Overlapping data on stock channels - SpiderRock/SRDataFeed GitHub Wiki

For US options and equities data, we have four data engines that take in the US SIP (Security Industry Processors) raw data. The SIPs are OPRA (for options), CTA (for NYSE listed/Network E and NYSE regional listed/Network F), and UTP (NASDAQ listed).

Our four engines (we call stripes), split up the 48 raw OPRA channels evenly (12 per stripe). The CTA data is across 24 raw quote channels and 24 raw trade channels, and the UTP data is across 6 raw quote channels and 6 raw trade channels. Also, the symbol ranges on the CTA and UTP feed channels do not match the symbol distribution across the OPRA channels.

As a result, some of the CTA and UTP feed raw channels are pulled into more then one stripe. And therefore, some overlapping symbol ranges of stock data is passed through more then one of our 4 stock channels. As one example, you will see the symbol DUST on both stock channel 1 and 2, whereas you will see the related options only on channel 1.