Conflated mechanism advantage

cdefusco

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?

wasin.w

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.

cdefusco

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) ?

umer.nalla

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.

cdefusco

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?

umer.nalla

Hi @cdefusco

If conflation is enabled, the server will conflate multiple updates into a single update. Each update the server receives, it caches the data - updating any fields that change to the latest value. When the ConflatedTime interval elapses, it takes the latest values in its cache and send you an update with those fields values.

This is a very basic explanation of Conflation - there are situations where the ADS will not conflate a particular Update it receives and will pass it on to the consumer e.g. if Trade Safe conflation is enabled - then any Trade type updates will always be passed to the consumer - whereas Quote type updates will be conflated.

The key thing to note is that as a Consumer, the message's data payload will be a single FieldList with the attributes indicating if conflation occurred.

You can discuss the specifics of a Conflation service with your Market Data team who can advise on the options available to you within your organisation.