distinguish full tick and optimized "quality of service" at ric level.

xuquan
xuquan Newcomer
in Elektron

asia-distribution-policy.pdf

I got attached document from my TAM that when access some markets from asia region, the elektron network could deliver the quotes in either "full tick" or "optimized" way, the "optimized" way actually limit the update frequency to 3 updates per second. When I subscribe a ric, is there any interface in elecktron API to tell which way the ric is delivered?

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  • umer.nalla
    umer.nalla LSEG
    Answer ✓

    Hi @xuquan,

    If all the data is being delivered under a single service name (e.g. ELEKTRON) then there would not be a way for the API to know if which RICs are being optimised and which are not -as the optimisation is being done at the feed level.

    If your TAM can confirm which exchanges are full tick and NOT optimised, then you could examine the RDN_EXCHD2 field received in the Refresh of each RIC and identify the originating exchange. This could then help you determine if the data for that RIC is from an optimised exchange or not.

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