Discussion Forums

Proposal For New FAST Operator Default-Delta
Clive Browning / Rapid Addition Ltd
29 Apr 2006 5:50PM ET

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