| Reply To Message: |
| Posted By |
n/a on 6/30/2008 3:24:00 PM |
| Subject: |
RE: Compacted Arca - Out of Sync Template definition |
| Message: |
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
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