Trading Members of the Exchange are aware that the Exchange disseminates market data broadcast through various types of streams in Commodity Derivative and EGR segment.
The Exchange continuously monitors the market data streams and over the time, has taken many steps to optimize the data sent to its market participants.
The EMDI stream currently disseminates market data of an instrument whenever there is any activity in top 5 price points.
In order to enhance the stream and provide deeper order book to members to make more informed decisions, with effect from January 21, 2023, the Exchange shall disseminate market data of an instrument whenever there is any activity in top 20 price points. This will be applicable for Commodity Derivatives and EGR segment.
Trading member may please note that there shall be no change in any other type of market data broadcast stream.
Trading members and empanelled vendors of the Exchange are requested to take note of the same and ensure that their systems are able to handle this change.
The EMDI multicast IP and port for the commodity derivatives and EGR segment continues to remain same.
There may be marginal increase in the bandwidth of the market data stream depending on the number of orders received up to 20 price point.
The changes are already deployed in simulation and available for testing.
In case of any queries or clarifications, trading members may kindly get in touch with their respective Relationship Manager or contact the IML Info/ IML Tech Support teams for any clarification/queries on this circular –
For and On Behalf of BSE Ltd,
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Ketan Jantre
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Arvindkumar Iyengar
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Sr.GM-Trading operations
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Sr.GM-Information Technology
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