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From: Javier L. <jl...@co...> - 2016-10-10 16:41:36
|
Hello, We have some issues in OpenFast 1.1.2 with Eurex T7 Release 4.0 (simulation environment). For example, we have the same issue than http://www.quickfixj.org/jira/browse/FAST-64 Anyone knows if there is a new OpenFast version which solves this and other issues? Thanks Javier |
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From: Gunasekara, S. <su...@mi...> - 2016-08-25 04:31:40
|
Hi Im trying to decode FAST encoded messages from an Interface file. Im running the decoder in a loop and keep getting the following exception org.openfast.error.FastException: The presence map BitVector [11001101] has too many bits for the group NoPartyIDs When the decoder was only trying to decode one message per a byte stream this error was not present. Is there any other way of decoding a stream of messages except the way I've used? Thank you. Supuni Gunasekara This e-mail transmission (inclusive of any attachments) is strictly confidential and intended solely for the ordinary user of the e-mail address to which it was addressed. It may contain legally privileged and/or CONFIDENTIAL information. The unauthorized use, disclosure, distribution printing and/or copying of this e-mail or any information it contains is prohibited and could, in certain circumstances, constitute an offence. If you have received this e-mail in error or are not an intended recipient please inform the sender of the email and MillenniumIT immediately by return e-mail or telephone (+94-11) 2416000. We advise that in keeping with good computing practice, the recipient of this e-mail should ensure that it is virus free. We do not accept responsibility for any virus that may be transferred by way of this e-mail. E-mail may be susceptible to data corruption, interception and unauthorized amendment, and we do not accept liability for any such corruption, interception or amendment or any consequences thereof. www.millenniumit.com |
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From: Adam H. <ada...@gm...> - 2016-08-03 16:58:32
|
Hi Arsenty, thank you for your replay, it's a common host available from everywhere, i did the test with macreceive tools , I get the coded packet. 2016-08-03 14:42 GMT+01:00 Arsenty Nerushev <asn...@gm...>: > Does the multicast host locate in a VPN (and therefore it's assumed you're > connected to the VPN and adjusted the routes in your operating system) or > it's a common host available from everywhere? > > 2016-08-03 15:05 GMT+03:00 <ope...@li...>: > >> Send Openfast-user mailing list submissions to >> ope...@li... >> >> To subscribe or unsubscribe via the World Wide Web, visit >> https://lists.sourceforge.net/lists/listinfo/openfast-user >> or, via email, send a message with subject or body 'help' to >> ope...@li... >> >> You can reach the person managing the list at >> ope...@li... >> >> When replying, please edit your Subject line so it is more specific >> than "Re: Contents of Openfast-user digest..." >> >> >> Today's Topics: >> >> 1. Problem with OpenFast (MultiCast) (Adam Houd) >> >> >> ---------------------------------------------------------------------- >> >> Message: 1 >> Date: Tue, 2 Aug 2016 17:40:24 +0100 >> From: Adam Houd <ada...@gm...> >> Subject: [Openfast-user] Problem with OpenFast (MultiCast) >> To: ope...@li... >> Cc: ope...@li... >> Message-ID: >> < >> CAM...@ma...> >> Content-Type: text/plain; charset="utf-8" >> >> Hi, >> >> Is there anyone using OpenFAST FIX/FAST implementation for production >> system. If so please advice. >> I'm trying to receive market feed using openfast (java). >> >> i'am trying this command : >> >> consumer.bat -r udp -h MultiCastIP -p PORT -t FastGWMsgConfig.xml >> >> and i get the following error : >> >> *Unable to connect to endpoint: java.net.BindException: Cannot assign >> requested address: Cannot bind* >> >> Thank you for helping me to start the project. >> -------------- next part -------------- >> An HTML attachment was scrubbed... >> >> ------------------------------ >> >> >> ------------------------------------------------------------------------------ >> >> >> ------------------------------ >> >> _______________________________________________ >> Openfast-user mailing list >> Ope...@li... >> https://lists.sourceforge.net/lists/listinfo/openfast-user >> >> >> End of Openfast-user Digest, Vol 32, Issue 1 >> ******************************************** >> > > ----- > Arsentii Nerushev > > > ------------------------------------------------------------------------------ > > _______________________________________________ > Openfast-user mailing list > Ope...@li... > https://lists.sourceforge.net/lists/listinfo/openfast-user > > |
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From: Arsenty N. <asn...@gm...> - 2016-08-03 13:42:55
|
Does the multicast host locate in a VPN (and therefore it's assumed you're connected to the VPN and adjusted the routes in your operating system) or it's a common host available from everywhere? 2016-08-03 15:05 GMT+03:00 <ope...@li...>: > Send Openfast-user mailing list submissions to > ope...@li... > > To subscribe or unsubscribe via the World Wide Web, visit > https://lists.sourceforge.net/lists/listinfo/openfast-user > or, via email, send a message with subject or body 'help' to > ope...@li... > > You can reach the person managing the list at > ope...@li... > > When replying, please edit your Subject line so it is more specific > than "Re: Contents of Openfast-user digest..." > > > Today's Topics: > > 1. Problem with OpenFast (MultiCast) (Adam Houd) > > > ---------------------------------------------------------------------- > > Message: 1 > Date: Tue, 2 Aug 2016 17:40:24 +0100 > From: Adam Houd <ada...@gm...> > Subject: [Openfast-user] Problem with OpenFast (MultiCast) > To: ope...@li... > Cc: ope...@li... > Message-ID: > < > CAM...@ma...> > Content-Type: text/plain; charset="utf-8" > > Hi, > > Is there anyone using OpenFAST FIX/FAST implementation for production > system. If so please advice. > I'm trying to receive market feed using openfast (java). > > i'am trying this command : > > consumer.bat -r udp -h MultiCastIP -p PORT -t FastGWMsgConfig.xml > > and i get the following error : > > *Unable to connect to endpoint: java.net.BindException: Cannot assign > requested address: Cannot bind* > > Thank you for helping me to start the project. > -------------- next part -------------- > An HTML attachment was scrubbed... > > ------------------------------ > > > ------------------------------------------------------------------------------ > > > ------------------------------ > > _______________________________________________ > Openfast-user mailing list > Ope...@li... > https://lists.sourceforge.net/lists/listinfo/openfast-user > > > End of Openfast-user Digest, Vol 32, Issue 1 > ******************************************** > ----- Arsentii Nerushev |
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From: Adam H. <ada...@gm...> - 2016-08-02 16:40:32
|
Hi, Is there anyone using OpenFAST FIX/FAST implementation for production system. If so please advice. I'm trying to receive market feed using openfast (java). i'am trying this command : consumer.bat -r udp -h MultiCastIP -p PORT -t FastGWMsgConfig.xml and i get the following error : *Unable to connect to endpoint: java.net.BindException: Cannot assign requested address: Cannot bind* Thank you for helping me to start the project. |
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From: Jacob N. <Jac...@it...> - 2016-06-14 20:42:41
|
Hi Saurav, There is no OpenFAST simulator that I am aware of other than a few simple undocumented example apps included in the OpenFAST source code. Otherwise there is a product, VeriFIX, provided by my company, Itiviti, which uses OpenFAST under the covers and could be used to create a simulator. Jake Northey jac...@it...<mailto:jac...@it...> Office +1 (906) 483-2680 From: Saurav Saha [mailto:va...@gm...] Sent: Tuesday, June 14, 2016 1:41 AM To: ope...@li... Subject: [Openfast-user] Simulator for FAST Hi all, I've started using OpenFAST and was wondering if there's any simulator available for FAST. I would love to hear from you guys what you use. Thanks and regards, Saurav |
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From: Saurav S. <va...@gm...> - 2016-06-14 05:41:28
|
Hi all, I've started using OpenFAST and was wondering if there's any simulator available for FAST. I would love to hear from you guys what you use. Thanks and regards, Saurav |
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From: Sergio S. <ser...@gm...> - 2016-01-11 14:19:35
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http://www.quickfixj.org/confluence/display/FAST/FifteenMinuteGettingStarted Did u try this? *cordialmente,* Sergio Santiago [image: phone] +1 (551) 258-9794 [image: Linkedin] <https://www.linkedin.com/in/sergioasantiago>LinkedIn <https://www.linkedin.com/in/sergioasantiago> [image: skype] <http://is.gd/pZ34aL>sasantiago1414 [image: gtalk] <http://is.gd/7At3pO>sergio.a.santiago On 11 January 2016 at 04:41, Wenquan Zhou <rea...@gm...> wrote: > Hi all > > I am using quickfixj.1.6.1 and openfast.1.1.2. Now I have a fix message, > It's RawData field is encoded in FAST. > So I want to decode it whenever the message comes. > > > public class QFixMessengerApplication implements Application > > { > > private static final Logger logger = LoggerFactory > > .getLogger(QFixMessengerApplication.class); > > private final SessionSettings sessionSettings; > > public QFixMessengerApplication(SessionSettings sessionSettings) > > { > > this.sessionSettings = sessionSettings; > > } > > @Override > > public void fromAdmin(Message message, SessionID sessionId) > > throws FieldNotFound, IncorrectDataFormat, IncorrectTagValue, > > RejectLogon > > { > > // get FAST encoded String > > String fastEncodString = message.getString(96); > > // TODO decode > > } > > First, I can't decode the string cause I can't find the API. > Second, is there a better way? like decode from a low level instead from > application layer > Please help me out ! Thanks! > > > ------------------------------------------------------------------------------ > Site24x7 APM Insight: Get Deep Visibility into Application Performance > APM + Mobile APM + RUM: Monitor 3 App instances at just $35/Month > Monitor end-to-end web transactions and take corrective actions now > Troubleshoot faster and improve end-user experience. Signup Now! > http://pubads.g.doubleclick.net/gampad/clk?id=267308311&iu=/4140 > _______________________________________________ > Openfast-user mailing list > Ope...@li... > https://lists.sourceforge.net/lists/listinfo/openfast-user > > |
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From: Wenquan Z. <rea...@gm...> - 2016-01-11 09:41:54
|
Hi all
I am using quickfixj.1.6.1 and openfast.1.1.2. Now I have a fix message,
It's RawData field is encoded in FAST.
So I want to decode it whenever the message comes.
public class QFixMessengerApplication implements Application
{
private static final Logger logger = LoggerFactory
.getLogger(QFixMessengerApplication.class);
private final SessionSettings sessionSettings;
public QFixMessengerApplication(SessionSettings sessionSettings)
{
this.sessionSettings = sessionSettings;
}
@Override
public void fromAdmin(Message message, SessionID sessionId)
throws FieldNotFound, IncorrectDataFormat, IncorrectTagValue,
RejectLogon
{
// get FAST encoded String
String fastEncodString = message.getString(96);
// TODO decode
}
First, I can't decode the string cause I can't find the API.
Second, is there a better way? like decode from a low level instead from
application layer
Please help me out ! Thanks!
|
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From: Manish C. <mch...@ya...> - 2015-06-25 15:14:08
|
Hello Jacob, I am encoding Fast messages for Byte Vector with Tail operator and the encoding for the following scenario is incorrect:- The XML Template is as follows:-<?xml version="1.0" encoding="UTF-8"?> <templates><template name="byte_vector_tail_test" id="1" xmlns="http://www.fixprotocol.org/ns/fast/td/1.1"><byteVector name="TAIL_1" id="1" presence="optional"> <tail value="41 42 43"/> </byteVector> </template></templates> First Message Input Value to Encoder = ABD Encoded Hex Value = 84 41 42 44 Encoded Length = 4, Encoded Value = ABD This is incorrect. As per Fast specifications, Encoded Value should be D and the encoded length should be 2. This issue exists for mandatory fields also. Second Message Input Value to Encoder = AEF Hex = 84 41 45 46 Encoded Length = 4, Encoded Value = AEF This is incorrect. As per Fast specifications, the Encoded Value should be EF and encoded length should be 3. I think the Tail operator has not been implemented incorrectly for Byte Vector as there are no such issues seen in String Ascii/Unicode. RegardsManish |
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From: Manish C. <mch...@ya...> - 2015-06-03 12:28:58
|
Hello All, I am encoding Fast messages for ByteVector with Delta operator and I am getting the following exception:- Exception in thread "main" java.lang.UnsupportedOperationException at org.openfast.ScalarValue.getBytes(ScalarValue.java:108) at org.openfast.template.type.codec.ByteVectorType.encode(ByteVectorType.java:48) at org.openfast.template.Scalar.encode(Scalar.java:153) at org.openfast.template.Group.encode(Group.java:179) at org.openfast.template.MessageTemplate.encode(MessageTemplate.java:105) at org.openfast.codec.FastEncoder.encode(FastEncoder.java:48) at org.openfast.MessageOutputStream.encodeMessage(MessageOutputStream.java:85) at org.openfast.MessageOutputStream.writeMessage(MessageOutputStream.java:60) at org.openfast.MessageOutputStream.writeMessage(MessageOutputStream.java:55) at encodeByteVector.encodeByteVectorEncoding_New(encodeByteVector.java:916) at encodeByteVector.main(encodeByteVector.java:46) The XML Template is as follows:-<?xml version="1.0" encoding="UTF-8"?> <templates><template name="byte_vector_delta_test" id="1" xmlns="http://www.fixprotocol.org/ns/fast/td/1.1"><byteVector name="DEL_1" id="1" presence="mandatory"> <delta value="41 42 43"/> </byteVector> </template></templates> The Java code being used is as follows:-InputStream templateSource = new FileInputStream("Byte_Vector_Tests.xml"); MessageTemplateLoader templateLoader = new XMLMessageTemplateLoader();MessageTemplate[] templates = templateLoader.load(templateSource); int templateId = 1; Message message = new Message(templates[templateId-1]);message.setByteVector("DEL_1", "ABD".getBytes());OutputStream output = new FileOutputStream("Byte_Vector_Tests.fast"); MessageOutputStream moutput = new MessageOutputStream(output);moutput.registerTemplate(templateId, templates[templateId-1]);moutput.writeMessage(message); The Unsupported Operation exception is coming when the message is being written to the fast file. If the presence of the DEL_1 field is changed to optional in the XML Template, then a different exception is displayed as below:-Exception in thread "main" java.lang.ClassCastException: org.openfast.template.TwinValue cannot be cast to org.openfast.ByteVectorValueat org.openfast.template.type.codec.NullableByteVector.encodeValue(NullableByteVector.java:73)at org.openfast.template.type.codec.NotStopBitEncodedTypeCodec.encode(NotStopBitEncodedTypeCodec.java:29)at org.openfast.template.Scalar.encode(Scalar.java:153)at org.openfast.template.Group.encode(Group.java:179)at org.openfast.template.MessageTemplate.encode(MessageTemplate.java:105)at org.openfast.codec.FastEncoder.encode(FastEncoder.java:48)at org.openfast.MessageOutputStream.encodeMessage(MessageOutputStream.java:85)at org.openfast.MessageOutputStream.writeMessage(MessageOutputStream.java:60)at org.openfast.MessageOutputStream.writeMessage(MessageOutputStream.java:55)at encodeByteVector.encodeByteVectorEncoding_New(encodeByteVector.java:916)at encodeByteVector.main(encodeByteVector.java:46) The same Java code and field values are working for other operators such as Copy or Default, hence I have a doubt that this may be an issue in openfast. Any suggestions to resolve this issue are welcome. ThanksManish |
|
From: moxuansheng <mox...@gm...> - 2014-11-07 06:54:21
|
You can't apply the code directly. Generally, the messageReader or decoder read the message from inputstream and parse the byte stream internally based on the templates.In the PMAP bits, if the copy field bit is zero, the openfast will get the field value with FAST protocol.Below testcase maybe help: public void testCopyEncode() {
MessageTemplate messageTemplate = new MessageTemplate("copydemo",
new Field[] { new Scalar("1", Type.U32, Operator.COPY,
ScalarValue.UNDEFINED, true), });
//msg for that 'copydemo' template
Context context = new Context();
context.registerTemplate(10, messageTemplate);
FastEncoder encoder = new FastEncoder(context);
Message message = new Message(messageTemplate);
//the field is null
byte[] encoding = encoder.encode(message);
String res = ByteUtil.convertByteArrayToBitString(encoding);
//the field is not present
assertEquals("11000000 10001010", res);
message.setInteger(1, 4);
//the field is 4
encoding = encoder.encode(message);
res = ByteUtil.convertByteArrayToBitString(encoding);
assertEquals("10100000 10000101", res);
message.setInteger(1, 4);
//the field is also 4, ingore
encoding = encoder.encode(message);
res = ByteUtil.convertByteArrayToBitString(encoding);
//the field is not present
assertEquals("10000000", res);
ScalarValue value = null;
message.setFieldValue(1, value);
//the field is null
encoding = encoder.encode(message);
res = ByteUtil.convertByteArrayToBitString(encoding);
assertEquals("10100000 10000000", res); }
public void testCopyDecode() {
MessageTemplate messageTemplate = new MessageTemplate("copydemo",
new Field[] { new Scalar("1", Type.U32, Operator.COPY,
ScalarValue.UNDEFINED, true), });
//base on the encode result and compose the output bytes
InputStream in = ByteUtil.createByteStream("11000000 10001010 10100000 10000101"
+ " 10000000 10100000 10000000");
Context context = new Context();
context.registerTemplate(10, messageTemplate);
FastDecoder decoder = new FastDecoder(context, in);
Message message = decoder.readMessage();
ScalarValue value = message.getScalar(1);
assertEquals(null, value);
message = decoder.readMessage();
value = message.getScalar(1);
assertEquals(4, value.toInt());
message = decoder.readMessage();
value = message.getScalar(1);
assertEquals(4, value.toInt());
message = decoder.readMessage();
value = message.getScalar(1);
assertEquals(null, value); }
moxuansheng From: Kapila WitharanaDate: 2014-11-07 08:46To: xuansheng moCC: openfast-userSubject: Re: [Openfast-user] Issue with COPY operatorThank you xuansheng.
I'm still not clear how to validate this?
This is how I read messages.
MulticastClientEndpoint endpoint = new MulticastClientEndpoint(port, ip);
Connection connection = endpoint.connect();
BufferedInputStream bufferedInputStream = new BufferedInputStream(connection.getInputStream(),
4096000);
final MessageReader reader = new MessageReader(bufferedInputStream, templateStore, 1);
new Thread() {
@Override
public void run() {
while (true) {
try {
Message message = reader.readMessage();
-----------
----
How can I check whether particular field is not available in the stream and then apply your code?
On Thu, Nov 6, 2014 at 8:25 PM, xuansheng mo <mox...@gm...> wrote:
sorry, miss a case:
public void testCopyDecodeOptionalNotPrestUndef()
{
OperatorCodec copy = Operator.COPY.getCodec(Type.U32);
Scalar field = new Scalar("", Type.U32, Operator.DEFAULT, new IntegerValue(4), true); //if field optional and previous is undefine, it's default value.
assertEquals(new IntegerValue(4),copy.decodeEmptyValue(ScalarValue.UNDEFINED, field));
}
2014-11-06 22:39 GMT+08:00 xuansheng mo <mox...@gm...>:
Do you mean if the value is not present in the stream?From the specification, 6.3.5, there are three cases depending on the state of the previous value.The CopyOperatorCodec inherited method decodeEmptyValue(the value that should be used if no value is present in the fast stream). There are some test cases:
public void testCopyDecodeOptionalNotPrest()
{
OperatorCodec copy = Operator.COPY.getCodec(Type.U32);
Scalar field = new Scalar("", Type.U32, Operator.DEFAULT, new IntegerValue(4), true);//if the field is optional and has default value
assertEquals(new IntegerValue(2),copy.decodeEmptyValue(new IntegerValue(2), field));
}
public void testCopyDecodeOptionalNotPrestNoInit()
{
OperatorCodec copy = Operator.COPY.getCodec(Type.U32);
Scalar field = new Scalar("", Type.U32, Operator.DEFAULT, ScalarValue.UNDEFINED, true);//if the field is optional but has no default value, the field value is absent
assertEquals(null, copy.decodeEmptyValue(ScalarValue.UNDEFINED, field));
}
2014-11-06 17:30 GMT+08:00 Kapila Witharana <kap...@gm...>:
Hi,
In OpenFAST, how to set default value if particular value is not existing in the byte stream?
------------------------------------------------------------------------------
_______________________________________________
Openfast-user mailing list
Ope...@li...
https://lists.sourceforge.net/lists/listinfo/openfast-user
--
Kapila Witharana.
|
|
From: Kapila W. <kap...@gm...> - 2014-11-07 00:17:45
|
Thank you xuansheng.
I'm still not clear how to validate this?
This is how I read messages.
MulticastClientEndpoint endpoint = new MulticastClientEndpoint(port, ip);
Connection connection = endpoint.connect();
BufferedInputStream bufferedInputStream = new
BufferedInputStream(connection.getInputStream(),
4096000);
final MessageReader reader = new MessageReader(bufferedInputStream,
templateStore, 1);
new Thread() {
@Override
public void run() {
while (true) {
try {
Message message = reader.readMessage();
-----------
----
How can I check whether particular field is not available in the stream and
then apply your code?
On Thu, Nov 6, 2014 at 8:25 PM, xuansheng mo <mox...@gm...> wrote:
> sorry, miss a case:
>
> public void testCopyDecodeOptionalNotPrestUndef()
>
> {
>
> OperatorCodec copy = Operator.COPY.getCodec(Type.U32);
>
> Scalar field = new Scalar("", Type.U32, Operator.DEFAULT, new
> IntegerValue(4), true);
>
> //if field optional and previous is undefine, it's default value.
>
> assertEquals(new IntegerValue(4),copy.decodeEmptyValue(ScalarValue.
> UNDEFINED, field));
>
> }
>
> 2014-11-06 22:39 GMT+08:00 xuansheng mo <mox...@gm...>:
>
>> Do you mean if the value is not present in the stream?
>> From the specification, 6.3.5, there are three cases depending on the
>> state of the previous value.
>> The CopyOperatorCodec inherited method decodeEmptyValue
>> <http://www.openfast.org/apidocs/org/openfast/template/operator/OptionallyPresentOperatorCodec.html#decodeEmptyValue(org.openfast.ScalarValue,%20org.openfast.template.Scalar)>
>> (the value that should be used if no value is present in the fast
>> stream).
>> There are some test cases:
>>
>> public void testCopyDecodeOptionalNotPrest()
>>
>> {
>>
>> OperatorCodec copy = Operator.COPY.getCodec(Type.U32);
>>
>> Scalar field = new Scalar("", Type.U32, Operator.DEFAULT, new
>> IntegerValue(4), true);
>>
>> //if the field is optional and has default value
>>
>> assertEquals(new IntegerValue(2),copy.decodeEmptyValue(new
>> IntegerValue(2), field));
>>
>> }
>>
>> public void testCopyDecodeOptionalNotPrestNoInit()
>>
>> {
>>
>> OperatorCodec copy = Operator.COPY.getCodec(Type.U32);
>>
>> Scalar field = new Scalar("", Type.U32, Operator.DEFAULT, ScalarValue.
>> UNDEFINED, true);
>>
>> //if the field is optional but has no default value, the field value is
>> absent
>>
>> assertEquals(null, copy.decodeEmptyValue(ScalarValue.UNDEFINED, field));
>>
>> }
>>
>>
>>
>> 2014-11-06 17:30 GMT+08:00 Kapila Witharana <kap...@gm...>:
>>
>>> Hi,
>>>
>>> In OpenFAST, how to set default value if particular value is not
>>> existing in the byte stream?
>>>
>>>
>>> ------------------------------------------------------------------------------
>>>
>>> _______________________________________________
>>> Openfast-user mailing list
>>> Ope...@li...
>>> https://lists.sourceforge.net/lists/listinfo/openfast-user
>>>
>>>
>>
>
--
Kapila Witharana.
|
|
From: xuansheng mo <mox...@gm...> - 2014-11-06 14:55:13
|
sorry, miss a case:
public void testCopyDecodeOptionalNotPrestUndef()
{
OperatorCodec copy = Operator.COPY.getCodec(Type.U32);
Scalar field = new Scalar("", Type.U32, Operator.DEFAULT, new
IntegerValue(4), true);
//if field optional and previous is undefine, it's default value.
assertEquals(new IntegerValue(4),copy.decodeEmptyValue(ScalarValue.
UNDEFINED, field));
}
2014-11-06 22:39 GMT+08:00 xuansheng mo <mox...@gm...>:
> Do you mean if the value is not present in the stream?
> From the specification, 6.3.5, there are three cases depending on the
> state of the previous value.
> The CopyOperatorCodec inherited method decodeEmptyValue
> <http://www.openfast.org/apidocs/org/openfast/template/operator/OptionallyPresentOperatorCodec.html#decodeEmptyValue(org.openfast.ScalarValue,%20org.openfast.template.Scalar)>
> (the value that should be used if no value is present in the fast
> stream).
> There are some test cases:
>
> public void testCopyDecodeOptionalNotPrest()
>
> {
>
> OperatorCodec copy = Operator.COPY.getCodec(Type.U32);
>
> Scalar field = new Scalar("", Type.U32, Operator.DEFAULT, new
> IntegerValue(4), true);
>
> //if the field is optional and has default value
>
> assertEquals(new IntegerValue(2),copy.decodeEmptyValue(new
> IntegerValue(2), field));
>
> }
>
> public void testCopyDecodeOptionalNotPrestNoInit()
>
> {
>
> OperatorCodec copy = Operator.COPY.getCodec(Type.U32);
>
> Scalar field = new Scalar("", Type.U32, Operator.DEFAULT, ScalarValue.
> UNDEFINED, true);
>
> //if the field is optional but has no default value, the field value is
> absent
>
> assertEquals(null, copy.decodeEmptyValue(ScalarValue.UNDEFINED, field));
>
> }
>
>
>
> 2014-11-06 17:30 GMT+08:00 Kapila Witharana <kap...@gm...>:
>
>> Hi,
>>
>> In OpenFAST, how to set default value if particular value is not existing
>> in the byte stream?
>>
>>
>> ------------------------------------------------------------------------------
>>
>> _______________________________________________
>> Openfast-user mailing list
>> Ope...@li...
>> https://lists.sourceforge.net/lists/listinfo/openfast-user
>>
>>
>
|
|
From: xuansheng mo <mox...@gm...> - 2014-11-06 14:39:57
|
Do you mean if the value is not present in the stream? >From the specification, 6.3.5, there are three cases depending on the state of the previous value. The CopyOperatorCodec inherited method decodeEmptyValue <http://www.openfast.org/apidocs/org/openfast/template/operator/OptionallyPresentOperatorCodec.html#decodeEmptyValue(org.openfast.ScalarValue, org.openfast.template.Scalar)>(the value that should be used if no value is present in the fast stream). There are some test cases: public void testCopyDecodeOptionalNotPrest() { OperatorCodec copy = Operator.COPY.getCodec(Type.U32); Scalar field = new Scalar("", Type.U32, Operator.DEFAULT, new IntegerValue(4), true); //if the field is optional and has default value assertEquals(new IntegerValue(2),copy.decodeEmptyValue(new IntegerValue(2), field)); } public void testCopyDecodeOptionalNotPrestNoInit() { OperatorCodec copy = Operator.COPY.getCodec(Type.U32); Scalar field = new Scalar("", Type.U32, Operator.DEFAULT, ScalarValue. UNDEFINED, true); //if the field is optional but has no default value, the field value is absent assertEquals(null, copy.decodeEmptyValue(ScalarValue.UNDEFINED, field)); } 2014-11-06 17:30 GMT+08:00 Kapila Witharana <kap...@gm...>: > Hi, > > In OpenFAST, how to set default value if particular value is not existing > in the byte stream? > > > ------------------------------------------------------------------------------ > > _______________________________________________ > Openfast-user mailing list > Ope...@li... > https://lists.sourceforge.net/lists/listinfo/openfast-user > > |
|
From: Kapila W. <kap...@gm...> - 2014-11-06 09:30:53
|
Hi, In OpenFAST, how to set default value if particular value is not existing in the byte stream? |
|
From: Rebecca A. <rah...@gm...> - 2014-09-19 14:51:28
|
Hi Glyn,
> If you want to code your own FAST encoders and decoders, that’s a
different story!
Thanks for the help, but that's exactly what I need to do here. I must
implement my own FAST implementation (decoders). Any idea how can I get the
FAST spec? I have one from 2006 which looks outdated. For example, how to
parse a decimal with two operators, one for exponent and one for mantissa?
<decimal name="IndexPct" id="6919" presence="optional">
<exponent><copy value="-2"/></exponent>
<mantissa><delta/></mantissa>
</decimal>
The spec I have is not very clear about that.
-Becky
On Fri, Sep 19, 2014 at 10:18 AM, Walters, Glyn <
Gly...@ll...> wrote:
> Perhaps you don’t really need it? The FAST protocol goes into the details
> of what’s expected in the encoding and decoding process. But if you simply
> want to use OPENFAST, their documentation is enough for you to know how to
> use their API. The rest is down to the documentation of the venue you’re
> getting the market data from, to know how they deliver the template, the
> resulting message contents and the transport protocol of the endpoints.
> OPENFAST will take care of the FAST protocol layer.
>
>
>
> If you want to code your own FAST encoders and decoders, that’s a
> different story!
>
>
>
> *Glyn* *Walters*
>
> *LLOYDS BANK COMMERCIAL BANKING*
> ------------------------------
>
> * | E: *Gly...@ll...
>
> *From:* Rebecca Ahlvarsson [mailto:rah...@gm...]
> *Sent:* 19 September 2014 15:07
> *To:* ope...@li...
> *Subject:* [Openfast-user] How can I download the FAST spec without
> paying big bucks?
>
>
>
> Hi,
>
>
>
> I have a question regarding the FAST protocol used for your market data.
> Where can I get the latest FAST spec? I tried the link below but it
> requires a $20,000 membership sign up and download the spec, not even
> kidding.
>
>
>
> http://www.fixtradingcommunity.org/pg/structure/tech-specs/fast-protocol
>
>
>
> I must be looking in the wrong place. Any help?
>
>
>
> -Becky
>
>
>
> Lloyds Banking Group plc. Registered Office: The Mound, Edinburgh EH1 1YZ.
> Registered in Scotland no. SC95000. Telephone: 0131 225 4555. Lloyds Bank
> plc. Registered Office: 25 Gresham Street, London EC2V 7HN. Registered in
> England and Wales no. 2065. Telephone 0207626 1500. Bank of Scotland plc.
> Registered Office: The Mound, Edinburgh EH1 1YZ. Registered in Scotland no.
> SC327000. Telephone: 08457 21 31 41. Cheltenham & Gloucester plc.
> Registered Office: Barnett Way, Gloucester GL4 3RL. Registered in England
> and Wales 2299428. Telephone: 0845 603 1637
>
> Lloyds Bank plc, Bank of Scotland plc are authorised by the Prudential
> Regulation Authority and regulated by the Financial Conduct Authority and
> Prudential Regulation Authority.
>
> Cheltenham & Gloucester plc is authorised and regulated by the Financial
> Conduct Authority.
>
> Halifax is a division of Bank of Scotland plc. Cheltenham & Gloucester
> Savings is a division of Lloyds Bank plc.
>
> HBOS plc. Registered Office: The Mound, Edinburgh EH1 1YZ. Registered in
> Scotland no. SC218813.
>
> This e-mail (including any attachments) is private and confidential and
> may contain privileged material. If you have received this e-mail in error,
> please notify the sender and delete it (including any attachments)
> immediately. You must not copy, distribute, disclose or use any of the
> information in it or any attachments. Telephone calls may be monitored or
> recorded.
>
--
-Becky
|
|
From: Walters, G. <Gly...@ll...> - 2014-09-19 14:39:11
|
Perhaps you don’t really need it? The FAST protocol goes into the details of what’s expected in the encoding and decoding process. But if you simply want to use OPENFAST, their documentation is enough for you to know how to use their API. The rest is down to the documentation of the venue you’re getting the market data from, to know how they deliver the template, the resulting message contents and the transport protocol of the endpoints. OPENFAST will take care of the FAST protocol layer.
If you want to code your own FAST encoders and decoders, that’s a different story!
Glyn Walters
LLOYDS BANK COMMERCIAL BANKING
________________________________
| E: Gly...@ll...
From: Rebecca Ahlvarsson [mailto:rah...@gm...]
Sent: 19 September 2014 15:07
To: ope...@li...
Subject: [Openfast-user] How can I download the FAST spec without paying big bucks?
Hi,
I have a question regarding the FAST protocol used for your market data. Where can I get the latest FAST spec? I tried the link below but it requires a $20,000 membership sign up and download the spec, not even kidding.
http://www.fixtradingcommunity.org/pg/structure/tech-specs/fast-protocol
I must be looking in the wrong place. Any help?
-Becky
Lloyds Banking Group plc. Registered Office: The Mound, Edinburgh EH1 1YZ. Registered in Scotland no. SC95000. Telephone: 0131 225 4555. Lloyds Bank plc. Registered Office: 25 Gresham Street, London EC2V 7HN. Registered in England and Wales no. 2065. Telephone 0207626 1500. Bank of Scotland plc. Registered Office: The Mound, Edinburgh EH1 1YZ. Registered in Scotland no. SC327000. Telephone: 08457 21 31 41. Cheltenham & Gloucester plc. Registered Office: Barnett Way, Gloucester GL4 3RL. Registered in England and Wales 2299428. Telephone: 0845 603 1637
Lloyds Bank plc, Bank of Scotland plc are authorised by the Prudential Regulation Authority and regulated by the Financial Conduct Authority and Prudential Regulation Authority.
Cheltenham & Gloucester plc is authorised and regulated by the Financial Conduct Authority.
Halifax is a division of Bank of Scotland plc. Cheltenham & Gloucester Savings is a division of Lloyds Bank plc.
HBOS plc. Registered Office: The Mound, Edinburgh EH1 1YZ. Registered in Scotland no. SC218813.
This e-mail (including any attachments) is private and confidential and may contain privileged material. If you have received this e-mail in error, please notify the sender and delete it (including any attachments) immediately. You must not copy, distribute, disclose or use any of the information in it or any attachments. Telephone calls may be monitored or recorded.
|
|
From: Rebecca A. <rah...@gm...> - 2014-09-19 14:06:59
|
Hi, I have a question regarding the FAST protocol used for your market data. Where can I get the latest FAST spec? I tried the link below but it requires a $20,000 membership sign up and download the spec, not even kidding. http://www.fixtradingcommunity.org/pg/structure/tech-specs/fast-protocol I must be looking in the wrong place. Any help? -Becky |
|
From: Sanath P. <ahe...@gm...> - 2014-04-29 05:48:39
|
Hi, I am beginner to OpenFast & I want to use this for extracting stock data & store into database for later processing. I have connection to stock multicast server. I have no clue where should I start from the . Pls help me to achive my task. Unable to find API/Installation docs in the openFast site. Br, Sanath |
|
From: Madhavi, G. <Gim...@so...> - 2013-10-17 14:40:18
|
Hi, I just want to understand if any kind of encryyion is implemented in 'openfast4j'? This is bit urgent. Thanks, Madhavi |
|
From: Jacob N. <ja...@la...> - 2013-09-03 13:50:47
|
Thanks for following up with an update. Glad to hear it worked. Jake On Sep 3, 2013 3:03 AM, "Christian Plaetzinger" < chr...@ma...> wrote: > Hi Jake, > > since I was busy with some other projects it took quite a long time to > continue with this issue. Your hint was very helpful and it works now. > Thank you :). > > Cheers, > Christian > > Christian Plätzinger > Development & Support > Direct: +49 241 557080-20 > Mailto:Chr...@ma... <Chr...@ma...> > > > > http://www.macd.com > ------------------------------ > ------------------------------ > MACD GmbH > Oppenhoffallee 103 > D-52066 Aachen > Tel: +49 241 557080-0 | Fax: +49 241 557080-10 > Amtsgericht Aachen: HRB 8151 > Ust.-Id: DE 813021663 > > Geschäftsführer: George Macdonald > ------------------------------ > ------------------------------ > take care of the environment - print only if necessary > > ------------------------------ > *From: *"Jacob Northey" <ja...@la...> > *To: *"Christian Plaetzinger" <chr...@ma...> > *Cc: *"openfast-user" <ope...@li...> > *Sent: *Tuesday, June 18, 2013 3:44:15 PM > *Subject: *Re: [Openfast-user] How to handle FAST reset > > Hi Christian, > > There are a couple options here. The way SCP is implemented in OpenFAST, > there is a MessageHandler that handles incoming reset templates (see > http://openfast.svn.sourceforge.net/viewvc/openfast/tags/openfast-1.1.2/src/main/java/org/openfast/session/SessionControlProtocol_1_1.java?revision=303&view=markup Line > 239). > > You can add a MessageHandler to the MessageInputStream to handle reset > messages specifically. > > Jake > > > On Tue, Jun 18, 2013 at 2:58 AM, Christian Plaetzinger < > chr...@ma...> wrote: > >> Hi all, >> >> we are currently implementing a FAST connection to an exchange. Each >> received UDP packet has the following structure: >> >> - The UDP datagram starts with the packet header message (which is >> FAST encoded, but not part of the template) >> - Followed by a FAST reset message. >> - Followed by the actual message (Message1). >> - Possibly followed by one or more messages. >> >> After receiving the UDP packet I use OpenFAST MessageInputStream class to >> decode the received bytes into FAST messages. This works well except for >> the FAST reset message because there is not entry for template id 120 in >> the provided FAST templates. As I understood so far the FAST reset >> message is part of the FAST SCP and template id 120 is reserved for that >> kind of message. Is OpenFAST able to deal with this kind of message? Any >> hint which OpenFAST classes are responsible? >> >> Many thanks, >> Christian >> >> >> Christian Plätzinger >> Development & Support >> Direct: +49 241 557080-20 >> Mailto:Chr...@ma... <Chr...@ma...> >> >> >> >> http://www.macd.com >> ------------------------------ >> ------------------------------ >> Macdonald Associates GmbH >> Oppenhoffallee 103 >> D-52066 Aachen >> Tel: +49 241 557080-0 | Fax: +49 241 557080-10 >> Amtsgericht Aachen: HRB 8151 >> Ust.-Id: DE 813021663 >> >> Geschäftsführer: George Macdonald >> ------------------------------ >> ------------------------------ >> take care of the environment - print only if necessary >> >> >> ------------------------------------------------------------------------------ >> This SF.net email is sponsored by Windows: >> >> Build for Windows Store. >> >> http://p.sf.net/sfu/windows-dev2dev >> _______________________________________________ >> Openfast-user mailing list >> Ope...@li... >> https://lists.sourceforge.net/lists/listinfo/openfast-user >> >> > > |
|
From: Christian P. <chr...@ma...> - 2013-09-03 07:03:25
|
Hi Jake, since I was busy with some other projects it took quite a long time to continue with this issue. Your hint was very helpful and it works now. Thank you :). Cheers, Christian Christian Plätzinger Development & Support Direct: +49 241 557080-20 Mailto:Chr...@ma... http://www.macd.com MACD GmbH Oppenhoffallee 103 D-52066 Aachen Tel: +49 241 557080-0 | Fax: +49 241 557080-10 Amtsgericht Aachen: HRB 8151 Ust.-Id: DE 813021663 Geschäftsführer: George Macdonald take care of the environment - print only if necessary ----- Original Message ----- From: "Jacob Northey" <ja...@la...> To: "Christian Plaetzinger" <chr...@ma...> Cc: "openfast-user" <ope...@li...> Sent: Tuesday, June 18, 2013 3:44:15 PM Subject: Re: [Openfast-user] How to handle FAST reset Hi Christian, There are a couple options here. The way SCP is implemented in OpenFAST, there is a MessageHandler that handles incoming reset templates (see http://openfast.svn.sourceforge.net/viewvc/openfast/tags/openfast-1.1.2/src/main/java/org/openfast/session/SessionControlProtocol_1_1.java?revision=303&view=markup Line 239). You can add a MessageHandler to the MessageInputStream to handle reset messages specifically. Jake On Tue, Jun 18, 2013 at 2:58 AM, Christian Plaetzinger < chr...@ma... > wrote: Hi all, we are currently implementing a FAST connection to an exchange. Each received UDP packet has the following structure: * The UDP datagram starts with the packet header message (which is FAST encoded, but not part of the template) * Followed by a FAST reset message. * Followed by the actual message (Message1). * Possibly followed by one or more messages. After receiving the UDP packet I use OpenFAST MessageInputStream class to decode the received bytes into FAST messages. This works well except for the FAST reset message because there is not entry for template id 120 in the provided FAST templates. As I understood so far the FAST reset message is part of the FAST SCP and template id 120 is reserved for that kind of message. Is OpenFAST able to deal with this kind of message? Any hint which OpenFAST classes are responsible? Many thanks, Christian Christian Plätzinger Development & Support Direct: +49 241 557080-20 Mailto:Chr...@ma... http://www.macd.com Macdonald Associates GmbH Oppenhoffallee 103 D-52066 Aachen Tel: +49 241 557080-0 | Fax: +49 241 557080-10 Amtsgericht Aachen: HRB 8151 Ust.-Id: DE 813021663 Geschäftsführer: George Macdonald take care of the environment - print only if necessary ------------------------------------------------------------------------------ This SF.net email is sponsored by Windows: Build for Windows Store. http://p.sf.net/sfu/windows-dev2dev _______________________________________________ Openfast-user mailing list Ope...@li... https://lists.sourceforge.net/lists/listinfo/openfast-user |
|
From: Dmitry V. <dmi...@gm...> - 2013-06-24 15:12:13
|
Hi, Using Decoder I get "java.lang.IllegalStateException: Field with operator increment must send a value if no previous value existed". Template definition: <!-- Heartbeat --> <template name="0" id="2008" xmlns=" http://www.fixprotocol.org/ns/fast/td/1.1"> <string name="MessageType" id="35"><constant value="0" /></string> <string name="BeginString" id="8"><constant value="FIXT.1.1"/></string> <string name="SenderCompID" id="49"><constant value="MOEX"/></string> <uInt32 name="MsgSeqNum" id="34"><increment/></uInt32> <uInt64 name="SendingTime" id="52"><copy/></uInt64> </template> FAST stream: 48000000F00FD8C8236116224D6536CE 55000000F00FD8D5236116100F4B17E1 56000000F00FD8D6236116100F4B1FC9 57000000F00FD8D7236116100F4B27B1 58000000F00FD8D8236116100F4B2F9A 59000000F00FD8D9236116100F4B3782 5A000000F00FD8DA236116100F4B3EEA 010000007D9019E681236116100F4B41 Field causing exception - MsgSeqNum. runtime arguments : -d <fast stream file> -t <template file> Manually decoding the message I see that each message is preceded by the 4 byte SeqNum which actually coincides with the MsgSeqNum (next byte after the template id) so I pressume the stream is correct. I suspect that I use parameters incorrectly. What I'm doing wrong here? THanks. -- *Regards,* *Dmitry* |
|
From: Jacob N. <ja...@la...> - 2013-06-18 14:14:18
|
Hi Christian, There are a couple options here. The way SCP is implemented in OpenFAST, there is a MessageHandler that handles incoming reset templates (see http://openfast.svn.sourceforge.net/viewvc/openfast/tags/openfast-1.1.2/src/main/java/org/openfast/session/SessionControlProtocol_1_1.java?revision=303&view=markup Line 239). You can add a MessageHandler to the MessageInputStream to handle reset messages specifically. Jake On Tue, Jun 18, 2013 at 2:58 AM, Christian Plaetzinger < chr...@ma...> wrote: > Hi all, > > we are currently implementing a FAST connection to an exchange. Each > received UDP packet has the following structure: > > - The UDP datagram starts with the packet header message (which is > FAST encoded, but not part of the template) > - Followed by a FAST reset message. > - Followed by the actual message (Message1). > - Possibly followed by one or more messages. > > After receiving the UDP packet I use OpenFAST MessageInputStream class to > decode the received bytes into FAST messages. This works well except for > the FAST reset message because there is not entry for template id 120 in > the provided FAST templates. As I understood so far the FAST reset > message is part of the FAST SCP and template id 120 is reserved for that > kind of message. Is OpenFAST able to deal with this kind of message? Any > hint which OpenFAST classes are responsible? > > Many thanks, > Christian > > > Christian Plätzinger > Development & Support > Direct: +49 241 557080-20 > Mailto:Chr...@ma... <Chr...@ma...> > > > > http://www.macd.com > ------------------------------ > ------------------------------ > Macdonald Associates GmbH > Oppenhoffallee 103 > D-52066 Aachen > Tel: +49 241 557080-0 | Fax: +49 241 557080-10 > Amtsgericht Aachen: HRB 8151 > Ust.-Id: DE 813021663 > > Geschäftsführer: George Macdonald > ------------------------------ > ------------------------------ > take care of the environment - print only if necessary > > > ------------------------------------------------------------------------------ > This SF.net email is sponsored by Windows: > > Build for Windows Store. > > http://p.sf.net/sfu/windows-dev2dev > _______________________________________________ > Openfast-user mailing list > Ope...@li... > https://lists.sourceforge.net/lists/listinfo/openfast-user > > |
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