Imported from previous forum
[ original email was from Darshan Khedekar - darshan.khedekar.ext@deutsche-boerse.com ]
I have an internal format of Data representation. Could I directly convert the format from internal representation to FAST without intermediate FIX format? Can the FIX engines read the FAST and generate a FIX message directly with any FIX intercace specification?
I have an internal format of Data representation. Could I directly
convert the format from internal representation to FAST without
intermediate FIX format? Can the FIX engines read the FAST and generate
a FIX message directly with any FIX intercace specification?
Yes, you can encode your data feed without converting it to FIX first. Regardless of whether you convert to FIX or not, you are going to have to manually define a template which describes your data.
You should not expect a FIX engine to be able to convert a decoded FAST stream of an unknown data format to FIX.