>>>Integers are ok, but to read floating point values I believe I should write a little dll in c.
>>
>>As Dragan stated, this would be the case if speed was an issue. Do you know what float format(s) you need to read from?
>
>I should read float values (4 bytes) written by a C program.

You can use the SingleToNum() UDF from CLSHeap to do this; you can download CLSHeap from the Files section as #9482.