A Channel (in a Market Data context) is a multicast group and port tuple. VMX-Capture probes are configured to listen to channels to get feed data.

In generic terms, this is a stream. Different venues may split channels up in different ways, for example, by ticker or by Matching Engine etc.

In Beeks Analytics feed definitions, a Channel sits in the hierarchy as follows:

  • Venues

    • Markets

      • Feeds

        • Channels

          • Side

Beeks Analytics for Markets aggregates by Feeds, Channels and Side.

Related terms

Market Data
Venue
Markets
Feeds
Side
Aggregation