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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 4:04PM ETOK, thanks.
Dimitry
> I believe Anders' recommendation stands: -- all the tweaks in the book.
>
> Best, Rolf
>
> > Thanks, 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 4:04PM ET
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