Posted: Sep 23, 2022 @ 10:25 PM             Msg. 1 of 3

The template for FAST Logon has a field 'uInt64 name="SendingTime" id="52"'

Can give an example of how I should be encoding "2022-09-24T02:05:21-0000"?

Thank you.

Posted: Sep 25, 2022 @ 11:24 PM             Msg. 2 of 3

I enabled packet sniffing and sent this foxscript

LOADTICKS ES 202212 FROM [20220921-22:00:00] TO [20220922-21:00:00]
: MarketDataRequest -> {59, V, ES202212_2_2, 0, 1, 1, 2, 20220921220000, 20220922210000, [ [MDEntries -> {0, }] [MDEntries -> {1, }] [MDEntries -> {2, }] ], [ [Instruments -> {ES, 202212, , , FXXXXS, }] ], }

However, these are the actual values sent down the wire:

20220921220001 (instead of 20220921220000)
20220922210001 (instead of 20220922220000)

202213 (instead of 202212)

This is the actual byte sequence
F8 BB 45 53 32 30 32 32 31 32 5F 32 5F B2 80 81 81 83 04 4C 40 66 4E 17 A1 04 4C 40 67 0A 4D D1 83 C0 B0 C0 B1 80 81 45 D3 0C 2B E5 80 80 46 58 58 58 58 D3

Since 202212 is even number, hex must also be even, however it is 0C 2B E5, I was expecting it to be 0C 2B E4
Likewise for the dates, ending with A1 and D1 respectively...

Anyone can explain what's going on???
Edited by TLau471 on Sep 25, 2022 11:39 PM

Posted: Sep 26, 2022 @ 12:17 PM             Msg. 3 of 3

Hello,

We do not implement FAST protocol ourselves and use public libraries for that.
Probably you can ask the question at related community: https://www.fixtrading.org/standards/fast/

Thank you