# Most complex real FAST templates

**URL:** <https://forum.fixtrading.org/t/most-complex-real-fast-templates/957>\
**Category:** General Q&A\
**Tags:** xid\_169664, imported, fast-protocol\
**Created:** [May 2, 2008, 12:46pm UTC](https://forum.fixtrading.org/t/most-complex-real-fast-templates/957 "2008-05-02T12:46:35Z")\
**Posts on this page:** 7\
**Page:** 1

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**Author:** ![fplpo\_x](https://avatars.discourse-cdn.com/v4/letter/f/7ab992/32.png) [@fplpo\_x](https://forum.fixtrading.org/u/fplpo_x)\
**Post date:** [May 2, 2008, 12:46pm UTC](https://forum.fixtrading.org/t/most-complex-real-fast-templates/957/1 "2008-05-02T12:46:35Z")

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Imported from previous forum

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**Author:** ![fplpo\_x](https://avatars.discourse-cdn.com/v4/letter/f/7ab992/32.png) [@fplpo\_x](https://forum.fixtrading.org/u/fplpo_x)\
**Post date:** [May 2, 2008, 12:46pm UTC](https://forum.fixtrading.org/t/most-complex-real-fast-templates/957/2 "2008-05-02T12:46:35Z")

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[original email was from Marc Battyani - [marc.battyani@fractalconcept.com](mailto: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

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**Author:** ![tedgraham\_x](https://avatars.discourse-cdn.com/v4/letter/t/8e7dd6/32.png) [@tedgraham\_x](https://forum.fixtrading.org/u/tedgraham_x)\
**Post date:** [May 2, 2008, 2:36pm UTC](https://forum.fixtrading.org/t/most-complex-real-fast-templates/957/3 "2008-05-02T14:36:16Z")

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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](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

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<div class="post-metadata">

**Author:** ![fplpo\_x](https://avatars.discourse-cdn.com/v4/letter/f/7ab992/32.png) [@fplpo\_x](https://forum.fixtrading.org/u/fplpo_x)\
**Post date:** [May 2, 2008, 3:25pm UTC](https://forum.fixtrading.org/t/most-complex-real-fast-templates/957/4 "2008-05-02T15:25:39Z")

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[original email was from Marc Battyani - [marc.battyani@fractalconcept.com](mailto: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](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](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

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**Author:** ![rolfandersson58\_x](https://avatars.discourse-cdn.com/v4/letter/r/b9e5f3/32.png) [@rolfandersson58\_x](https://forum.fixtrading.org/u/rolfandersson58_x)\
**Post date:** [May 2, 2008, 3:30pm UTC](https://forum.fixtrading.org/t/most-complex-real-fast-templates/957/5 "2008-05-02T15:30:56Z")

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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

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**Author:** ![locphuong\_x](https://avatars.discourse-cdn.com/v4/letter/l/8c91f0/32.png) [@locphuong\_x](https://forum.fixtrading.org/u/locphuong_x)\
**Post date:** [May 4, 2008, 3:27pm UTC](https://forum.fixtrading.org/t/most-complex-real-fast-templates/957/6 "2008-05-04T15:27:24Z")

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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

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<div class="post-metadata">

**Author:** ![davidrosenborg30\_x](https://avatars.discourse-cdn.com/v4/letter/d/7ea924/32.png) [@davidrosenborg30\_x](https://forum.fixtrading.org/u/davidrosenborg30_x)\
**Post date:** [May 5, 2008, 10:25am UTC](https://forum.fixtrading.org/t/most-complex-real-fast-templates/957/7 "2008-05-05T10:25:58Z")

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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
