[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/0fc24457 - PLEASE DO NOT REPLY BY MAIL.]
Shek, the short answer is yes (if I have understood your questions) As an FAQ response for other readers: The delta value transferred is always signed even if the field is unsigned (this is logical, otherwise it would only be possible to increase the value of a field). [section 6.3.7] Let's assume that you have an unsigned field 'x' and let's further assume that we are encoding three values [100, 120, 115]. We need to keep track of three quantities: base - the previous value wire - the delta quantity transferred on the wire data - the data value for field 'x' Both the encoder and decoder keep track of the 'base' value. The encoder calculates 'wire = data - base'. It then updates base; 'base = data'. The decoder calculates 'data = base + wire'. It then updates base; 'base = data'. When we start the base value is zero [section 6.3.7.1]. data=100 => base=0 + wire=100 => 100 data=120 => base=100 + wire=20 => 120 data=115 => base=120 + wire=-5 => 115 So, transferring [100, 120, 115] using delta coding produces the wire values [100, 20, -5] The same procedure is used for signed integers with the difference that data values can take negative values in the signed case. Hope this helps, Rolf > Can someone please clarify if operations such as the delta > operation will return signed or unsigned integers? > Does the operation always return the same data type as that > which it is being used upon? [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 [email protected] 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 -~----------~----~----~----~------~----~------~--~---
