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  1. OpenFAST
  2. FAST-49

Fields without operator write to global dictionary

    Details

    • Type: Bug
    • Status: Open
    • Priority: Default
    • Resolution: Unresolved
    • Affects Version/s: 1.1.2
    • Fix Version/s: None
    • Component/s: Operators
    • Environment:
      RHEL 5.10, JDK 1.6.0_30, 64 BIT

      Description

      I can be argued whether this is a bug or feature request, since the FAST specification is not 100% clear on this issue***. However, because the other Opensource implementation Quickfast is handing this as suggested, I decided to file this as a bug.

      The Eurex T7 EMDI feed defines e.g the field TransactTime with different/without operators:

      template TransactTime-Operator

      ProductStateChange none
      MassInstrumentStateChange delta
      InstrumentStateChange delta
      ComplexInstrumentUpdate none
      QuoteRequest copy
      CrossRequest none
      InstrumentSnapshot delta
      InstrumentIncremental delta
      MarketDataReport delta

      Now, in case you have a message order where (a) the field without operator precedes (b) a field with operator before the next reset, the decoded value for the operator field is wrong (contains now value a+b, whereas only b would be correct)

      Suggested change: fields without operator should not write into a dictionary, or in other words: only operators should update the dictionary.

            • FAST 1.1 Specification, chapter 6.3.1: "Some operators rely on a previous value. Previous values are maintained in named dictionaries." --> this can be interpreted in a way that only operators maintain a dictionary.

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            • Assignee:
              jacob_northey Jacob Northey
              Reporter:
              felix krull Felix Krull
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              Dates

              • Created:
                Updated: