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Help with Decode Re: Decimals
jason braswell / allston trading <>
13 Feb 2010 6:00PM ET I've read the other threads dealing with decimals and pmaps, but I'm still stumped with a recent decode problem. Below is a snippet of production data that I tried to parse the other day; it's the first element of a sequence. The bits are on the left, and my reading of the pmap status is on the far right.
My problem is that for the very last field, tag 451, there is no initial value in the template for the exponent. Also, if I'm reading it correctly, the pmap bit is turned off for this field (because all pmaps end with an infinite string of zeros). This means the exponent can't be null, which means I'm supposed to read the mantissa. However, as you can see, it appears that the mantissa field is lined up with what looks like a null value on the wire. Even if it's not a null value, just a zero value, what can I do with a decimal that has no exponent? I'm thinking I *must* be reading that first pmap incorrectly.
Help would be greatly appreciated. Thanks.
11110011 Pmap
10110000 MandatoryDefault EntryType(269) Y
10000001 OptionalDefault PriceExp(270) Y
01111110 11100010 MandatoryDelta PriceMant(270) N/A
10001011 OptionalDelta EntrySize(271) N/A
10000000 OptionalDefault QuoteCond(276) Y
OptionalConstant TradeCond(277) N
OptionalCopy PriceLevel(1023) N
10000010 OptionalCopy NumOrders(346) Y
10000000 OptionalDefault TradingSessID(277) Y
OptionalDelta TradeVol(1020) N
OptionalDefault Tick Direction(274) N
OptionalDefault NetChangeExp(451) N
10000000 MandatoryDelta NetChangeMantissa(451) N/A
11110101 (Should be next Pmap)
Help with Decode Re: Decimals
jason braswell / allston trading 13 Feb 2010 6:00PM ET
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