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Goals
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The FAST Protocol is a specification for compressing message-oriented data streams. Originally designed as a streaming version of the Financial
Information Exchange (FIX) protocol for market data, it has applications in non-FIX applications and outside of financial services because of its
ability to customize its compression for a specific domain without writing custom code.
QuickFAST is an open source C++ implementation of the FAST specification, enabling financial applications to compress and decompress FAST streaming data. This class provides C++ developers with an introduction to the FAST protocol and with hands-on development experience encoding and decoding data with QuickFAST.
There are several goals for this class:- To provide a general introduction of the FAST protocol, suitable for developers, business analysts, and managers
- To provide an in-depth understanding of the encoding and decoding operators and templates used by the FAST protocol
- To enable C++ developers to efficiently decode a FAST message into a format suitable for internal application usage
- To enable C++ developers to efficiently encode a message using FAST compression prior to data transmission
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Audience
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Software architects and designers, application developers, and systems
integrators. Those evaluating FAST and its open source implementation,
QuickFAST, to obtain a more complete (hands-on) understanding of the range
of features available and how to use them correctly will benefit from this
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Duration
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3 days |
Prerequisites
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Intermediate to advanced C++ programming ability. A general understanding
of programming concepts, including network programming. No prior
understanding of FIX or FAST is required. |
Contents
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Overview of the FAST Protocol- FAST Field Instructions for encoding and decoding message fields
- FAST Field Operators for domain-specific compression of a message
field
- Defining FAST Templates to express the compression protocol between sender and receiver
- FAST Encoding/Decoding of messages sent across the wire
- FAST Strategies for template definition and effective compression
- The FAST Session Control Protocol for managing a FAST session over a
network connection
QuickFAST/C++- Description of the QuickFAST C++ API
- Decoding a QuickFAST message with a synchronous decoder
- Processing a decoded message efficiently with a consumer or a builder
- Multithreading and data source configuration in a decoding application
- Encoding a message with the QuickFAST encoder
- Using QuickFAST with Boost.Asio for point-to-point and UDP multicast communication
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Format
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Lecture and programming exercises |
Schedule
There are no open enrollment classes currently scheduled.
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