Conflation types.

Enumeration Members

  • quote = 1

    All non-quote updates will be received without any delay. All quote data will be conflated such that only a single quote update is received within each period specified in the request. If a non-conflated event occurs such as a trade / correction / cancelation, then the interval will terminate prematurely and the current cache will be sent to the client followed by the non-conflated update. A new conflation interval will start at receipt of the next quote update.
  • trade = 2

    All quote and trade data is conflated over the provided period. Given that updates outside of trades or quotes are infrequent this will essentially limit the number of updates that any one symbol can produce to one update per period. At the end of a time period, the currently conflated updates are sent to the client and a new time period is started.

Also in this Section