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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 3:47PM ETThanks, Rolf.
I think this should be added to a list of FAST extensions. I think spec should provide an ability to specify the base. In the meantime, what would your recommend as the most efficient approach to send a scaled number whose original representation is a double without breaking the spec? (I am actually using the C++ implementation which we plan to open-source).
Thanks again,
Dimitry
> 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
Re: Representing a double as a Fast scaled decimal
Dimitry London / Morgan Stanley 8 Oct 2008 3:47PM ET
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