FAST feed handler comes with a FAST template library for four FIX 4.4 market data messages: Advertisement, Quote, MassQuote, and SecurityStatus.
The FAST templates and related schema files are installed in the folder $RAP/FASTFeedHandler/fasttemplates.
File | Description |
---|---|
FIX44FASTLibrary.xml | FAST templates for select FIX 4.4 messages. Warning! Changes to FIX44FASTLibrary.xml might break the FIX message handler plug-in (ffhfixmsghandler.so) which processes the decoded FAST messages described in those templates.
|
scp-1.1-level-1.xml | FAST template for the SCP 1.1 Reset message. |
FASTSchema.xsd | XSD schema, used to validate FAST templates. Your FAST templates must adhere to this schema as it is used while parsing the templates XML file. |
scpschema.xsd | SCP 1.1 "reset" attribute that is included by the FASTSchema.xsd. Your FAST templates can include the SCP 1.1 "reset" attribute. A FAST template for the SCP 1.1 Reset message is also provided in /fasttemplates/scp-1.1-level-1.xml. The FAST specifications require each UDP packet to start with a Reset message or with any other templates that have the reset property enabled. None of the FAST templates for FIX messages included with the FAST feed handler have the reset property enabled. |