Alle boeken

Professioneel

Apps Over Coach Inloggen Begin met lezen

Quantitative Finance · Begrippenlijst

Wat is Incremental channel, snapshot channel?

Ook bekend als: incremental channel · snapshot channel

Definition 16.3 Low-Latency Software · Hoofdstuk 16 — Protocols II: Binary Exchange Protocols

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.

Lees in het hoofdstuk →