Rai ICE (Intelligent Conflation Engine)

Ever increasing update rates for market data can overwhelm market data consumers. Service-oriented and point-to-point architectures provide mechanisms for isolating consuming applications from categories of data that are not of interest. But for many data consumers there is also a requirement to reduce traffic rates on subjects while still ensuring that the most important data is received by consumers immediately.

The Rai Technology Intelligent Conflation Engine (Rai ICE) is a versatile mechanism for conflation of market data updates. Rai ICE can be configured either as a service in the Rai Cache, or as a separate instance of the Rai Cache providing stand-alone conflation services.

Conflation

Conflation is the aggregation of successive updates to produce a single update. Conflation reduces both the number of messages, and the amount of network traffic sent on a particular subject.

Conflation performs a number of services for the network::

Applications that subscribe to a conflated data stream receive initial values on subscription and periodic updates. The frequency of the updates will depend on the conflation interval for the service, and if there has been any updates on the subject in the most recent conflation period.

A subscribing application does not need to be changed in any way to use conflated data. Depending on how the conflation service is implemented, the application may be using either an alternative source in the subject name, be connected to a different network segment, or may use different service parameters.

Use With Rai NAT

The combination of conflation with Rai NAT allows further reductions in the size of data distributed through the definition of subset form classes. These subset form classes drop fields from the original data and result in more compact messages.

Configuration

Configuration of Rai Ice requires nothing more than the addition of a single line to the Rai Cache configuration file. In the this example, Rai ICE is providing both a real-time data service and a conflated data service: