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Compacted Arca - Out of Sync Template definition

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[quote]Posted By n/a  on  06/30/2008 3:24 PM

Here are the details of mismatch found during our multicast Arca testing of compacted data during decoding.
 
For Imbalance message 
Here is the sequence in which the data appears in the buffer as against its position in the Presence Bit map.

Relative                                                 Presence
Position In                                             Map
Buffer                Field                             Bit

0                      Msg Type                      0
1                      Stock index                   1
2                      Sequence #                  2
3                      Source Time                 3
4                      Volume                         5
5                      Total Imbalance             4
6                      Market Imbalance          13
7                      Price                             6
8                      Scale                            7
9                      Auction Type                8
10                     EXCH ID                       9
11                     Security Type              10
12                     Session ID                    12
13                     Auction Time                 11

This is not as per fast standards. According to FAST, FIELD n must appear in the stream before field n+1. As you can see the position of Volume appears before Total Imbalance in the buffer, Market Imbalance appears before Price and Session Id appears before Auction Time.

Same issue is seen in the encoding of Delete message where the Session ID appears before Firm ID in the buffer.

Relative                                                 Presence
Position In                                             Map
Buffer                Field                             Bit

0                      Msg Type                      0
1                      Stock index                   1
2                      Sequence #                  2
3                      Source Time                 3
4                      Order ID                        4
5                      Buy/Sell Side                8
6                      EXCH ID                        9
7                     Security Type               10
8                     Session ID                    12                     
9                     Firm ID                           11

Thanks,
Abhay

[/quote]

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