[This message was posted by Rolf Andersson of Pantor Engineering <[EMAIL PROTECTED]> to the "FAST Protocol" discussion forum at http://fixprotocol.org/discuss/46. You can reply to it on-line at http://fixprotocol.org/discuss/read/e2763612 - PLEASE DO NOT REPLY BY MAIL.]
Dimitry, your interpretation is correct. The current definition of scaled numbers require that you use a base 10 exponent. Using base 2 would be a transgression. Maybe we should put this up for discussion along with the other extension proposals? /Rolf > Thanks, Anders. > > Yes, the source value is represented as a native double (on a Linux > host). How do I create a FAST representation of this field then? Using a > scaled number with a base of 10 (as the Fast spec requires) will > certainly make it a performance bottleneck, as you say. So, should I > simply split it into base 2 exponent and mantissa (via frexp()) and > assume base 2? Does it not break compliance with FAST? > > Thanks, Dimitry > > > > Hi, > > > > > > What is the most efficient way to encode a given double value into a > > > scaled number? > > > > > > For example, assuming that I have 2.5555 represented as a double on > > > Linux, and want to create a FAST wired representation of this this > > > field? > > > > > > Thanks, Dimitry > > > > Dimitry, > > > > at Pantor (Pantor Presto and ORDO), we avoid shifting between base 2 > > and base 10 representations in our processing chain as a conversion > > may become part of the bottleneck at extreme rates. Also, we hand > > scaled numbers to users of our Presto API to avoid a conversion unless > > / until it turns out to be necessary. If doubles are what you have to > > work with, there is not much to do but to create an optimized > > converter with all the tweaks in the book. > > > > Kind regards, Anders [You can unsubscribe from this discussion group by sending a message to mailto:[EMAIL PROTECTED] --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to FIX-Protocol@googlegroups.com To unsubscribe from this group, send email to [EMAIL PROTECTED] For more options, visit this group at http://groups.google.com/group/FIX-Protocol?hl=en -~----------~----~----~----~------~----~------~--~---
