...
The following example illustrates conflation for a single instrument with multiple updates.
Gliffy |
---|
imageAttachmentId | att68780047att457094679 |
---|
macroId | 271c72e7-979b-4d30-8656-9b4047c1bc27 |
---|
baseUrl | https://cmegroup-publicstagingcmegroupclientsite.atlassian.net/wiki |
---|
displayName | Multi Updates for Single Instrument - BrokerTec |
---|
name | conflation_multi_updates3 |
---|
diagramAttachmentId | att68747286att457421136 |
---|
containerId | 68452430457572870 |
---|
version | 5 |
---|
timestamp | 17443940839071744395637994 |
---|
|
Example 2 - Multiple Updates for Multiple Instruments - BrokerTec Markets
The following example illustrates conflation with multiple updates and multiple instruments.
Gliffy |
---|
imageAttachmentId | att68780057att457572883 |
---|
macroId | d2d28afe-e541-4e42-a666-3df76e715c16 |
---|
baseUrl | https://cmegroup-publicstagingcmegroupclientsite.atlassian.net/wiki |
---|
displayName | Multi Updates for Multiple Instruments - BrokerTec |
---|
name | conflation-multi-instruments |
---|
diagramAttachmentId | att68812817att457421089 |
---|
containerId | 68452430457572870 |
---|
version | 5 |
---|
timestamp | 17443939181211744395671045 |
---|
|
Example 3 - Event Exceeds Conflation Interval - EBS Market
In this example, a market data event exceeds the 50 millisecond conflation interval. When the conflation interval is exceeded due to additional processing, MDP 3.0 waits until the event is complete before publishing messages.
Gliffy |
---|
imageAttachmentId | att71467484att692355120 |
---|
macroId | 62b92188-ab86-40b2-b9dd-f3f9cdff2773 |
---|
baseUrl | https://cmegroup-publicstagingcmegroupclientsite.atlassian.net/wiki |
---|
displayName | conflation-past-interval - EBS |
---|
name | conflation-past-interval-1 |
---|
diagramAttachmentId | att71369326att692781093 |
---|
containerId | 68452430457572870 |
---|
version | 2 |
---|
timestamp | 17441368268741744395691419 |
---|
|
Example 4 - No Messages within Configured Interval - EBS Market
In this example, there is no activity within the 50 millisecond interval. Therefore, MDP 3.0 resets the conflation interval to 50 and waits to publish the next market event.
Gliffy |
---|
imageAttachmentId | att69501150att692453409 |
---|
macroId | 2c0bcacb-a158-4d25-ae60-e37f8e7893ff |
---|
baseUrl | https://cmegroup-publicstagingcmegroupclientsite.atlassian.net/wiki |
---|
displayName | No Messages within Configured Interval - EBS |
---|
name | example 4 |
---|
diagramAttachmentId | att69501144att692289594 |
---|
containerId | 68452430457572870 |
---|
version | 2 |
---|
timestamp | 17437148006491744395708358 |
---|
|
Example 5 - Non-Conflated Message Flush - BrokerTec Markets
In this example, a non-conflated message is triggered, which causes the conflated data to be sent earlier.
Gliffy |
---|
imageAttachmentId | att68780120att457638309 |
---|
baseUrl | https://cmegroup-publicstagingcmegroupclientsite.atlassian.net/wiki |
---|
macroId | de5a9979-39ba-4917-95ef-24d51dc084b9 |
---|
displayName | Non Conflated Message Flush - BrokerTec |
---|
name | conflation-pass-thru |
---|
diagramAttachmentId | att68812835att457638305 |
---|
containerId | 68452430457572870 |
---|
version | 3 |
---|
timestamp | 1744395725803 |
---|
|
Example 6 - Market Data Channel Reset with Conflation - EBS Market
...
The following diagram shows an example of a Market Data Channel Reset and Recovery for a channel with 2 instruments.
Gliffy |
---|
imageAttachmentId | att69468415att692650023 |
---|
macroId | fb02a38c-4e42-42f2-abbf-4a2fb26f2742 |
---|
baseUrl | https://cmegroup-publicstagingcmegroupclientsite.atlassian.net/wiki |
---|
displayName | Channel Reset with Conflation - EBS |
---|
name | example 6 |
---|
diagramAttachmentId | att69501191att692092981 |
---|
containerId | 68452430457572870 |
---|
version | 2 |
---|
timestamp | 17437148882221744395741719 |
---|
|