', 'S4', 'S5'
NYSE, AMEX, and NASDAQ define:
'M1', 'M2', 'MT'
In total there are 26 values defined in the 5.0 spec.
By mapping these 26 values to small integers, they can all be
represented as one byte quantities in FAST. In fact, only 5 bits are
needed for the full 5.0 value domain. Subsets cuold be represented
using even fewer bits.
(pls see further below on bitgroups)
Let's assume we only will want to use the NASDAQ defined values:
M1 => 1
M2 => 2
M3 => 3
M4 => 4
M5 => 5
MT => 6
A one byte integer will cover our needs in this case.
(Actually we would only need 3 bits, see below)
Wire representation
No new representation needed.
SBIT-encoded fields will be used.
Template Syntax
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