Re: [Quickfix-developers] Subscribe/Publish logic

[Matt C. <MJC...@ms...>]

Caleb Epstein wrote:
> 
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> On 1/5/07, mjc2k <MJC...@ms...> wrote:
> 
>> Does quickfix handle Subscribe/Publish logic or is this required by the
>> developer.
> 
> You'd need to handle this yourself.  QuickFIX gives you a FIX engine
> you can use to send/receive messages (with associated persistence,
> recovery, etc), but any logic you want on top of these messages will
> need to be written by you.  This would include like maintaining an
> order book, this "subscription" list you refer to, etc.
> 
>> I want to be able to pubish realtime prices from our Feed to the clients
>> that subscribe. Not sure if I need my own message types or if one is
>> already
>> supplied.
> 
> FIX4.2 and later include Market Data messages, but if performance is a
> concern FIX might not be a very good choice for distributing market
> data.
> 
> -- 
> Caleb Epstein
> 
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> 


Thank you Carl. I'm starting to see some light. One thing I cam across was
the FAST Protocol. I read the spec and scanned several other docs.  It
appears that Fast would resolve any possible latency issues when sending
large amounts of messages.  

The example provided contains several messages totaling 354 bytes. Typical
compression is 2:1, where as using the encoding method was only 67 bytes 5:1
ratio. 

Does QuickFix offer the Fast Encoding/Decoding methods or is there any
immediatae plans to implement it? 

Regards
Matt Carlucci



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