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

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:

Operating System Compiler 64-bit
Windows

MS Visual C++ 2015

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MS Visual C++ 2017

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Linux RHEL 7 C++ 11 ABI check icon
Linux Ubuntu 16.04 C++ 11 ABI check icon

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