Does QuickFAST work with CMEs FIX/FAST Market Data?
One of the goals of this project is to support FIX/FAST. With that in mind quite a bit of testing has been done using the CME templates, and sample test data encoded using those templates. Full support for FIX/FAST requires considerable more effort than simply accepting and decoding multicast FAST messages. QuickFAST will remain focused on decoding FAST messages and delivering them to the application for subsequent processing. QuickFAST provides a solid foundation on which a full featured FIX/FAST client can be built.