Record and Replay data from RMDS - now with support for OMM and direct feeds
CodeStreet's ReplayService™ for RMDS has become the standard record and replay facility for the Thomson Reuters RMDS platform. With the software running at a majority of the top 20 banks and broker-dealers, ReplayService is used in a variety of use cases to capture, analyze and replay real-time market data.
ReplayService for RMDS - now with support for OMM - delivers a highly flexible development tool that dramatically improves the efficiency of any group working with data flowing on the Reuters Market Data System (RMDS). ReplayService will record both Marketfeed and OMM formatted data from RMDS and make it available for replay. ReplayService simulates an RMDS system during playback or mimics a Thomson Reuters direct feed.
Development and QA:
Feature Testing: more repeatable, automated, rigorous, and simpler than with RMDS alone
Remote, Off-shore, and After-hours Development
Simplifies collecting market data by capturing tick-by-tick market data as well as intermittent snapshots
Network Administration:
Capacity Planning: Create High Update Market Data Traffic Scenarios
Stress Testing: Pinpoint system issues by simulating a high-update rate feed handler
Quant Analysis:
Stimulate Trading Models
Create Precise Market Scenarios: Recorded data can be manipulated to contrive market data scenarios to be used in testing
Provides greater insight into data content
As part of CodeStreet's ongoing commitment to deliver tools for market data developers and administrators that make working with market data simpler and more cost effective, we have added support for the Thomson Reuters Open Message Model (OMM). ReplayService will now be able to record and replay data from Thomson Reuters' direct feeds or any other data flowing on RMDS that uses either the Marketfeed or the OMM format.
Records and replays all RMDS (both OMM and Marketfeed) data: including quotes, chains, pages, etc.
Records and replays the following domain model types:
MarketPrice
MarketByOrder
MarketByPrice
MarketMaker
SymbolList
Provides a new and improved GUI Console and a command-line interface:
Centralized administration for multiple local and remote instances of RS-RMDS within a single GUI
Wizard-driven control over common market data tasks
Interactive Histogram for recordings and replays
Provides a new Script Recorder to assist in Test Case creation and automation
Allows any data range to be selected for replay
Recorded data can be manipulated to contrive arbitrary market data scenarios for replay
Reuters tick history can be imported for replay
Lightweight - runs on a laptop and most other hardware
Keeps a historical tick-by-tick database – allows for the migration of data to relational databases
Preserves timing relationships between updates during replay
Update rates can be compressed, expanded or paused during replay on an ad hoc basis
Large file based storage: up to 2 exabytes – no storage configuration required
Market data files can be easily copied and moved, allowing RMDS testing in any location, even on standalone workstations or laptops
High performance recording
Supports initialization of market data applications through data dictionary downloads and initial value snapshots
Heartbeats and source status messages support market data semantics
Datastore can be purged while recording and replaying
Provides statistics on stored and replayed messages
GUI interface, command line shell and Administration API
ReplayService for RS-RMDS 3.0 is available on the following platforms: Windows XP Service Pack 2 or later, 32-bit and 64-bit editions of Windows Vista, Windows 7, Windows Server 2003 R2 and Windows Server 2008 R2.
Support for Linux RHEL AS, ES, and WS 3.0, 4.0, 5.0 and SuSE SLES 8, 9, 10; and Solaris 10 x86 is soon to follow.
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CodeStreet and Thomson Reuters have teamed up to make ReplayService for RMDS a reality for RMDS users and application developers. For more information about ReplayService for RMDS, please see the product sheet.
For a product demonstration or further information, contact us: sales@codestreet.com
CodeStreet
317 Madison Avenue
7th Floor
New York, NY 10017
Telephone: 646-442-2800
www.codestreet.com
You can also call your Thomson Reuters sales representative or visit the Thomson Reuters Customer Zone.
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