关键词: 适流金融信息交换（FAST）协议, 面向过程, 金融信息交换（FIX）协议

Abstract: Recently some FAST1.1-based financial message compression methods have been presented to decrease high redundancy of commonly used financial exchange message formats such as DBF, XML etc. These methods are neither capable of supporting the newest FAST1.2, nor can support the procedure-oriented programming paradigm and running environment. This paper presents FASTX：a financial message compression method based on Extended FAST, which achieves better encoding efficiency and faster speed than existing methods. It also presents a new reference for designing and implementing FAST/Extended-FAST in procedure-oriented programming paradigm. The experimental results demonstrate FASTX works efficiently—for the same data content, the encoded data size is only of about a quarter of the DBF’s. Some comparisons with other commonly used formats are also conducted. The experimental results verify feasibility and effectiveness of FASTX.

Key words: Financial Information Exchange Adapted for Streaming（FAST） protocol, procedure-oriented, Financial Information Exchange（FIX） protocol