Imported from previous forum
Does anyone know where I can find a set of market data FIX messages suitable for testing/benchmarking a FAST implementation?
There’s no generally available pool of data sets.
We have synthesized a number of data sets from proprietary non-FIX feeds
(such as ARCA, NYSE, CME, NOREX, OPRA, …) in order to test various aspects of our implementations.
I suggest you check with the CME or the ISE.
They may (soon) have book feed traces available.
/Rolf
Does anyone know where I can find a set of market data FIX messages
suitable for testing/benchmarking a FAST implementation?