FAST templates

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1

Imported from previous forum

2

Hi All,
I got a dataset of a FAST and wanted to decode it and tried to get the value of FIX fields. But to decode I need the template, how can I get it, is it stored somewhere or transmitted among the trading clients. For example I am posting here a data content of a FAST packet, can anyone tell me how to decode this. I mean which template has been used here and how to get access of that particular template to decode it.
c0 a7 02 0f 20 bd 23 55 69 59 54 0d 5e b4 09 49
50 ca 81 be 81 b1 4d 54 0f f8 01 09 81 3d 56 cd
00 7b f8 9c 87

Thanks all.

3

Hi Deepak,

you provide very little information, so it’s hard to know what message or even feed your dataset represents. I would guess that you have included data representing a CME FAST message, namely MDIncRefresh_39, but it could obviously be any other message known or unknown.

If it is indeed a CME message, you can get their templates from their web site. The file is called “templates.xml” and it is part of their published API documentation.

Otherwise I cannot give you any specific assistance.

(It looks like a Market Data FIX message)

(Please see further down for a partial decode)

Best,
Rolf

Hi All, I got a dataset of a FAST and wanted to decode it and tried
to get the value of FIX fields. But to decode I need the template,
how can I get it, is it stored somewhere or transmitted among the
trading clients. For example I am posting here a data content of a
FAST packet, can anyone tell me how to decode this. I mean which
template has been used here and how to get access of that particular
template to decode it.

c0 a7 02 0f 20 bd 23 55 69 59 54 0d 5e b4 09 49
50 ca 81 be 81 b1 4d 54 0f f8 01 09 81 3d 56 cd
00 7b f8 9c 87

1 | 40 (c0) | 64 (pmap)
2 | 27 (a7) | 39 (tid)
3 | 02 0f 20 3d (bd) | 4444221 (MsgSeqNum?)
4 | 23 55 69 59 54 0d 5e 34 (b4) | 20080714162859828 (SendingTime?)
5 | 09 49 50 4a (ca) | 20080714 (TradeDate?)
6 | 01 (81) | 1 (NoMDEntries?)
7 | 3e (be) | 62 (pmap?)
8 | 01 (81) | 1
9 | 31 (b1) | ‘1’
10 | 4d 54 0f 78 (f8) | 162859000
11 | 01 09 01 (81) | 17537
12 | 3d 56 4d (cd) | ‘=VM’ (or 1010509?)
14 | 00 7b 78 (f8) | 15864
15 | 1c (9c) | 28
16 | 07 (87) | 7

Thanks all.