Re: [Quickfix-developers] FAST FIX
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From: Caleb E. <cal...@gm...> - 2007-07-23 20:02:39
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On 7/23/07, Shawn Yarbrough <sya...@ge...> wrote: > I'm searching for information about QuickFIX and the new FAST/FIX protocol, > but I wasn't able to find anything on the quickfixengine.org website. Can > you tell me anything about this? I don't think any work has been done to add FAST encoding into QuickFIX. I believe FAST is still a 'proof of concept' and is generally being used for very high volume, session-less traffic like market data feeds. Are any ECNs using it for order entry? Has anyone gone through the exercise of mapping (say) the FIX4.4 message specifications to FAST message templates? Frankly, if there is no real "session" involved and you're just consuming market data, I don't know that QuickFIX would be a particularly good choice of APIs even if it did have FAST support. You're probably better off with (say) the proof-of-concept FAST C library available from fixprotocol.org/fast. -- Caleb Epstein |