Re: FAST Complaints
Rolf Andersson / Pantor Engineering
3 Feb 2010 6:59AM ETHi again,
I have a quick question for you. Do you have a preference regarding test data? Which source do you think would be best to use as a basis to run some test on?
Some feeds would require consent from the provider, but I think it could be arranged. I suggest that we start with one data set and a limited amount of data, not more than a few hundred megabytes, so people can download and try for themselves.
OPRA is an alternative, but maybe you think it's too simplistic? In the OPRA case, we would only have to look at one quote message type to get a good understanding of the overall result.
It will require a great deal of work if we choose a more complex feed and are unable to select one or two of the most frequent messages.
I would like this to be an effort with low barrier to entry so that it becomes open in the sense that many forum members can participate. This will not be the case if we complicate things from the outset. We can always add data sets later if we feel that it is worth the effort.
A European alternative would be some Eurex data. In contrast to you, I believe they have done a professional job and I would be interested to have a look at their data to see what could be done in addition to what is already there.
I third alternative would be to look at some CME data.
What are your thoughts?
/Rolf
> And on hard data, I stated it explicitly a number of times and you
> keep coming back with no response. Lets do a comparison to simple
> alternatives with a hard, as realistic as it can be, data set, any
> decent day data set. Show off the best of shiny FAST and vendors and
> then face losing those delusions. MAKE IT PUBLIC, COMPLEX SAMPLE AND
> BIG! It will encourage the best of tests and lets compare, without a
> lab that does promo machinery and not publicly accessible data.
