I need to implement a FAST engine from scratch without using any open source or commercial FAST implementations. The FAST spec does not help much so I am not sure from where to start. Have anyone done the same and would be able to point me in the right direction in order to successfully tackle this project?

I already have a FIX engine ready. Is FAST really just a compression scheme on top of regular fix messages?



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I wouldn't go that way at all. There are very good commercial libraries that are well tested. Personally I don't justify the effort and cost that will take you to do it from scratch. More over, think on the maintenance of that code, testing, etc.

And as final note, everybody is moving towards fpga... So that libraries will be worthless on that.

That's my personal preference. Hope helps


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