FAST REFERENCE CODE 1.1

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1

Imported from previous forum

2

Hi,
does exist any C,C++ implementation using FAST Specification Version 1.1 and FAST SCP 1.0 ?

Thanks
Francesco

3

Hi Francesco,

A Java version is being developed by Lasalle Tech.

AFAIK, there’s currently no free C/C++ implementation available. FAST1.1 requires a lot more of the impl than 1.0 did, so substantial effort would have to go into a complete implementation.

There are a few commercial implementations in the works. We’ve developed a C/C++ impl, but there may be others who haven’t announced their products just yet. You should check with the other vendors as well if you’d consider a commercial alternative.

Best,
Rolf

Hi, does exist any C,C++ implementation using FAST Specification Version
1.1 and FAST SCP 1.0 ?

Thanks Francesco

4

Hi Rolf,

Is there any open source project under development?

's
Clebson Derivan

Hi Francesco,

A Java version is being developed by Lasalle Tech.

AFAIK, there’s currently no free C/C++ implementation available. FAST1.1
requires a lot more of the impl than 1.0 did, so substantial effort
would have to go into a complete implementation.

There are a few commercial implementations in the works. We’ve developed
a C/C++ impl, but there may be others who haven’t announced their
products just yet. You should check with the other vendors as well if
you’d consider a commercial alternative.

Best, Rolf

Hi, does exist any C,C++ implementation using FAST
Specification Version
1.1 and FAST SCP 1.0 ?

Thanks Francesco

5

Hi Clebson,

I believe the LasalleTech Java project will be open source.
I’m not aware of any C/C++ open source project though.

Best,
Rolf

Hi Rolf,

Is there any open source project under development?

's Clebson Derivan

Hi Francesco,

A Java version is being developed by Lasalle Tech.

AFAIK, there’s currently no free C/C++ implementation available.
FAST1.1 requires a lot more of the impl than 1.0 did, so substantial
effort would have to go into a complete implementation.

There are a few commercial implementations in the works. We’ve
developed a C/C++ impl, but there may be others who haven’t announced
their products just yet. You should check with the other vendors as
well if you’d consider a commercial alternative.

Best, Rolf

Hi, does exist any C,C++ implementation using FAST Specification
Version
1.1 and FAST SCP 1.0 ?

Thanks Francesco

6

Rolf, thanks for your feedback. Is anybody else here interested in a C++ open source FAST implementation?

Hi Clebson,

I believe the LasalleTech Java project will be open source. I’m not
aware of any C/C++ open source project though.

Best, Rolf

Hi Rolf,

Is there any open source project under development?

's Clebson Derivan

Hi Francesco,

A Java version is being developed by Lasalle Tech.

AFAIK, there’s currently no free C/C++ implementation available.
FAST1.1 requires a lot more of the impl than 1.0 did, so substantial
effort would have to go into a complete implementation.

There are a few commercial implementations in the works. We’ve
developed a C/C++ impl, but there may be others who haven’t
announced their products just yet. You should check with the other
vendors as well if you’d consider a commercial alternative.

Best, Rolf

Hi, does exist any C,C++ implementation using FAST Specification
Version
1.1 and FAST SCP 1.0 ?

Thanks Francesco

7

Hi Clebson,

We are currently wrapping up the first full version of OpenFAST (www.openfast.org) in Java which is licensed under MPL 1.1. We would like to create an implementation in C++, but have no plans to start that any time soon. I’m willing to work with anybody who wants to begin an open source implementation in C++.

Thanks,
Jake

Rolf, thanks for your feedback. Is anybody else here interested in a C++
open source FAST implementation?

Hi Clebson,

I believe the LasalleTech Java project will be open source. I’m not
aware of any C/C++ open source project though.

Best, Rolf

Hi Rolf,

Is there any open source project under development?

's Clebson Derivan

Hi Francesco,

A Java version is being developed by Lasalle Tech.

AFAIK, there’s currently no free C/C++ implementation available.
FAST1.1 requires a lot more of the impl than 1.0 did, so
substantial effort would have to go into a complete
implementation.

There are a few commercial implementations in the works. We’ve
developed a C/C++ impl, but there may be others who haven’t
announced their products just yet. You should check with the other
vendors as well if you’d consider a commercial alternative.

Best, Rolf

Hi, does exist any C,C++ implementation using FAST Specification
Version
1.1 and FAST SCP 1.0 ?

Thanks Francesco

8

Hi Jake,

This is great! I would like to start something, and I need a C++ API as all of my projects are writen in C++ and I don’t like Java :smiley:

Do want to join me in a new project? And also do you have any instant message service (ICQ, Msn, Skype) ?

Regards,
Clebson

Hi Clebson,

We are currently wrapping up the first full version of OpenFAST
(www.openfast.org) in Java which is licensed under MPL 1.1. We would
like to create an implementation in C++, but have no plans to start that
any time soon. I’m willing to work with anybody who wants to begin an
open source implementation in C++.

Thanks, Jake

Rolf, thanks for your feedback. Is anybody else here interested in a
C++ open source FAST implementation?

Hi Clebson,

I believe the LasalleTech Java project will be open source. I’m not
aware of any C/C++ open source project though.

Best, Rolf

Hi Rolf,

Is there any open source project under development?

's Clebson Derivan

Hi Francesco,

A Java version is being developed by Lasalle Tech.

AFAIK, there’s currently no free C/C++ implementation available.
FAST1.1 requires a lot more of the impl than 1.0 did, so
substantial effort would have to go into a complete
implementation.

There are a few commercial implementations in the works. We’ve
developed a C/C++ impl, but there may be others who haven’t
announced their products just yet. You should check with the
other vendors as well if you’d consider a commercial
alternative.

Best, Rolf

Hi, does exist any C,C++ implementation using FAST
Specification Version
1.1 and FAST SCP 1.0 ?

Thanks Francesco

9

Clebson,

I’m very glad that you are interested in starting the C++ implementation. Why don’t you send me an e-mail at jacob at lasalletech dot com and we can discuss more.

Jake

Hi Jake,

This is great! I would like to start something, and I need a C++ API as
all of my projects are writen in C++ and I don’t like Java :smiley:

Do want to join me in a new project? And also do you have any instant
message service (ICQ, Msn, Skype) ?

Regards, Clebson

Hi Clebson,

We are currently wrapping up the first full version of OpenFAST
(www.openfast.org) in Java which is licensed under MPL 1.1. We would
like to create an implementation in C++, but have no plans to start
that any time soon. I’m willing to work with anybody who wants to
begin an open source implementation in C++.

Thanks, Jake

Rolf, thanks for your feedback. Is anybody else here interested in a
C++ open source FAST implementation?

Hi Clebson,

I believe the LasalleTech Java project will be open source. I’m
not aware of any C/C++ open source project though.

Best, Rolf

Hi Rolf,

Is there any open source project under development?

's Clebson Derivan

Hi Francesco,

A Java version is being developed by Lasalle Tech.

AFAIK, there’s currently no free C/C++ implementation
available. FAST1.1 requires a lot more of the impl than 1.0
did, so substantial effort would have to go into a complete
implementation.

There are a few commercial implementations in the works. We’ve
developed a C/C++ impl, but there may be others who haven’t
announced their products just yet. You should check with the
other vendors as well if you’d consider a commercial
alternative.

Best, Rolf

Hi, does exist any C,C++ implementation using FAST
Specification Version
1.1 and FAST SCP 1.0 ?

Thanks Francesco

10

Pardon my interruption - but is there really a possibility of a fast FAST implementation in C++? I might be interested in C …

Is anybody else here interested in a C++
open source FAST implementation?

Hi Clebson,
I’m not aware of any C/C++ open source project though.
Best, Rolf

Hi Rolf,
Is there any open source project under development?
Clebson

Hi Francesco,
A Java version is being developed by Lasalle Tech.
Best, Rolf

Hi, does exist any C,C++ implementation using FAST Specification Version 1.1 and FAST SCP 1.0 ?
Thanks Francesco

11

A complete C implementation might provide for the fastest possible FAST implementation, but extending and plugging into that implementations might not be as easy as in an object-oriented C++ implementation.

In terms of an open source implementation, I think it is important to have readable well-factored code as opposed to having the fastest implementation. That way people can get up and running with FAST in a relatively short period of time for no initial cost. The vendors will be available to provide the fastest implementations and most optimization.

Jake

Pardon my interruption - but is there really a possibility of a fast
FAST implementation in C++? I might be interested in C …

Is anybody else here interested in a C++ open source FAST
implementation?

Hi Clebson, I’m not aware of any C/C++ open source project though.
Best, Rolf

Hi Rolf, Is there any open source project under development?
Clebson

Hi Francesco, A Java version is being developed by Lasalle Tech.
Best, Rolf

Hi, does exist any C,C++ implementation using FAST
Specification Version 1.1 and FAST SCP 1.0 ? Thanks Francesco

12

Hi James, it is a good idea to provide a C impl. But IMHO we need start something and think about it just in a second step.

Regards,
Clebson

Pardon my interruption - but is there really a possibility of a fast
FAST implementation in C++? I might be interested in C …

Is anybody else here interested in a C++ open source FAST
implementation?

Hi Clebson, I’m not aware of any C/C++ open source project though.
Best, Rolf

Hi Rolf, Is there any open source project under development?
Clebson

Hi Francesco, A Java version is being developed by Lasalle Tech.
Best, Rolf

Hi, does exist any C,C++ implementation using FAST
Specification Version 1.1 and FAST SCP 1.0 ? Thanks Francesco

13

Who is the current maintainer of FAST Reference code 1.0? My group have most (all?) of the updates (in C, essentially extending the original work) for spec 1.x.1, encoding / decoding only (no SCP), so it would be nice to submit the patches for first moderated then public review.

Please reply to forum since I believe there are other ppl interested in this.

Pardon my interruption - but is there really a possibility of a fast
FAST implementation in C++? I might be interested in C …

Is anybody else here interested in a C++ open source FAST
implementation?

Hi Clebson, I’m not aware of any C/C++ open source project though.
Best, Rolf

Hi Rolf, Is there any open source project under development?
Clebson

Hi Francesco, A Java version is being developed by Lasalle Tech.
Best, Rolf

Hi, does exist any C,C++ implementation using FAST
Specification Version 1.1 and FAST SCP 1.0 ? Thanks Francesco

14

There is no current maintainer of the fastapi-1.0 sample code.
Dan May and I wrote the code originally, but neither of us
have released any updates since then.

I can have a look at your patches and provide feedback.

Best,
Rolf

Who is the current maintainer of FAST Reference code 1.0?
My group have most (all?) of the updates (in C, essentially
extending the original work) for spec 1.x.1, encoding /
decoding only (no SCP), so it would be nice to submit the
patches for first moderated then public review.

Please reply to forum since I believe there are other ppl
interested in this.

15

Hi Rufus,

I would like to see your changes/improvements, can you please send me a copy too?

Thanks,
Clebson Derivan

There is no current maintainer of the fastapi-1.0 sample code. Dan May
and I wrote the code originally, but neither of us have released any
updates since then.

I can have a look at your patches and provide feedback.

Best, Rolf

Who is the current maintainer of FAST Reference code 1.0? My group
have most (all?) of the updates (in C, essentially extending the
original work) for spec 1.x.1, encoding / decoding only (no SCP), so
it would be nice to submit the patches for first moderated then
public review.

Please reply to forum since I believe there are other ppl interested
in this.

16

Clebson, will do. Do need to run the idea of release code into open source by my partners (some of whom are not exactly tech savvy, you know how traders are).

Hi Rufus,

I would like to see your changes/improvements, can you please send me
a copy too?

Thanks, Clebson Derivan

There is no current maintainer of the fastapi-1.0 sample code. Dan May
and I wrote the code originally, but neither of us have released any
updates since then.

I can have a look at your patches and provide feedback.

Best, Rolf

Who is the current maintainer of FAST Reference code 1.0? My group
have most (all?) of the updates (in C, essentially extending the
original work) for spec 1.x.1, encoding / decoding only (no SCP), so
it would be nice to submit the patches for first moderated then
public review.

Please reply to forum since I believe there are other ppl interested
in this.

17

Any updates on the 1.1 patches? I’d like to take a look if possible.

Regards,

Jon Dahl

Clebson, will do. Do need to run the idea of release code into open
source by my partners (some of whom are not exactly tech savvy, you know
how traders are).

Hi Rufus,

I would like to see your changes/improvements, can you please send me
a copy too?

Thanks, Clebson Derivan

There is no current maintainer of the fastapi-1.0 sample code. Dan
May and I wrote the code originally, but neither of us have released
any updates since then.

I can have a look at your patches and provide feedback.

Best, Rolf

Who is the current maintainer of FAST Reference code 1.0? My group
have most (all?) of the updates (in C, essentially extending the
original work) for spec 1.x.1, encoding / decoding only (no SCP),
so it would be nice to submit the patches for first moderated then
public review.

Please reply to forum since I believe there are other ppl
interested in this.

18

Rolf, thanks, will do in a bit (hope that my trader partners are not paranoid). My developers are cleaning up the code patch, and filling out the unit test scripts. The patch extends the fastapi-1.0 utility routines, and uses a fairly simple custom written code generator to generate the encode/decode code fragments from the XML template(s). So far looks good …

There is no current maintainer of the fastapi-1.0 sample code. Dan May
and I wrote the code originally, but neither of us have released any
updates since then.

I can have a look at your patches and provide feedback.

Best, Rolf

Who is the current maintainer of FAST Reference code 1.0? My group
have most (all?) of the updates (in C, essentially extending the
original work) for spec 1.x.1, encoding / decoding only (no SCP), so
it would be nice to submit the patches for first moderated then
public review.

Please reply to forum since I believe there are other ppl interested
in this.

19

I would be interested in this fastapi-1.0 extension.
I need to work on EUREX EBS (C++) and it seems I need a more complete Fastp 1.1 library.

Any kind of news about this patch?

Thx,
Valentin

Rolf, thanks, will do in a bit (hope that my trader partners are not
paranoid). My developers are cleaning up the code patch, and filling out
the unit test scripts. The patch extends the fastapi-1.0 utility
routines, and uses a fairly simple custom written code generator to
generate the encode/decode code fragments from the XML template(s). So
far looks good …

There is no current maintainer of the fastapi-1.0 sample code. Dan May
and I wrote the code originally, but neither of us have released any
updates since then.

I can have a look at your patches and provide feedback.

Best, Rolf

Who is the current maintainer of FAST Reference code 1.0? My group
have most (all?) of the updates (in C, essentially extending the
original work) for spec 1.x.1, encoding / decoding only (no SCP), so
it would be nice to submit the patches for first moderated then
public review.

Please reply to forum since I believe there are other ppl interested
in this.

20

FAST1.1
requires a lot more of the impl than 1.0 did, so substantial effort
would have to go into a complete implementation.

I second that!

As EUREX uses static templates (compile time), you can get away with a small subset implementation of FAST. EUREX made an effort to provide binary data input and expected output in plain text although their XML doesn’t pass a simple XML validator.

On the other hand, CME is a lot harder to implement fully as templates are retrieved at run-time and hence you will need to support all cases. You can dump the data from the CME new feed but it’s up to you to figure out if the data you are decoding make sense. I would have loved to see some expected output like EUREX did.

The FAST doc is difficult to handle at first too adding to the overall complexity of the task. I greatly underestimated the task :slight_smile: Oh well.

Jeremy