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FAST Protocol
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Re: Representing a double as a Fast scaled decimal
Dimitry London / Morgan Stanley <> 8 Oct 2008 3:06PM ETThanks, 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
Re: Representing a double as a Fast scaled decimal Dimitry London / Morgan Stanley 8 Oct 2008 3:06PM ET
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