FAST Templates

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 come with all fields defined for those message types in the FIX 4.4 specs, including the standard header and trailer. Only a few operators are specified in the templates; you can use additional operators as warranted.
Warning!  Removing or adding new fields to the templates is likely to disable the RAP message handler plug-in.

The FAST templates and related schema files are installed in the folder $RAP/FASTFeedHandler/fasttemplates.

FAST template installed files
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.

Related concepts
Message Handler Plug-ins
Related tasks
Writing a Message Handler Plug-in for the FAST Feed Handler
Writing a Message Handler Plug-in Initialize Function
Writing a Message Handler Plug-in Process Function
Writing a Message Handler Plug-in Finalize Function
Implementing the Shutdown Callback Method
Related reference
Arguments of the Message Handler Plug-in Initialize Function
Arguments of the Message Handler Process Function
Arguments of the Message Handler Finalize Function
C API Definitions of Function Signatures for Building a Message Handler
C API Definition of ffh_fast_message and its Related Structures