Can someone confirm the conflation interval(s) used on the Real-Time Optimized (RTO) feed?
I've read the 'Aggregation and Bandwidth optimization' document, but it doesn't seem to specify the intervals used.
Hello @Mike Tarlton,
RTO feed uses a Trade Safe conflation algorithm with 3 updates/second interval.
What this means is that all the Trade messages will be passed on in real-time and the Quote messages will be conflated to a maximum of 3/second.
There is however a caveat - for high trading volume instruments, the Quote messages which are sitting in the conflation queue will also get flushed with Trade messages. I.e. the actual bandwidth reduction that your application will see will depend on each instrument's trading frequency.
Hello @Mike Tarlton
While my colleague has already given you the clear answer, you may check the example of conflation in this old post thread.
