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

How We Help

ReplayService™ for TREP Features

Codestreet’s ReplayService™ for TREP is the standard development and QA solution for users of Thomson Reuters market data

ReplayService™ for TREP is used in a variety of use cases to capture, analyze and replay real-time market data. When replaying data, ReplayService™ simulates a Thomson Reuters market data distribution platform or a Thomson Reuters direct feed.

Also, ReplayService™ dramatically improves the efficiency of any group working with Thomson Reuters market data by allowing for precise recreations of market data scenarios. These scenarios can be replayed directly into consuming applications allowing for a variety of market situations to be tested and validated.

Primary Business Benefits

  • Compare Data allows a user to capture data from both IDN and Elektron using different RFA Sessions in the same instance of the software. This data can then be compared for differences in data formats and fields. Both snapshots and tick-by-tick updates can be compared using a simple wizard-driven interface. See Comparing IDN data with Elektron data for more information.
  • Feature Testing: more repeatable, automated, rigorous, and simple.
  • Remote, Off-shore, and After-hours Development.
  • Simplifies collecting market data by capturing tick-by-tick data as well as intermittent snapshots.
  • Allows market data scenarios to be constructed and applied for testing and certification purposes.
  • Capacity Planning: Create high update market data traffic scenarios by simulating a high-update rate feed handler.
  • Stress Testing: Vary market data update rates to simulate real-world spikes.
  • Quant Analysis: Stimulate trading models.
  • Conduct training and perform product demonstrations using recorded market data without requiring a Reuters Market Data platform.

Core Features

  • New Feature: Setup trade and market data compliance checks. ReplayService™ for TREP now has the ability to quickly and easily see which trades were executed within the best BID/OFFER spread and which were executed outside of the spread.
  • New Feature: Comparing IDN data with Elektron data. ReplayService™ for TREP now has the ability to compare data (both updates and snapshots) between IDN and Elektron in both the Marketfeed and OMM formats.
  • Record and Replay data from Thomson Reuters direct feeds, Elektron Edge Devices, TREP/RMDS using both marketfeed and OMM formats
  • New Feature: DevStudio allows the user to start a replay in Debug Mode and then step through updates tick by tick, set breakpoints and replay to them, inject various status messages into the replay stream, and modify FIDs and replay them on the fly. See Debugging your Market Data Applications for more information.
  • Centralized Administration for multiple local and remote instances of ReplayService™ within a single GUI
  • Wizard-driven control over common market data tasks
  • Interactive Histogram for recordings and replays
  • Script Recorder provides a step-by-step recorder to assist in Test Case creation and automation
  • High performance recording
  • Recorded data can be manipulated and transformed to contrive arbitrary market data scenarios for replay
  • Thomson Reuters Tick History can be imported for replay
  • Keeps a historical tick-by-tick database – allows for the migration of data to relational databases
  • Allows any data range to be selected for replay
  • Preserves timing relationships between updates during replay
  • Update rates can be compressed, expanded or paused during replay on an ad hoc basis
  • Lightweight - runs on a laptop and most other hardware
  • Large file based storage: up to 2 exabytes – no storage configuration required
  • Market data files can be easily copied and moved, allowing TREP/RMDS testing in any location, even on standalone workstations or laptops
  • Datastore can be purged while recording and replaying
  • Supports initialization of market data applications through data dictionary downloads and initial value snapshots
  • Heartbeats and source status messages support market data semantics
  • Provides statistics on stored and replayed messages
  • GUI interface, command line ReplayShell and Administration API


ReplayService™ for TREP is available on the following platforms:

  • Windows XP-SP2 (or later) and Windows Vista
  • Windows 7 (x86/x64)
  • Windows Server 2003 R2
  • Windows Server 2008 R2 (x86/x64)
  • Red Hat Enterprise Linux 4/5/6 (x86/x64)
  • SUSE Linux Enterprise Server 9/10/11 (x86/x64)
  • Solaris 8/9/10 (SPARC)
  • Solaris 10/11 (x86)

twitter icon
facebook link
youtube icon
vimeo icon