Does the screened multicast feed tick at same frequency as the unscreened multicast feed?

Graham Taylor
Graham Taylor LSEG
in FX Venues

What are the tick frequencies for screened and unscreened market data?

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Best Answer

  • Henry.Bale
    Henry.Bale LSEG
    Answer ✓

    Unscreened and Screened Market Data will tick at the same frequency.

    The main differentiator for conflation frequency is whether you are using the Standard TCP or Premium IP Multicast feed.

    If using the Standard TCP Feed the current proposed conflation interval is 100ms. For the Premium IP Multicast Feed it is 5ms.

    The conflation intervals are all synchronised meaning that when the 20th conflation cycle 5ms ends (at 100ms), it will coincide with the 1st conflation cycle for the 100ms feed.

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