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Conflated mechanism advantage

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?

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Hello @cdefusco

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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:

  • ConflatedCount: specifies the number of updates in the conflation.
  • ConflatedTime: specifies the time interval (inmilliseconds) over which data is conflated.

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.

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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) ?

Hi @cdefusco

Can you expand on what you mean - it is not clear what you are wishing to distinguish?

The data in the Update will look no different - the server takes care of the conflation and your application will receive a single update which contains a single instance of each Field that has changed during the ConflatedTime period with their most recent values..

The ConflatedCount merely reports how many updates the server processed and conflated into this single Update it sent to your application.

Ok, so the structure of the message is the same when I have a conflated message and when I haven't it.

The ConflatedCount tell me only the number of updates in the interval indicated in ConflatedTime, right?

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