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FAST Protocol
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Re: FAST Extension proposals
Rolf Andersson / Pantor Engineering
28 Sep 2008 3:37AM ETjust read my own post and realized that:
3. Dictionaries should be 3. Maps
The use of "dictionary" here could create ambiguity as the FAST standard already uses that term for previous value dictionaries.
/Rolf
> All,
>
> 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
Re: FAST Extension proposals
Rolf Andersson / Pantor Engineering 28 Sep 2008 3:37AM ET
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