An incremental channel carries the feed’s messages, each a change to the book, in sequence. A snapshot channel publishes, at a regular interval, the full state of each instrument’s book together with the incremental sequence number it reflects, so that a receiver that has lost messages, or just started, can rebuild the book without replaying the day.
Quantitative Finance · Begrippenlijst
Wat is Incremental channel, snapshot channel?
Ook bekend als: incremental channel · snapshot channel