FIX/FAST parsing

Description

It would be great to have FIX/FAST parsing in fix8 lib. The FAST stream is often goes from several multicast groups.
Here is the example: http://www.cmegroup.com/market-data/datamine-historical-data/files/SDKFFCore.pdf

Environment

Ubuntu 13.10 x64 gcc 4.7

Activity

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David Dight
November 11, 2013, 6:52 AM
Edited

FIX/FAST is not in scope for Fix8. There are a few FOSS offerings (notably QuickFAST). FIX/FAST will also be undergoing an unfortunate decline in the coming years as the new HPGW ULL FIX protocol is more widely adopted (not published yet). It is in this area that we want to focus Fix8.

Sergey Sedreev
November 17, 2013, 11:52 AM

Parsing FIX/FAST and creating classes for it by f8c looks very similar to me to FIX parsing. I could try to make a prototype for that.
What do you think about parsing protocols other then FIX, like Itch? It is much simpler than FIX and I do have parsing structures that is similar to FIX8.

David Dight
November 18, 2013, 10:43 AM

I think the fix8 model could be extended to other protocols. Lets talk about what approach we can take.

Assignee

David Dight

Reporter

Sergey Sedreev

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