[This message was posted by Jacob Northey of The LaSalle Technology Group
<[EMAIL PROTECTED]> to the "FAST Protocol" discussion forum at
http://fixprotocol.org/discuss/46. You can reply to it on-line at
http://fixprotocol.org/discuss/read/db12ae65 - PLEASE DO NOT REPLY BY MAIL.]
Is it possible or even beneficial to combine the Bitgroup, Set and Enum
extensions? If we are striving for bit-level compression it might make sense
to allow our bit-level operators to work together. For a NewOrderSingle
message the following enumerations are used: Side, ExecInst, OrdType,
TimeInForce. An example template definition might be:
<template name="NewOrderSingle" id="80">
...
<bitGroup>
<enum name="Side">
<value>1</value>
<value>2</value>
</enum>
<enum name="TimeInForce">
<value>0</value>
<value>1</value>
<value>2</value>
<value>3</value>
<value>4</value>
<value>5</value>
<value>6</value>
<value>7</value>
</enum>
<set name="ExecInst">
<value>G</value>
<option presence="mandatory">
<value>J</value>
<value>K</value>
</option>
</set>
<enum name="OrdType">
<value>1</value>
<value>2</value>
<value>3</value>
<value>4</value>
</enum>
</bitGroup>
...
</template>
The above bitGroup would require a single byte to represent 4 fields. The byte
10010101 would mean: Side: Sell, OrdType: Market, TimeInForce:
GoodTillCancel, ExecInst: CancelOnTradingHalt.
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