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Market Data Metrics
Market Data Metrics allows market data administrators and engineers to monitor latency across their market data infrastructure and test and trouble shoot their TREP/RMDS infrastructure and market data consuming applications.
Market Data Metrics provides a complete audit trail for your market data environment, allowing administrators to trouble shoot and understand content issues, latency or missing data. The software features real-time latency monitoring between the exchange and your application and across TREP/RMDS. Market Data Metrics also provides the ability to audit latency for troubleshooting and compliance purposes. Email alerts can be set when latency numbers are exceeded and latency data can be charted or viewed in grid form.
Using Market Data Metrics, administrators can also provide market data quickly to remote locations without need for feeds or telco lines. It also allows hundreds of thousands of updates to be generated on demand for capacity planning exercises.
Learn more about our capacity planning solution.
Metrics also allows administrators to monitor and control the Market Data Works Recording Backbone which records market data to be shared by a number of Market Data Works instances.
Market Data Metrics Features
- Ability to stress test market data infrastructure with hundreds of thousands of updates
- A series of scripts and tools to help you identify performance issues with your TREP/RMDS
- The ability to unpack market data chains
- Monitor and audit latency from the exchange and across TREP/RMDS
- Regression test scripts which can be easily modified to create a variety of stress conditions
- Tests that expose behavior under common error conditions
- Ability to log and monitor latency across the TREP/RMDS hub
- Generate and send single updates through the environment in the context of a background load
- Reports on system status and data quality
Using Market Data Metrics, administrators can run through latency monitoring and capacity planning sessions to determine the latency distribution between the Exchange and the different components of their TREP/RMDS infrastructure. The image below represents a TREP environment that has not been tuned for performance.
Using Market Data Metrics, administrators can then run through a Thomson Reuters recommended performance tuning exercise, and re-run the latency monitoring and capacity planning sessions. The image below represents a tuned TREP environment. .
Using Market Data Metrics, administrators can also run specific latency monitoring sessions on their infrastructure. The image below represents the observed latency during the Flash Crash of May 6th, 2010.