I need to understand about the ticks we are receiving. Is it one record per tick or is the ticks bee

liyarthomas
liyarthomas
in EMA
I need to understand about the ticks we are receiving. Is it one record per tick or is the ticks been repeated until a new tick is there?
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Best Answer

  • Gurpreet
    Gurpreet
    Answer ✓

    The fields which are updated by listing exchange will be sent in the update message, while the fields which are calculated, will be included if they differ from previously sent value.

    E.g. A Trade price field will always be included in a Trade message, but the HIGH/LOW fields will be included only if these fields change as a result of new Trade price.

    Item Name: IBM.N
    Service Name: ELEKTRON_AD
    TRDPRC_1(6): 155.4
    TRDVOL_1(178): 100.0
    ACVOL_1(32): 221738.0
    .
    .

    Item Name: IBM.N
    Service Name: ELEKTRON_AD
    TRDPRC_1(6): 155.41
    TRDVOL_1(178): 100.0
    ACVOL_1(32): 221838.0
    .
    .

    Item Name: IBM.N
    Service Name: ELEKTRON_AD
    TRDPRC_1(6): 155.34
    TRDVOL_1(178): 100.0
    ACVOL_1(32): 222058.0
    LOW_1(13): 155.34
    .
    .

Answers

  • Gurpreet
    Gurpreet

    @liyarthomas Can you please elaborate your question. I assume you are referring to update messages when subscribing to streaming service. In this case, the update message can be realtime tick-by-tick or conflated. This setting depends on how your infrastructure is setup. For a realtime service, all the quote and trade messages which are disseminated by source exchange, are delivered to the client.

  • liyarthomas
    liyarthomas

    a) Do we receive the same values for a tick until the new tick arrives or

    b) We do receive only changes for the tick values?

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