[This message was posted by sean grady of OptionsCity <sgr...@optionscity.com> 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/89ee8fda - PLEASE DO NOT REPLY BY MAIL.]
Thanks for the response Dale. At least you were able to confirm some of the things I suspected, such as the fact that it isn't exactly FAST and whatnot. I'm going to (try) and contact them and see about listening to live market data on their multicast channels, and capture that and look at it. Interesting thing about that message type field in the uncompressed header, anytime I look at it in the sample data I obtained it is set to zero. I'm going to go back and revisit that right now as I am wondering if I was looking in the right place, although you'd think examining an uncompressed header side by side with the spec should be pretty easy. > Sean on the 'FAST Protocol' forum at fixprotocol.org wrote: > > > > Has anyone had any experience decoding the FAST multicast market data > > from ArcaBook? > > Hi Sean, > > I have built ArcaBook support on top of QuickFAST -- the open source > implementation of FAST that I maintain. > > http://quickfast.googlecode.com > > I must qualify this by saying that the ArcaBook-specific code > won't go into the open source repository in it's current form -- > it's too dependent on the system of the particular customer for > which I did the work. > > > I'm attempting to use the decoder they provide in the DevPak (and they > > insist works on their discussion forums) with sample data I downloaded > > from them, as well as some sample messages I found posted on their > > forums but am not having much luck. > > Yes, the sample decoder and sample data were pretty much useless. It > wasn't until I started decoding the live data stream that I figured out > what they were trying to say in the ArcaBook Multicast spec > documentation. > > > If anyone has done this, and has any other sample data or > > knowledge/experience to pass along I would be very grateful. > > > I can't provide sample data without a consulting contract, however what > I learned about ArcaBook includes: > > * The compressed ArcaBook data is best described as FAST-like. It > differs from the FAST specification in several ways. To be fair, I > believe Arca came first -- they were compressing their feed before > the FAST spec existed. > > * An ArcaBook packet has an uncompressed header. Within that > header is a MsgType. By examining the MsgType you can determine > whether the remainder of the packet is compressed -- some are, > some are not. > > * If it is compressed, the remainder of the packet is a sequence of > compressed messages. NumBodyEntries tells you how many. You also > have to examine MsgType to determine the size of the uncompressed > header so you can find the start of the compressed body entries. > > * From the table in Appendix C of the ArcaBook Multicast spec you > can determine which fields exist in each message type, however, > they do not necessarily appear in the order in which they are > given in the table. They appear in the order in which they would > have appeared in the uncompressed message (more or less.) > > * The presence map bit assigned to each field is hard coded. As a > result of this and the previous bullet point, the presence map > bits are not consumed in order the way they are in a normal > FAST message. > > * ArcaBook includes some additional field types which are not in the > FAST specification. On the other hand, the ArcaBook data does not > contain groups, sequences, decimals, or ByteVector data which > greatly simplifies matters. > > I hope this helps gets you started. > > Dale Wilson Principal Software Engineer Object Computing, Inc. > (www.ociweb.com) [You can unsubscribe from this discussion group by sending a message to mailto:unsubscribe+100932...@fixprotocol.org] --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to FIX-Protocol@googlegroups.com To unsubscribe from this group, send email to fix-protocol+unsubscr...@googlegroups.com For more options, visit this group at http://groups.google.com/group/FIX-Protocol?hl=en -~----------~----~----~----~------~----~------~--~---
