What is it the real advantage to have ConflatedInUpdates set to true.As I can see this parameter is set to false as default. In which cases could be useful change the default value?
Hello @cdefusco
The data conflation is a technique to aggregate the information from multiple update messages into a single update message. The main propose of data conflation is to reduce the bandwidth consumption associated with high-volume items (such as tick-by-tick delivery) while keeping data acceptably current.
This ConflatedInUpdates indication flag informs the Provider application (OMM Provider, TREP, etc) that the consume requires the conflated updates message.
If the Provider supports conflation update feature, it will send update message with the following attributes:
Please note that you cannot specify different conflation rates via the API, you need to ask your Market Data team if they can create a Conflated service for you which meets your requirements.
Could you show me an example of update message with ConflatedInUpdates set to true? How can i distinguish between the group of data associated to different updates (where the number is assigned to ConflatedCount) ?