Does EMA offer interval based subscriptions? ( ie. for 100 RIC codes, send me the current bid/offer every 100 milliseconds ) . The consumer examples all appear to handle real time updates.
23k
●22 ●9 ●14
Hello @sunil.makhijani,
EMA offers two main paradigms:
- subscription ( subscribe, get initial image including the latest on all the fields, and continue getting updates until the subscription is closed)
- snapshot (request snapshot, receive image including the latest on all the fields)
Snapshot can be issues periodically, such as once per minute, but 100 ms is too often, so your requirement is not a good fit for this approach.
Sounds like you require conflation- when service, rather then API, will provide you with limited number of updates per second. If your organization's infrastructure is managed by your market data group, they would be the best contact to find out if conflated service exists or may be made available to you.
If your infra is managed by Refinitiv, please contact your Refinitiv account team to discuss the possible options on conflation.
9.7k
●49 ●38 ●60
Hi @sunil.makhijani,
As far as I'm aware, you cannot selectively choose certain RIC codes to send out quotes every N milliseconds. However, the Elektron streaming services do provide a conflated service capability where the servers can be configured to send out quotes every N milliseconds for a given service. For example, a popular conflation setting, known as trade-safe conflation, can be set up to send every trade but conflate quotes every 3 seconds.
You can search these forums to find out more details around conflation. For example, this thread and this thread.
