Imported from previous forum
[ original email was from Marc Battyani - marc.battyani@fractalconcept.com ]
Hello,
I’m working on our hardware based FAST decoder and I’m would like to be sure that it can handle the most complex templates. I’ve got the ones from CME and EUREX but do you know if there are other templates available using more (or different) FAST features?
Marc Battyani
HPC Platform
Hi Marc:
BATS is another exchange that uses FAST to encode their price feed; see http://www.batstrading.com/subscriber_resources/BATS_FAST_PITCH.pdf for details on FAST PITCH.
I’m interested to hear how this project is going; can you share any performance numbers with the group?
Ted
Hello,
I’m working on our hardware based FAST decoder and I’m would like to be
sure that it can handle the most complex templates. I’ve got the ones
from CME and EUREX but do you know if there are other templates
available using more (or different) FAST features?Marc Battyani HPC Platform
[ original email was from Marc Battyani - marc.battyani@fractalconcept.com ]
Hi Ted,
Thanks for the reference but it seems that they do not give the FAST
templates, only their own decoder source. Or maybe I missed them?
As for performance, we have less than 2 microseconds latency for the
total feed-handling time: IP stack + FAST decoding + conversion + processing + re-encoding + IP stack again.
That’s for a multicast packet containing several FAST messages.
You can have a look at http://www.hpcplatform.com for a nice picture.
I don’t know how well it compares to others as generally people talk
about decoding time while here it’s the global feed-handling time.
Marc
Hi Marc:
BATS is another exchange that uses FAST to encode their price feed; see
http://www.batstrading.com/subscriber_resources/BATS_FAST_PITCH.pdf for
details on FAST PITCH.I’m interested to hear how this project is going; can you share any
performance numbers with the group?Ted
Hello,
I’m working on our hardware based FAST decoder and I’m would like to
be sure that it can handle the most complex templates. I’ve got the
ones from CME and EUREX but do you know if there are other templates
available using more (or different) FAST features?Marc Battyani HPC Platform
Marc,
all of the current FAST-compliant feeds use fairly restricted subsets of the standard. You will need to either get a set of test templates from someone who’ve already done the work, or you have to compile your own set. There is currently no publically available set of test templates.
Best,
Rolf
Hello,
I’m working on our hardware based FAST decoder and I’m would like to be
sure that it can handle the most complex templates. I’ve got the ones
from CME and EUREX but do you know if there are other templates
available using more (or different) FAST features?Marc Battyani HPC Platform
Rolf,
I have a question when you benmark the decoder against data such as the one from CME’s. Quite often, CME packs many individual price messages into one (e.g. snapshot of the book often includes 14 individual price level messages). In such cases, do you count that as 1 message or 14? my guess is 1 would be the answer. That’s why your CME peformance is not as high as OPRA/ARCA correct?
Thanks,
Loc
Marc,
all of the current FAST-compliant feeds use fairly restricted subsets of
the standard. You will need to either get a set of test templates from
someone who’ve already done the work, or you have to compile your own
set. There is currently no publically available set of test templates.Best, Rolf
Hello,
I’m working on our hardware based FAST decoder and I’m would like to
be sure that it can handle the most complex templates. I’ve got the
ones from CME and EUREX but do you know if there are other templates
available using more (or different) FAST features?Marc Battyani HPC Platform
Loc,
We count each stream level template as one message, so in the CME case that would be 1 message even though it contains 14 price levels.
/David
Rolf,
I have a question when you benmark the decoder against data such as the
one from CME’s. Quite often, CME packs many individual price messages
into one (e.g. snapshot of the book often includes 14 individual price
level messages). In such cases, do you count that as 1 message or 14? my
guess is 1 would be the answer. That’s why your CME peformance is not as
high as OPRA/ARCA correct?Thanks, Loc
Marc,
all of the current FAST-compliant feeds use fairly restricted subsets
of the standard. You will need to either get a set of test templates
from someone who’ve already done the work, or you have to compile your
own set. There is currently no publically available set of test
templates.Best, Rolf
Hello,
I’m working on our hardware based FAST decoder and I’m would like to
be sure that it can handle the most complex templates. I’ve got the
ones from CME and EUREX but do you know if there are other templates
available using more (or different) FAST features?Marc Battyani HPC Platform