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Revision History

DateDescription
November 11, 2021

"CME MDP Conflated Transmission Control Protocol (TCP)" - CME MDP Conflated TCP market data group supports one second minute conflation over TCP unicast in Simple Binary Encoding (SBE). Each Conflated TCP channel market data group has separate I/P and ports, therefore session activity will only apply to their respective channels.

"Conflated Market Data Processing" - EBS Spectrum MDP supports a one second minute conflation interval.

August 17, 2021"Conflated Market Data Processing" - "If there is no activity within the configured 1 second minute interval EBS Spectrum resets the conflation interval to 1 second minute and waits to publish the next market event. If there is no activity within the publication interval for an instrument, no message will be published."
August 11, 2021"Conflation Market Data Examples" - Changed conflation intervals for published messages from 1 second to 1 minute.
April 7, 2021Initial publication

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CME MDP Conflated TCP market data group supports one second conflation minute conflation over TCP unicast in Simple Binary Encoding (SBE). Each Conflated TCP channel market data group has separate I/P and ports, therefore session activity will only apply to their respective channels. 

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Channel Guide

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Simple Binary Encoding Schema Overview

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This section describes functionality for the CME MDP Conflated UDP and CME MDP Conflated TCP market data groups for EBS Spectrum. Conflated market data combines multiple updates within an interval into a single event.  EBS Spectrum MDP supports a one second minute conflation interval. When the conflation interval is exceeded due to additional processing, EBS Spectrum does not publish messages until the event is complete. The interval is reset once MDP messages are published. If there is no activity within the configured 1 minute interval EBS Spectrum resets the conflation interval to 1 minute and waits to publish the next market event. If there is no activity within the publication interval for an instrument, no message will be published.

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