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@ -1,6 +1,7 @@
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+++ |
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title = "Decoding the FAST Protocol" |
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date = 2022-01-10 |
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updated = 2022-01-13 |
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[taxonomies] |
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tags = ["finance", "binary", "protocol", "fix", "fast"] |
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@ -173,6 +174,13 @@ optional integer with value 0 is, actually, Null; to get the value 0 for the
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field, the incoming data will have value 1, which is decremented in 1 and goes |
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back to 0. |
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In the template, the fields appear as |
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- `<uInt32/>`: Unsigned Int of 32 bits. |
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- `<uInt64/>`: Unsigned Int of 64 bits. |
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- `<int32/>`: Signed Int of 32 bits. |
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- `<int64/>`: Signed Int of 64 bits. |
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### Types: Strings |
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ASCII strings are pretty simple to read: Again, the decoder keeps reading the |
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@ -199,6 +207,8 @@ here.
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Optional strings are Null when the first byte have a stop bit set and every |
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other bit is zero. |
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In the template, a string field appears as `<string>`. |
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### Types: Sequences |
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Sequences are basically arrays. The first field of a sequence is the "length" |
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@ -209,6 +219,20 @@ even include more sequences.
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Optional sequences affect the way the length is read: If optional, the length |
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should be treated as an optional Integer and thus the size is decremented by 1. |
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In the template, the sequence appears as `<sequence>`, with the length |
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following it. An example is |
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```xml |
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<sequence name="Sequence"> |
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<length name="NoSequence" id="123"/> |
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</sequence> |
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``` |
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{% note() %} |
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I describe most of the length fields with a name starting with "No". That's |
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because the FIX spec defines the lengths with that prefix. |
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{% end %} |
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### Types: Decimals |
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Decimals are formed by two fields: Exponent and Mantissa. The way it works is |
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@ -227,6 +251,16 @@ Also, because Exponent and Mantissa are two fields, they can have different
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operators. I'll show some examples after the Operator, mostly because I've seen |
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both with different operators and they make a mess to read. |
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In the template, the decimal field appears as `<decimal>`, with the exponent |
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and mantissa as internal fields. |
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```xml |
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<decimal name="ADecimal" id="123"> |
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<exponent/> |
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<mantissa/> |
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</decimal> |
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``` |
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### Type: Presence Map |
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Presence Maps are used in conjunction with operators. They are read like |
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@ -280,6 +314,8 @@ dealing with the incoming value.
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When a field have No Operator, there will be no bit in the Presence Map. |
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All the previous examples of the template have no operator. |
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### Operator: Constant |
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A field with the Constant operator will not appear in the incoming data and the |
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@ -316,6 +352,14 @@ In a way, you can read this: Is the value present in the incoming data
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otherwise, use the default value. |
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{% end %} |
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Example |
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```xml |
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<uInt32 name="Type" id="3"> |
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<default value="1"/> |
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</uInt32> |
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``` |
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### Operator: Copy |
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The copy operator indicates that the value for this record have the same value |
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@ -589,3 +633,5 @@ mandatory sequences.
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- 2022-01-10: First release. |
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- 2022-01-10: Added information about the template versioning. |
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- 2022-01-13: Added examples of the tags in the template for the field types |
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and examples for operators. |
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