Latency monitoring for RMDS

Market Data Metrics™ features real-time latency monitoring between the exchange and your application. It also includes latency monitoring across TREP/RMDS.

Core capabilities include:

  • Monitors latency from the exchange to your application
  • Monitors latency from your feed to your application (across TREP/RMDS)
  • Audits latency for compliance or troubleshooting issues
  • Sends alerts when latency limits are breached
  • Charts latency across time

With its included wizard, Market Data Metrics makes it easy to set up latency monitoring with just a few mouse-clicks. No hardware or additional software is required; even users without a background in market data can have latency monitoring running on their desktops within seconds. Market Data Metrics can monitor both max and mean values, and will send out email alerts when latencies exceed specified limits.

Market Data Metrics can also chart changes in latency over extended periods of time. This allows users to track latency as a function of market volume.

When measured from the exchange, latencies are accurate down to the millisecond level. Across RMDS, Market Data Metrics measures latencies down to the microsecond.

Auditing latency

Market Data Metrics' Audit Latency feature allows users to analyze latency over some prior period. This is useful for troubleshooting or compliance reasons. Latency numbers are provided in both grid and chart form, with latency shown as the difference between the exchange timestamp and the time of receipt from TREP/RMDS. This capability allows compliance officers to audit latency across the entire market data delivery path, including WAN network, feed handlers, and TREP/RMDS system. As a troubleshooting tool, it allows for easy determination of the frequency and duration of latency issues. The Audit Latency output is set up through a friendly, straightforward wizard that walks the user through selecting a time range, choosing a set of symbols, and viewing and graphing the latency difference.

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