The table in this example shows the step-by-step conversion for each field of the FAST message into the FIX format.
The following steps describe the actions taken to obtain the data shown in the Message Decoding Process table.
Step 1. Decoding begins with the identification of the Pmap bit for each field.
Step 2. The encoded FAST 7-bit binary values are obtained as shown in the “Encoded FAST 7-Bit Binary Value” column.
Step 3. The encoded FAST 7-bit binary values from step 2 are deserialized based on the data type specified in the template.
Step 4. The decoder maintains the state of prior values for each field throughout decoding and applies them for fields having operators of Delta, Copy, or Increment.
Step 5. Obtain fully decoded values.
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Message Decoding Process Table | |||||||||
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Step 1 |
Step 2 |
Step 3 |
Step 4 |
Step 5 | |
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# |
Field Name |
Presence* |
Data Type/Field Operator |
Pmap Bit |
Encoded FAST Hex/Binary Value |
Deserialized Encoded Value |
Prior Value |
Initial Value |
Decoded Value |
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BIT STREAM = 11000000 10011110 100000011 | |||||||||
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1 |
Template ID |
M |
uint32/copy |
1 |
0x9e – 10011110 |
30 |
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TID = 30 |
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2 |
MsgType |
M |
string/constant |
No bit |
None |
None |
|
X |
35=X |
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3 |
NoMDEnt |
M |
uint32/no operator |
No bit |
0x83 - 10000011 |
3 |
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268=3 |
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Repeating Group 1 - Trade | |||||||||
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BIT STREAM = 10101100 10000010 00111001 01100000 11001010 10000101 10000000 00110000 01101010 11111011 10000000 | |||||||||
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4 |
UpdateAction |
M |
uint32/copy |
0 |
None |
None |
|
0 |
279=0 |
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5 |
EntryType |
M |
uint/copy |
1 |
0x82 - 10000010 |
2 |
|
0 |
269=2 |
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6 |
EntryPrice |
M |
Exp: int32/copy Mant: int64/delta |
Exp – 0 Mant – No bit |
Exp: None Mant: 0x39 0x60 0xca – 0111001 01100000 11001010 |
Exp = None Mantissa = 946250 |
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-2 |
270=9462.50 |
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7 |
EntrySize |
M |
int32/delta |
No bit |
0x85 - 10000101 |
5 |
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271=5 |
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8 |
PriceLevel |
O |
uint32/increment |
1 |
0x80 – 10000000 |
NULL |
|
1 |
1023=No Value |
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9 |
SecurityID |
M |
uint32/copy |
1 |
0x30 0x6a 0xfb -00110000 01101010 11111011 |
800123 |
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48=800123 |
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Repeating Group 2 – New Bid 1 | |||||||||
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BIT STREAM = 10101000 10000000 11001110 00000001 10101010 10000010 10010000 | |||||||||
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11 |
UpdateAction |
M |
uint32/copy |
0 |
None |
None |
0 |
|
279=0 |
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12 |
EntryType |
M |
uint/copy |
1 |
0x80 - 10000000 |
0 |
2 |
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269=0 |
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13 |
EntryPrice |
M |
Exp: int32/copy Mant: int64/delta |
0 No bit |
Exp: None Mant: 0xce - 11001110 |
Exp = None Mantissa = -50 |
-2946250 |
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270=9462.00 |
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14 |
EntrySize |
M |
int32/delta |
No bit |
0x01 0xaa –00000001 10101010 |
170 |
5 |
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271=175 |
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15 |
PriceLevel |
O |
uint32/increment |
1 |
0x02 – 10000010 |
2* |
NULL |
|
1023=1 |
|
16 |
SecurityID |
M |
uint32/copy |
0 |
None |
None |
800123 |
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48=800123 |
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Repeating Group 3 – New Bid 2 | |||||||||
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BIT STREAM = 10000000 11001110 11010110 11111101 | |||||||||
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18 |
UpdateAction |
M |
uint32/copy |
0 |
None |
None |
0 |
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279=0 |
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19 |
EntryType |
M |
uint/copy |
0 |
None |
None |
0 |
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269=0 |
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20 |
EntryPrice |
M |
Exp: int32/copy Mant: int64/delta |
0 No bit |
Exp: None Mant: 0xce-11001110 |
Exp: None Mantissa=-50 |
-2946200 |
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270=9461.50 |
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21 |
EntrySize |
M |
int32/delta |
No bit |
0xd6 – 11010110 |
-42 |
175 |
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271=133 |
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22 |
PriceLevel |
O |
uint32/increment |
0 |
None |
1 |
1 |
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1023=2 |
|
23 |
SecurityID |
M |
uint32/copy |
0 |
None |
None |
800123 |
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48=800123 |
*M=mandatory O=optional
**Subtract 1 from non-negative optional integer fields
***For delta fields, if a null is received, the prior value in the dictionary is not changed. In this case, the initial value was not specified in the template, so the initial value is set to ‘0’. The first encoded field received has a value of null, so the prior value is ‘0’ when decoding the second instance of this field.
Result – Decoded Values
35=x|268=3 (message header)
279=0|269=2|270=9462.50|271=5|48=8001234 (trade)
279=0|269=0|270=9462.00|271=175|1023=1|48=8001234(new bid 1)
279=0|269=0|270=9461.50|271=133|1023=2|48=8001234(new bid 2)