FIX Adapted for STreamingSM FAST was created to improve
the latency of the delivery of FIX messages using data compression.
Many exchanges in the world adapted the use of FAST for market data
distribution. The current version of FAST protocol is
1.1, the proposed version with enhancements is FAST 1.2.
FAST Antenna Codec is specifically designed to deliver high
performance. It has been benchmarked to decode more than 100,000
FIX messages per second and to encode more than 100,000 FIX
messages per second, 900,000 entries per second and 10,000,000
fields per second on average. This level of performance makes it an
ideal solution for exchanges and sophisticated trading algos
consuming market data. FAST Antenna Codec is currently used in some
of the most demanding environments in the world.
This solution is pre-configured for and certified
with multiple exchanges. Our products come with a 24x7 support
provided worldwide and availability of "on-demand" software escrow. Learn also about our connectivity
solutions that embed FAST Antenna Codec: FIX Antenna
libraries.
Features
| Feature |
Description |
| High throughput / low
latency |
Decodes:
- 100,000 messages per second
- 900,000 entries per second
- 10,000,000 fields per second
Encodes:
- 60,000 messages per second
- 120,000 entries per second
- 2,000,000 fields per second
Detailed information can be found here.
|
| Supports standard
FAST |
- 100%
FAST 1.1 compliance:
- Support standard FAST 1.1 elements:
- Templates
- Field instructions
- Field operators (constant, default, copy, increment, delta,
tail)
- Type conversion
- Transfer encoding and decoding
- Presence map
|
| Supports industry
FAST |
|
| FIX protocol
support |
- Built-in support of decoding FAST binary stream to FIX
messages
- Built-in support of encoding FIX messages to FAST binary
stream
|
Architecture
FAST Antenna Codec is designed as an isolated component that can
be embedded into any application as a library.
FAST Antenna Codec is designed as an ultra-high performance
library. Minimizing memory allocation and copy, it provides a
resizable, reusable buffer for public interfaces to work with.
FAST Antenna Codec consists of coder and decoder components that
are fully independent. There is no need to create a coder for
applications that only require decoding and vice versa.
FAST Antenna Codec is a single-threaded component. It does not
create any independent internal threads and works in the thread of
the parent application. However, the FAST Antenna Codec is NOT
thread-safe because of the stateful nature of FAST protocol. The following
approach is recommended when working with FAST Antenna Codec
(applicable for both the coder and decoder):
- Use one instance on coder (decode) in one thread
- When using an instance of coder (decoder) across multiple
threads synchronize access
- There is no need to synchronize work with multiple instances of
coder (decoder)
APIs
FAST Antenna Codec is a library written in ANSI C++. It is a
full implementation of FAST protocol. It provides
APIs the following functions to encode into and decode from the
FAST stream:
- Create multiple instances of Coders and Decoders
- Encode message to a FAST stream
- Check if message can be encoded with given template (used for
testing purposes)
- Decode message from a FAST stream
- Reset dictionary
Supported Compilers
FAST Antenna Codec is tested on a wide variety of compilers and
platforms. The binary package is available right away for the
platforms listed below: