Codestreet and Thomson Reuters have teamed up to make ReplayService™ a reality for TREP/RMDS users and application developers.

How We Help

Compare Marketfeed and OMM data from IDN and Elektron

As Thomson Reuters begins to upgrade users from IDN to Elektron, customers need a way to compare data between the two environments, identify the differences in the data, and then test their applications to ensure compatibility.

ReplayService™ for TREP can be configured to capture data from both IDN and Elektron Edge using different RFA Sessions in the same instance of the software. This data can then be reviewed and analyzed for differences in data formats and fields. Both snapshots and tick-by-tick updates can be compared using a simple wizard-driven interface.

ReplayService™ for TREP provides a way to select the time range over which you want to compare, and the symbols you want to compare. ReplayService™ can also perform a real-time snapshot comparison.

When comparing updates, you first select the fields you want to include/exclude from the comparison. Then select a set of fields from the Data Dictionary to be used for synchronizing positions within the recordings being compared. These fields will be used to find matching updates during the synchronization process. Useful fields include fields containing sequence numbers, time in milliseconds or any quantity that serves as a reliable marker.

Insert rules and acceptable deltas for fields where you want to accept something other than an exact match (such as, for example -- 18:00 instead of 18:00:00).

You can show the differences visually on the screen, or in a delta/difference report. This feature automates the recording, replaying, and generating of the delta report on a scheduled basis.

With the Compare Data wizard, ReplayService™ for TREP makes it easy to set up market data comparisons with just a few mouse-clicks. No hardware or additional software is required; even users without a background in market data can have market data comparisons running on their desktops within seconds. ReplayService™ for TREP can compare both updates and snapshots in OMM and Marketfeed formats coming from IDN and Elektron.


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